[R] Generalized singular value decomposition

[Berend Hasselman]

tom wrote
> 
> Thank you for your help!
> 
> The GSVD (SVDgen) in PTAk does not perform a generalized singular value 
> decomposition for 2 matrices, only for 1. I should have mentioned this - 
> sorry.
> Are there maybe other packages?
> 
> I have also found the last 2 links, but I look for a way to use LAPACK 
> with Windows - this issue is unfortunately not addressed in these posts.
> 
> Can anyone help me with LAPACK and Windows XP? I have noticed that there 
> are already 2 dlls in the R/bin folder (Rblas.dll and Rlapack.dll). But 
> I still can not load the libraries. I guess that I still have to 
> "install"/do something ...
> 
> 

I don't think you have to install "something".
You have not told us how you are trying to load the  dll's.

You can use the GSVD function from
http://r.789695.n4.nabble.com/problem-with-generalized-singular-value-decomposition-using-LAPACK-td834930.html
but you will need the exact path to the Lapack dll in the dyn.load call.
Something like dyn.load("C:\\R\\.....\\libRlapack.dll").
You do not need to dyn.load the Blas dll.

I have tried this GSVD function with Mac OS X with success.

Berend


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