Thanks to David Winsemius for his help about the use of La.svd. Two more
questions.
QUESTION 1
Your example works fine, but the one that I propose below does not.
Your example:
> Asymm
[,1] [,2] [,3]
[1,] 66 101 95
[2,] 101 76 104
[3,] 95 104 26
> La.svd(Asymm)
$d
[1] 257.722
On Jan 16, 2010, at 8:10 AM, Stefano Sofia wrote:
Dear R list users,
the singluar value decomposition of a symmetric matrix M is UDV^(T),
where U = V.
La.svd(M) gives as output three elements: the diagonal of D and the
two orthogonal matrices u and vt (which is already the transpose of
v)
Dear R list users,
the singluar value decomposition of a symmetric matrix M is UDV^(T), where U =
V.
La.svd(M) gives as output three elements: the diagonal of D and the two
orthogonal matrices u and vt (which is already the transpose of v).
I noticed that the transpose of vt is not exactly u. Wh
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