[R] SVD/Eigenvector confusion

2004-02-28 Thread Philip Warner
14 [3,]3 11 which is what the SVD should do. I assume there is some rule about setting the signs on eigenvectors for SVD, and would appreciate any help. Philip Warner| __---_ Albatross Consulting

Re: [R] SVD/Eigenvector confusion

2004-02-28 Thread Philip Warner
. Philip Warner| __---_ Albatross Consulting Pty. Ltd. |/ - \ (A.B.N. 75 008 659 498) | /(@) __---_ Tel: (+61) 0500 83 82 81 | _ \ Fax: (+61) 03 5330 3172

Re: [R] SVD/Eigenvector confusion

2004-02-28 Thread Philip Warner
At 01:17 AM 29/02/2004, Prof Brian Ripley wrote: On Sun, 29 Feb 2004, Philip Warner wrote: My understanding of SVD is that, for A an mxn matrix, m n: A = UWV* where W is square root diagonal eigenvalues of A*A extended with zero valued rows, and U and V are the left right eigen