SVD: Singular Value Decomposition

In Rwave: Time-Frequency Analysis of 1-D Signals

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

Rwave documentation built on Oct. 22, 2022, 1:05 a.m.