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ffmanova (version 1.1.1)

myorth: Rank and orthonormal basis

Description

myorth(X) makes an orthonormal basis for the space spanned by the columns of X. The number of columns returned equals myrank(X), which is the rank of X.

Usage

myorth(X, tol_ = 1e-09)

Arguments

X

numeric matrix.

tol_

tuning parameter for the rank.

Value

myorth returns a matrix, whose columns form an orthonormal basis.

myrank returns a single number, which is the rank of X.

Details

The calculations are based on the singular value decomposition (svd). And myrank(X) is the number of singular values of X that are larger than max(dim(X))*svd(x)$d[1]*tol_.

See Also

svd