Texas Instruments TINSPIRE Reference Guide - Page 38

See If, In Rectangular Complex Format, To see the entire result, press, and then use

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eff( ) eff(nominalRate,CpY) ⇒ value Financial function that converts the nominal interest rate nominalRate to an annual effective rate, given CpY as the number of compounding periods per year. nominalRate must be a real number, and CpY must be a real number > 0. Note: See also nom(), page 68. Catalog > eigVc( ) Catalog > eigVc(squareMatrix) ⇒ matrix In Rectangular Complex Format: Returns a matrix containing the eigenvectors for a real or complex squareMatrix, where each column in the result corresponds to an eigenvalue. Note that an eigenvector is not unique; it may be scaled by any constant factor. The eigenvectors are normalized, meaning that if V = [x1, x2, ... , xn], then: x12 + x 2 2 + ... + xn2 = 1 squareMatrix is first balanced with similarity transformations until the row and column norms are as close to the same value as possible. The squareMatrix is then reduced to upper Hessenberg form and the eigenvectors are computed via a Schur factorization. £ ¡ ¢ To see the entire result, press and then use and to move the cursor. eigVl( ) eigVl(squareMatrix) ⇒ list In Rectangular complex format mode: Returns a list of the eigenvalues of a real or complex squareMatrix. squareMatrix is first balanced with similarity transformations until the row and column norms are as close to the same value as possible. The squareMatrix is then reduced to upper Hessenberg form and the eigenvalues are computed from the upper Hessenberg matrix. Catalog > Else £ ¡ ¢ To see the entire result, press and then use and to move the cursor. See If, page 45. 32 TI-Nspire™ Reference Guide

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32
TI-Nspire™ Reference Guide
eff()
Catalog >
eff(
nominalRate,CpY
)
⇒
value
Financial function that converts the nominal interest rate
nominalRate
to an annual effective rate, given
CpY
as the number of
compounding periods per year.
nominalRate
must be a real number, and
CpY
must be a real number
> 0.
Note:
See also
nom()
, page 68.
eigVc()
Catalog >
eigVc(
squareMatrix
)
⇒
matrix
Returns a matrix containing the eigenvectors for a real or complex
squareMatrix
, where each column in the result corresponds to an
eigenvalue. Note that an eigenvector is not unique; it may be scaled
by any constant factor. The eigenvectors are normalized, meaning
that if V = [x
1
, x
2
, … , x
n
], then:
x
1
2
+x
2
2
+ … + x
n
2
= 1
squareMatrix
is first balanced with similarity transformations until
the row and column norms are as close to the same value as possible.
The
squareMatrix
is then reduced to upper Hessenberg form and the
eigenvectors are computed via a Schur factorization.
In Rectangular Complex Format:
To see the entire result, press
£
and then use
¡
and
¢
to
move the cursor.
eigVl()
Catalog >
eigVl(
squareMatrix
)
⇒
list
Returns a list of the eigenvalues of a real or complex
squareMatrix
.
squareMatrix
is first balanced with similarity transformations until
the row and column norms are as close to the same value as possible.
The
squareMatrix
is then reduced to upper Hessenberg form and the
eigenvalues are computed from the upper Hessenberg matrix.
In Rectangular complex format mode:
To see the entire result, press
£
and then use
¡
and
¢
to
move the cursor.
Else
See If, page 45.