R's svd does this by default (at least according to Wikipedia's definition). Take a closer look at the help page, and in particular 'nu' and 'nv'.
On Fri, 1 Sep 2006, Lord Tyranus wrote: > Hi wizards, I have seen the function svd of R for singular value > decomposition, but I need to computes the ``economy size'' or ``thin'' > singular value decomposition of a matrix in R. Somebody knows how to > do that?. Thanks in advance. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
