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
tuning parameter for the rank.
The calculations are based on the singular value decomposition (
myrank(X) is the number of singular values of
X that are larger than
myorth returns a matrix, whose columns form an orthonormal
myrank returns a single number, which is the rank of
In the special case where
X has a single column,
c is a positive constant.
Øyvind Langsrud and Bjørn-Helge Mevik