r - How to find singular matrix eigenvector? -


i have 800x800 singular (covariance) matrix , want find it's largest eigenvalue , eigenvector corresponding eigenvalue. know wheter possible r?

here example of using svd decomposition of covariance matrix:

a <- matrix(runif(16),4) c <- cov(a) res <- svd(c) res res$d[1] # largest singular value res$u[,1] # largest vector ; u , v same

hope helps.


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