mGSc {psvd} | R Documentation |
Modified Gram-Schmidt orthogonalization of a matrix
Description
This is an internal function which uses a C code to calculate an orthogonalization of a matrix. This function is used in the power method allowing to compute an eigendecomposition of a symmetric square.
Usage
mGSc(amat, m, n)
Arguments
amat |
Matrix in vector form. |
m |
Number of rows of the matrix amat. |
n |
Number of columns of the matrix amat. |
Value
This function returns a data frame containing 1 component
wp |
Eigenvectors matrix. |
Examples
d <- 3
r <- 2
amat <- c(rnorm(d*r,0,1))
res <- mGSc(amat, d, r)
wp <- matrix(res$wp, nrow=d, ncol=r)
t(wp)
[Package psvd version 0.1-0 Index]