orthonorm: Orthonormalizes a square, invertible matrix

View source: R/orthonorm.R

orthonormR Documentation

Orthonormalizes a square, invertible matrix

Description

Orthonormalizes a square, invertible matrix

Usage

orthonorm(X)

Arguments

X

A square matrix to be orthonormalized.

Details

Y is orthonormal if $YY'=Y'Y=I$. Orthonormalization of X is given by $X (X'X)^(-.5)$.

Value

X after orthonormalization


templateICAr documentation built on Oct. 14, 2024, 5:08 p.m.