svdJacobi: SVD using Jacobi algorithm

Description Usage Arguments Details Value Examples

Description

SVD using Jacobi algorithm

Usage

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

Arguments

x

a real nxp matrix

tol

a small positive error tolerance. Default is machine tolerance

Details

Singular values, right singular vectors and left singular vectors of a real nxp matrix using two-sided Jacobi algorithm

Value

a list of three components as for base::svd

Examples

1
2
3
(V <- (matrix(1:30, nrow=5, ncol=6)))
svdJacobi(V)
all.equal(svdJacobi(V)$v, base::svd(V)$v)

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