[R] Matrix decomposition: orthogonal complement
simon at stats.gla.ac.uk
Tue Nov 2 15:18:31 CET 2004
> How I can compute in R the orthogonal complement of one matrix?
use the qr decomposition. For example:
B <- t(qr.Q(qr(A),complete=TRUE)[,5:10])
> If A (n x m ) matrix of full column rank (n>m), its orthogonal complement is
> denoted by A_ .
> A_ is n X (n-m) matrix of full column rank and such that A'A_=0.
> I need to compute A_. How I can compute A_ in R?
> Best Regards,
> Florin G. Maican
> Ph.D. candidate, Department of Economics
> School of Economics and Commercial Law
> Gothenburg University, Sweden
> E-mail: Florin.Maican at handels.gu.se
> P.O.Box 640 SE-405 30 Gothenburg, Sweden Phone no +46 31 773 4866
> Fax no +46 31 773 4154
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