svd2 {dimensio} | R Documentation |
Singular Value Decomposition of a Matrix
Description
Singular Value Decomposition of a Matrix
Usage
svd2(x, rank = Inf)
Arguments
x |
A |
rank |
An |
Value
A list
with the following elements:
d
A vector containing the singular values of
x
, of lengthrank
, sorted decreasingly.u
A matrix whose columns contain the left singular vectors of
x
. Dimensionc(m, rank)
.v
A matrix whose columns contain the right singular vectors of
x
. Dimensionc(p, rank)
.
Note
In both PCA and PCA-cor whitening there is a sign-ambiguity in the eigenvector matrices. In order to resolve the sign-ambiguity we use eigenvector matrices with a positive diagonal. This has the effect to make cross-correlations and cross-correlations positive diagonal for PCA.
[Package dimensio version 0.9.0 Index]