[R] Generalized singular value decomposition

Oana Tomescu oana.tomescu at student.tugraz.at
Wed Nov 30 11:51:45 CET 2011


I would like to perform a generalized singular value decomposition with 
R. The only possibility I found is "GSVD" that is based on LAPACK/BLAS. 
Are there other possibilities too?
If not, has anybody used LAPACK/BLAS under Windows XP? How can I install 
them? Following [1] did not help.

I hope this is the right place for my question.

Thank you very much!
Oana Tomescu

[1] http://sites.google.com/site/jivsoft/Home/r-blas-interface

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