[R] orthonormalization with weights

Stephane DRAY stephane.dray at umontreal.ca
Tue Feb 24 00:46:34 CET 2004

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 

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

Département des Sciences Biologiques
Université de Montréal, C.P. 6128, succursale centre-ville
Montréal, Québec H3C 3J7, Canada

Tel : 514 343 6111 poste 1233
E-mail : stephane.dray at umontreal.ca

Web                                          http://www.steph280.freesurf.fr/

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