[R] Generalized Singular Value Decomposition (GSVD)

Kjetil Brinchmann Halvorsen kjetil at acelerate.com
Tue Aug 31 01:59:43 CEST 2004


Camarda, Carlo Giovanni wrote:

Iæm not really sure what you mean by generalized SVD, but have you had a 
look at CRAN package PTAk, which says to have some extensions of the SVD 
(but poosibly not the one you
want...?)

Kjetil Halvorsen

>Dear R-users,
>I couldn't find a function or some help in R-project web about the
>Generalized Singular Value Decomposition. In MatLab there is a simple
>function for this algebric issue (gsvd). Is there anything like that in R?
>And, if not, could you help me to apply this method in R?
>Thanks in advance, Giancarlo
>
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Kjetil Halvorsen.

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