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hogsvdR (version 0.1)

hogsvd.rArmadillo: Compute the Higher-order generalised singular value decomposition (HOGSVD) of a list of matrices with RcppArmadillo

Description

Compute the Higher-order generalised singular value decomposition (HOGSVD) of a list of matrices with RcppArmadillo

Usage

hogsvd.rArmadillo(D)

Arguments

D

a list of matrices to compute the GSVD decomposition on

Value

A list of U, Sigma, V, Lambda and S. U and Sigma are lists of matrices