mGS: Modified Gram-Schmidt orthogonalization of a matrix

View source: R/mGS.R

mGSR Documentation

Modified Gram-Schmidt orthogonalization of a matrix

Description

This is an internal function which uses a R code to calculate an orthogonalization of a matrix. This function is used in the power method allowing to compute an eigendecomposition of a symmetric square.

Usage

  mGS(A)

Arguments

A

Matrix in vector form.

Value

This function returns a matrix which columns are the eigenvectors

wp

Eigevectors matrix.

Examples

A <- matrix(rnorm(6,0,1), ncol=2)
res <- mGS(A)
t(res) 

psvd documentation built on Nov. 23, 2025, 5:06 p.m.