[R] SVD of complex matrices

Yudi Pawitan yudi at stat.ucc.ie
Tue Feb 6 11:16:21 CET 2001


You can do this 'by hand' using eigen(), since it can take
complex matrices. If X is a complex matrix, the svd
computes the eigenvalue-eigenvectors of X^*X and XX^*,
where X^* is the conjugate-transpose of X. 
(Set sym=T in eigen()).

-YP-
PS. You probably want to check first how it works with a toy example.

At 03:52 PM 2/5/01 +0000, you wrote:
>Is there a way to determine the SVD of a complex matrix using R?
>(I'm using v1.0.1 and svd() won't do the trick).
>I know LAPACK has a function to do this.
>
>Thanks
>
>--
>Ben Stapley
>Biomolecular Modelling Lab
>Imperial Cancer Research
>
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Yudi Pawitan     yudi at stat.ucc.ie
Department of Statistics UCC
Cork, Ireland
Ph   353-21-490 2906
Fax 353-21-427 1040 
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