theta2W: Convert angles to an orthogonal matrix.

In steadyICA: ICA and Tests of Independence via Multivariate Distance Covariance

Description

Convert d*(d-1)/2 angles from a sequence of Givens rotations to a d x d orthogonal matrix.

Usage

theta2W(theta)

Arguments

theta

A scalar or vector of length d*(d-1)/2 of values from which the d x d orthogonal matrix is calculated.

Value

A d x d orthogonal matrix resulting from the sequence of d*(d-1)/2 Givens rotation matrices.

Author(s)

David S. Matteson

References

Golub, G. & Van Loan, C. 1996. Matrix computations. Johns Hopkins University Press.

See Also

W2theta

Examples

#Generate orthogonal matrix:
mat <- matrix(rnorm(9),3,3)
W = svd(mat)$u

theta <- W2theta(W)

#Recovers W:
theta2W(theta)

Example output

Loading required package: Rcpp
Loading required package: MASS
Loading required package: clue
Loading required package: combinat

Attaching package: 'combinat'

The following object is masked from 'package:utils':

    combn

           [,1]       [,2]       [,3]
[1,] -0.9624979 -0.1013861 -0.2516321
[2,]  0.2144810 -0.8523475 -0.4769713
[3,] -0.1661198 -0.5130542  0.8421280

steadyICA documentation built on May 2, 2019, 7:30 a.m.