Rwave (version 2.4-8)

SVD: Singular Value Decomposition

Description

Computes singular value decomposition of a matrix.

Usage

SVD(a)

Arguments

a

input matrix.

Value

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

Details

R interface for Numerical Recipes singular value decomposition routine.

References

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

Examples

# NOT RUN {
   hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
     X <- hilbert(6)
     z  = SVD(X)
     z
# }

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