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dimensio (version 0.9.0)

svd2: Singular Value Decomposition of a Matrix

Description

Singular Value Decomposition of a Matrix

Usage

svd2(x, rank = Inf)

Value

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).

Arguments

x

A \(m \times p\) numeric matrix.

rank

An integer value specifying the maximal number of components to be kept in the results.