Description Usage Arguments Value See Also Examples

View source: R/bootstrap_functions.R

In order to generate the SVD of the matrix `x`

, `qrSVD`

calls `genQ`

to generate a random orthonormal matrix, and uses this random matrix to precondition `x`

. The svd of the preconditioned matrix is calculated, and adjusted to account for the preconditioning process in order to find `svd(x)`

.

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`x` |
a matrix to calculate the svd for |

`lim_attempts` |
the number of tries to randomly precondition x. We generally find that one preconditioning attempt is sufficient. |

`warning_type` |
controls whether the user should be told if an orthogonal preconditioning matrix is required, or if |

`warning_file` |
gives the location of a file to print warnings to, if |

`...` |
parameters passed to |

Solves *svd(x)=UDV'*, where *U* is an matrix containing the left singular vectors of *x*, *D* is a diagonal matrix containing the singular values of *x*; and *V* is a matrix containing the right singular vectors of *x* (output follows the same notation convention as the `svd`

function).

`qrSVD`

will attempt the standard `svd`

function before preconditioning the matrix *x*.

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