[R] Generalized singular value decomposition
oana.tomescu at student.tugraz.at
Thu Dec 1 08:24:23 CET 2011
Am 30.11.2011 16:13, schrieb Berend Hasselman:
> tom wrote
> 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
> but you will need the exact path to the Lapack dll in the dyn.load call.
> Something like dyn.load("C:\\R\\.....\\libRlapack.dll").
This was just what I was looking for, thank you very much! When I read
the post before I did not notice the line with the dyn.load.
> You do not need to dyn.load the Blas dll.
> I have tried this GSVD function with Mac OS X with success.
I tried the GSVD with the folowing matrices:
A = matrix(rnorm(100,100,20),10,10)
B = matrix(rnorm(200,10,3),20,10)
res = GSVD(A,B)
The resulted U and V have all entries equal to zero. This seems a little
wired since A=U*E1*Q' and B=V*E2*Q'. If U and V are zero then A and B
should also be zero. Are my example matrices a special case for the
decomposition? I just started working with it, so I am a completely
Thank you again very much for your help! (I was already thinking about
doing the decomposition with Matlab and loading the result into R.)
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