SVD {Rwave} | R Documentation |
Computes singular value decomposition of a matrix.
SVD(a)
a |
input matrix. |
R interface for Numerical Recipes singular value decomposition routine.
a structure containing the 3 matrices of the singular value decomposition of the input.
See discussions in the text of “Time-Frequency Analysis”.
hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
X <- hilbert(6)
z = SVD(X)
z