SVD

0th

Percentile

Singular Value Decomposition

Computes singular value decomposition of a matrix.

Keywords
ts
Usage
SVD(a)
Arguments
a

input matrix.

Details

R interface for Numerical Recipes singular value decomposition routine.

Value

a structure containing the 3 matrices of the singular value decomposition of the input.

References

See discussions in the text of “Time-Frequency Analysis”.

Aliases
  • SVD
Examples
# NOT RUN {
   hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
     X <- hilbert(6)
     z  = SVD(X)
     z
# }
Documentation reproduced from package Rwave, version 2.4-8, License: GPL (>= 2)

Community examples

Looks like there are no examples yet.