[R] orthonormalization with weights

[Stephane DRAY]

Hello List,
I would like to orthonormalize vectors contained in a matrix X  taking into 
account row weights (matrix diagonal D). ie, I want to obtain Z=XA with 
t(Z)%*%D%*%Z=diag(1)

I can do the Gram-Schmidt orthogonalization with subsequent weighted 
regressions. I know that in the case of uniform weights, qr can do the 
trick. I wonder if there is a way to do it in the case of non uniform 
weights by qr or svd ?

Thanks in advances.
Stéphane DRAY
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Département des Sciences Biologiques
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E-mail : stephane.dray at umontreal.ca
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