myorth: Rank and orthonormal basis

Description Usage Arguments Details Value Note Author(s) See Also

View source: R/myorth.R

Description

myorth(X) makes an orthonormal basis for the space spanned by the columns of X. The number of columns returned equals myrank(X), which is the rank of X.

Usage

1
myorth(X, tol_ = 1e-09)

Arguments

X

numeric matrix.

tol_

tuning parameter for the rank.

Details

The calculations are based on the singular value decomposition (svd). And myrank(X) is the number of singular values of X that are larger than max(dim(X))*svd(x)$d[1]*tol_.

Value

myorth returns a matrix, whose columns form an orthonormal basis.

myrank returns a single number, which is the rank of X.

Note

In the special case where X has a single column, myorth(X) returns c*X where c is a positive constant.

Author(s)

<c3><98>yvind Langsrud and Bj<c3><b8>rn-Helge Mevik

See Also

svd


ffmanova documentation built on May 2, 2019, 2:46 a.m.

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