gsvd: Generalized Singular Value Decomposition

Description Usage Arguments Value

Description

Performs the generalized singular value decomposition A=UDV with weights M on the columns and N on the rows.

Usage

1
gsvd(A, M, N)

Arguments

A

a n times p numerical matrix.

M

a vector of size p with diag(M) the metric on R^p.

N

a vector of size n with diag(N) the metric on R^n.

Value

a 3-tuple (U,V,d) with the left singular vectors, right singular vectors and singular values.


chavent/divclust documentation built on May 13, 2019, 3:38 p.m.