hogsvdR (version 0.1)

hogsvd.rsimple: Compute the Higher-order generalised singular value decomposition (HOGSVD) of a list of matrices without Armadillo

Description

Compute the Higher-order generalised singular value decomposition (HOGSVD) of a list of matrices without Armadillo

Usage

hogsvd.rsimple(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