svd2 | R Documentation |
Singular Value Decomposition of a Matrix
svd2(x, rank = Inf)
x |
A |
rank |
An |
A list
with the following elements:
d
A vector containing the singular values of x
, of length
rank
, sorted decreasingly.
u
A matrix whose columns contain the left singular vectors of
x
. Dimension c(m, rank)
.
v
A matrix whose columns contain the right singular vectors of
x
. Dimension c(p, rank)
.
In both PCA and PCA-cor whitening there is a sign-ambiguity in the eigenvector matrices. In order to resolve the sign-ambiguity we use eigenvector matrices with a positive diagonal. This has the effect to make cross-correlations and cross-correlations positive diagonal for PCA.
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