LRQMM (version 1.2.2)

SVDmat: Calculates SVD of Matrix in MATLAB

Description

This function Calculates SVD of Matrix in MATLAB and produces the "economy size" decomposition.

Usage

SVDmat(E,maxTriess = 3000,intervall = 30)

Arguments

E

a numeric matrix

maxTriess

The maximum number of times the connection is check for an answer from the MATLAB server before giving up. Default values is 3000 times.

intervall

The interval in seconds between each poll for an answer. Default interval is 30 (second).

Value

d

a vector containing the positive singular values

u

a matrix with the corresponding left singular vectors

v

a matrix with the corresponding right singular vectors

Details

This function use R working directory to biulte and read files. So there should be enough space. All function's files remove after finishing calucation. This function is commonly used in big data.

References

[1]Alavian, S. R. (2019). Creating LRQMM package for predicting the breeding value of animals by corrected mixed quantile regression (Unpublished master's thesis). Ferdowsi University Of Mashhad. Mashhad. Iran.[Persian].

Examples

# NOT RUN {
M <- rbind(
  c(20, 10, 15,  0,  2),
  c(10,  5,  8,  1,  0),
  c( 0,  1,  2,  6,  3))
#before running this code, be sure for Matlab installation in your system.
# >SVDmat(M)
# }