Date:         Wed, 18 Feb 2009 22:00:05 -0500
Reply-To:     Ken Borowiak <evilpettingzoo97@AOL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Ken Borowiak <evilpettingzoo97@AOL.COM>
Subject:      Re: eigenvalues in proc iml

On Wed, 18 Feb 2009 11:28:56 -0600, ./ ADD NAME=Data _null_;
<iebupdte@GMAIL.COM> wrote:

>D = diag(eigval(C));
>
>
>On 2/18/09, Zach Peery <zpeery@nature.berkeley.edu> wrote:
>> Hi All,
>>
>> I have a 3x3 matrix called C and want a matrix D with eigenvalues of C on
>> the diagonal.  But the "eigen" function only gives me eigenvalues in a 3
>> element vertical vector.
>>
>> In other words the following commands:
>>
>> proc IML;
>> C = {1 0.3 0.2, 0.3 1 0.6, 0.2 0.6 1};
>> D = eigval(C);
>> print D;
>> run;
>>
>> yields:
>> 1.76
>> 0.84
>> 0.39
>>
>> but I want:
>> 1.76 0 0
>> 0 0.84 0
>> 0 0 0.39
>>
>> Any help is greatly appreciated...
>>


It is hard to beat the succinctness of DIAG(). Nevertheless, an alternative:

proc IML;
 C = {1 0.3 0.2, 0.3 1 0.6, 0.2 0.6 1};
 D = eigval(C);
 print c;

 E=I(nrow(D)) # D ;
 print E ;

 quit ;

Regards,
Ken