Singular Value Decomposition of a Matrix
svd2(x, rank = Inf)
A list
with the following elements:
d
A vector containing the singular values of x
, of length
rank
, sorted decreasingly.
u
A matrix whose columns contain the left singular vectors of
x
. Dimension c(m, rank)
.
v
A matrix whose columns contain the right singular vectors of
x
. Dimension c(p, rank)
.