SVD {Rwave} | R Documentation |
Singular Value Decomposition
Description
Computes singular value decomposition of a matrix.
Usage
SVD(a)
Arguments
a |
input matrix. |
Details
R interface for Numerical Recipes singular value decomposition routine.
Value
a structure containing the 3 matrices of the singular value decomposition of the input.
References
See discussions in the text of “Time-Frequency Analysis”.
Examples
hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
X <- hilbert(6)
z = SVD(X)
z
[Package Rwave version 2.6-5 Index]