[R] Dimensions of svd V matrix

[Gad Abraham]

Kenn Konstabel wrote:
> I'm not an expert at all, but isn't it that you really want svd(x)$u to 
> be different (instead of V)?
> 
> that would be easy to do:
> 
> x <- matrix(rnorm(15), 3, 5)
> 
> s1 <- svd(x)
> s2 <- svd(x, nv=ncol(x))
> 
> x1 <- s1$u %*% diag(s1$d) %*% t(s1$v)
> x2 <- cbind(s2$u,1,1) %*% diag(c(s1$d,0,0)) %*% t(s2$v)
> 
> all.equal(x,x1,x2)

Yep, you're absolutely correct. As someone's explained to me, the number 
of PCs cannot be larger than the rank of the matrix, therefore like you 
say the rest of the eigenvalues are practically zero anyway.

Thanks,
Gad

-- 
Gad Abraham
Dept. CSSE and NICTA
The University of Melbourne
Parkville 3010, Victoria, Australia
email: gabraham at csse.unimelb.edu.au
web: http://www.csse.unimelb.edu.au/~gabraham