mht (version 3.1.2)

decompbaseortho: Gram-Schmidt algorithm

Description

Orthonormalization of an input matrix with the Gram-Schmidt algorithm.

Usage

decompbaseortho(data)

Arguments

data

Input matrix of dimension n * p; each column is a variable.

Value

U

The orthonormal basis obtained from data.

nonind

Set of variables with no contribution.

trueind

Set of variables with contribution.

rank

Rank of the input matrix, calculated with the function rankMatrix .

Details

Performs an orthonormalization of the input matrix, recording the columns that are linear combination of the previous ones.

Examples

## Not run: 
# x1=rnorm(100)
# x2=rnorm(100)
# x3=cbind(x1,x2,x1+x2)
# 
# dec=decompbaseortho(x3)
# dec$nonind
# dec$trueind
# dec$rank
# ## End(Not run)