R/compute_GL.R

compute_GL <-
function(Z, w) {
    wZt <- sqrt(w)*t(Z)
    G <- crossprod(wZt)
    svdG <- svd(G)
    L <- t(t(svdG$u)*sqrt(svdG$d)) 
    list(L=L, svdVec = svdG$v, svdD = svdG$d, wZt=wZt)
}

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CodataGS documentation built on May 17, 2019, 5:03 p.m.