[Rd] svd, La.svd (PR#1427)

[ripley@stats.ox.ac.uk]

Already sent, already corrected.


On Mon, 1 Apr 2002 kjetilh@umsanet.edu.bo wrote:

> (I tried to send this earlier, but it doesnt seem to have come through,
> due to
> problems on my system)
>
> Hola:
>
> Both cannot be correct:
>
> > m <- matrix(1:4, 2)
> > svd(m)
> $d
> [1] 5.4649857 0.3659662
>
> $u
>            [,1]       [,2]
> [1,] -0.5760484 -0.8174156
> [2,] -0.8174156  0.5760484
>
> $v
>            [,1]       [,2]
> [1,] -0.4045536  0.9145143
> [2,] -0.9145143 -0.4045536
>
> > La.svd(m)
> $d
> [1] 1.126182e-301 4.226051e-314
>
> $u
>             [,1]         [,2]
> [1,] 0.002112565  0.999997769
> [2,] 0.999997769 -0.002112565
>
> $vt
>            [,1]        [,2]
> [1,] 7.5449e-13  1.0000e+00
> [2,] 1.0000e+00 -7.5449e-13
>
> as m is an invertible matrix, the results of La.svd seems wrong.
>
> This is R1.4.1 on windows 98.
>
> Kjetil Halvorsen
>
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-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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