library(RODBC)

data = odbcConnectExcel(file.choose())
sqlTables(data)
mydat=sqlFetch(data,"Sheet1")
odbcClose(data)
mydat

Operaciones con matrices

A %*% B : producto de matrices
t(A) : transpuesta de la matriz A
solve(A,b) : solucin del sistema de ecuaciones Ax=b.
solve(A) : inversa de la matriz A
svd(A) : descomposicion en valores singulares
qr(A) : descomposicion QR
eigen(A) : valores y vectores propios
diag(b) : matriz diagonal (b es un vector)
diag(A) : matriz diagonal (A es una matriz)
A %o% B == outer(A,B) : producto exterior de dos vectores o
Ejemplos:

matriz<-matrix(c(29.1,100.4,-15.7,100.4,576,-18.5,-15.7,-18.5,22.6),ncol=3)
matriz<-matrix(c(0.35,0.15,-0.19,0.15,0.13,-0.03,-0.19,-0.03,0.16),ncol=3)
eigen(matriz)
solve(matriz)

matriz2<-matrix(c(0.111,0.15,-0.19,0.15,0.111,-0.03,-0.19,-0.03,0.143),ncol=3)

matriz<matrix(c(4356590453904,1330403989536,3371703512332,909375413916,522881255378,208977
9371929,1561113979711,1752699930581,751027161233,1330403989536,1438082072744,22374
46660748,640486537544,320054077442,1337048667731,831654605849,1063326652639,475435
209227,3371703512332,2237446660748,11542916337213,2002381743788,1202971761892,4457
726342778,3596985896009,5276148811071,1370611099243,909375413916,640486537544,2002
381743788,711090124664,300226304262,1163872171131,809461969909,1222142289119,39892
4278607,522881255378,320054077442,1202971761892,300226304262,278962466535,73147739
2714,544922437060,714556472486,232312089458,2089779371929,1337048667731,4457726342
778,1163872171131,731477392714,3601695615478,1795456135095,2643940767156,100798122
2315,1561113979711,831654605849,3596985896009,809461969909,544922437060,1795456135
095,1613897565318,2057554366524,532038866432,1752699930581,1063326652639,527614881
1071,1222142289119,714556472486,2643940767156,2057554366524,3673853700167,83164691
5438,751027161233,475435209227,1370611099243,398924278607,232312089458,10079812223
15,532038866432,831646915438,554545786201),ncol=9)

matriz<matrix(c(0.012,0.010,0.012,0.012,0.016,0.013,0.022,0.010,0.014,0.010,0.027,0.019,0.021,0.027,0.
022,0.029,0.016,0.021,0.012,0.019,0.042,0.030,0.042,0.033,0.054,0.034,0.029,0.012,0.021,0.030,
0.042,0.046,0.036,0.052,0.033,0.034,0.016,0.027,0.042,0.046,0.095,0.051,0.075,0.046,0.045,0.01
3,0.022,0.033,0.036,0.051,0.053,0.055,0.034,0.040,0.022,0.029,0.054,0.052,0.075,0.055,0.099,0.0
55,0.046,0.010,0.016,0.034,0.033,0.046,0.034,0.055,0.042,0.031,0.014,0.021,0.029,0.034,0.045,0.
040,0.046,0.031,0.058),ncol=9)
matriz2<-matrix(c(1,0.683,-0.797,0.683,1,-0.223,-0.797,-0.223,1),ncol=3)
> matriz1<-matrix(c(0.331,0.15,-0.19,0.15,0.111,-0.03,-0.19,-0.03,0.143),ncol=3)

Vector propio

D1/2 contiene las races cuadradas de los valores propios no nulos de las matrices AA o AA, que
son positivos. Estos trminos diagonales de D se denominan los valores singulares

R11<matrix(c(1,0.29,0.13,0.23,0.33,0.29,1,0.25,0.23,0.32,0.13,0.25,1,0.35,0.22,0.23,0.23,0.35,1,0.36,0.
33,0.32,0.22,0.36,1),ncol=5)
R22<- matrix(c(1,0.55,0.11,0.53,0.55,1,0.04,-0.11,0.11,0.04,1,0.0,0.53,-0.11,0.0,1),ncol=4)
R12<- matrix(c(0.46,0.34,0.05,0.33,0.29,0.03,0.18,0.02,0.13,0.17,0.22,0.32,0.51,0.26,0.23,0.40,0.14,-0.02,0.25,0.17),nrow=5,ncol=4)
A=solve(R11)%*%R12%*%solve(R22)%*%t(R12)
eigen(A)
B=solve(R22)%*%t(R12)%*%solve(R11)%*%R12
eigen(A)
matriz<-matrix(c(1,-0.190,-0.063,-0.350,0.386,-0.430,-0.190,1,0.955,0.238,-0.032,0.132,0.063,0.955,1,0.213,-0.026,0.042,-0.350,0.238,0.213,1,-0.013,0.164,0.386,-0.032,-0.026,0.013,1,0.496,-0.430,0.132,0.042,0.164,0.496,1),ncol=6)