ProDenICA (version 1.1)

ICAorthW: turn a matrix W into an orthogonal matrix

Description

use the SVD to orthogonalize a matrix

Usage

ICAorthW(W)

Arguments

W

input matrix

Value

orthogonalized version of W

Details

simply replace the D matrix of the SVD of W by the identity

Examples

# NOT RUN {
W0 <- matrix(rnorm(2*2), 2, 2)
W0 <- ICAorthW(W0)
# }