mGS {psvd} | R Documentation |
Modified Gram-Schmidt orthogonalization of a matrix
Description
This is an internal function which uses a R 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
mGS(A)
Arguments
A |
Matrix in vector form. |
Value
This function returns a matrix which columns are the eigenvectors
wp |
Eigevectors matrix. |
Examples
A <- matrix(rnorm(6,0,1), ncol=2)
res <- mGS(A)
t(res)
[Package psvd version 1.0-0 Index]