USV {PEIP}

Singular Value Decomposition

Description

Singular Value Decomposition

Usage

USV(G)

Arguments

G

Matrix

Details

returns matrices U, S, V according to matlab convention.

Value

list:

U

Matrix

S

Matrix, singular values

V

Matrix

Author(s)

Jonathan M. Lees<[e-mail]>

See Also

svd

Examples

 hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
     X <- hilbert(9)[,1:6]
     
h = USV(X)

print( h$U )