Eigendecomposition procedure for Vg and Ve

Eigendecomposition procedure for Vg and Ve

eigen_proc(V_g, V_e, tol = 1/10000)

Arguments

V_g	a d_size by d_size covariance matrix
V_e	a d_size by d_size covariance matrix
tol	a positive number indicating the tolerance for isSymmetric

Value

a named list of length 4 containing the outputs of eigendecomposition procedure

Examples

eigen_proc(diag(2), diag(2))
#> $logdet_Ve
#> [1] 0
#> 
#> $UltVeh
#>      [,1] [,2]
#> [1,]    0    1
#> [2,]   -1    0
#> 
#> $UltVehi
#>      [,1] [,2]
#> [1,]    0    1
#> [2,]   -1    0
#> 
#> $D_l
#> [1] 1 1
#>