Description Usage Arguments Value Note Author(s) See Also Examples
Computation of the singular value decomposition for a matrix. Sorts the eigenvalues in ascending order by maintaining their original order in an index array.
1 |
hessian.mat |
input matrix is a Hessian matrix |
linpack |
logical, specifies whether LINPACK or LAPACK routines are used |
Return value is a list with the following components:
$v |
matrix with eigenvectors in each column |
$indx |
index array for the sorted eigenvalues |
$ev |
vector with the sorted eigenvalues |
$u |
matrix with eigenvectors in each column |
This function uses the svd()
function of R
.
Franziska Hoffgaard
1 2 |
Loading required package: snow
Loading required package: matrixcalc
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