[R] Gram-Schmidt orthonormal factorization
gcendoya at balcarce.inta.gov.ar
Mon Sep 1 13:54:55 CEST 2003
Does R have a function as gsorth is SAS, that perform a the Gram-Schmidt
orthonormal factorization of the m ×n matrix A, where m is greater than or
equal to n? That is, the GSORTH subroutine in SAS computes the
column-orthonormal m ×n matrix P and the upper triangular n ×n matrix T such
that A = P*T.
or any other version of Gram-Schmidt orthonormal factorization?
I search the help, but I didnt find any thing about.
PD: I am using R 1.7.1, for Windows 98.
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