Jacobi: SVD of a symmetric matrix using Jacobi algorithm
In isglobal-brge/svdParallel: Parallel implementation of SVD

SVD using Jacobi algorithm

1	Jacobi(x, tol = .Machine$double.eps)

`x`	a real symmetric matrix. Also data frames.
`tol`	a small positive error tolerance. Default is machine tolerance

Eigenvalues and eigenvectores of a real symmetric matrix using two-sided Jacobi algorithm

a list of two components as for base::eigen

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(V <- crossprod(matrix(1:25, 5)))
Jacobi(V)
all.equal(Jacobi(V)$values, base::eigen(V)$values)

isglobal-brge/svdParallel documentation built on June 26, 2019, 9:40 p.m.

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