eigenvalues - determining the three major eigenvalues from a matrix

Is there a code or program I can download which will determine the three main eigenvalues,; t1 t2 and t3 of a matrix as I really am not sure how to go about this?

Answer 1

[Muthu Annamalai]

Take a look at the >> doc eigs >> doc eig as @Jan Simon has suggested.

For example with eigs

So if A is your matrix and you want the first 3 eigenvalue-vector pairs, you just use,

>> [v,d] = eigs(A,3)
>> d = diag(d)

should solve your problem explicitly

Answer 2

[Jan]

Is your matrix large and sparse, then use eigs. Otherwise eig is sufficient. Both are builtin functions.

Answer 3

[Bran]

Well I actually would like to work out the principal Eigen vector for a ODF which is in the form of a vector but I'm not really sure how to go about that. would something like princomp be suitable?