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Fast Eigen Decomposition using RcppArmadillo

Source: R/fast_eigen.R
fast_eigen.Rd

Computes the full eigen decomposition of a symmetric matrix using C++. This function is faster than base R's `eigen()`. This function will not check that your matrix is numeric or symmetric.

Usage

fast_eigen(m)

Arguments

m

A symmetric numeric matrix.

Value

A list with two components: `values` (eigenvalues) and `vectors` (eigenvectors).