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matrix.eigenvalues() - Pine Script Function

`matrix.eigenvalues()`

Overview

The function returns an array containing the eigenvalues of a square matrix.

Syntax

matrix.eigenvalues(id) → array<float>

Parameters

Name	Type	Description
id	matrix<int/float>	A matrix object.

Returns

An array containing the eigenvalues of the id matrix.

Remarks

The function is calculated using “The Implicit QL Algorithm”.

Examples

Example 1

//@version=6
indicator("`matrix.eigenvalues()` Example")// For efficiency, execute this code only once.
if barstate.islastconfirmedhistory // Create a 2x2 matrix.
var m1 = matrix.new<int>(2, 2, na) // Fill the matrix with values. matrix.set(m1, 0, 0, 2)
matrix.set(m1, 0, 1, 4)
matrix.set(m1, 1, 0, 6)
matrix.set(m1, 1, 1, 8) // Get the eigenvalues of the matrix. tr = matrix.eigenvalues(m1) // Display matrix elements.
var t = table.new(position.top_right, 2, 2, color.green)
table.cell(t, 0, 0, "Matrix elements:")
table.cell(t, 0, 1, str.tostring(m1))
table.cell(t, 1, 0, "Array of Eigenvalues:")
table.cell(t, 1, 1, str.tostring(tr))

See Also