[R] Generalized singular value decomposition

Paul Hiemstra paul.hiemstra at knmi.nl
Wed Nov 30 13:18:18 CET 2011


Googling for "R-help gsvd" leads to a number of interesting entries on
the mailing list. It seems that GSVD is present in the lapack version
included with R and can be called (see the mailing list entries).



On 11/30/2011 10:51 AM, Oana Tomescu wrote:
> Hello,
> 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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Paul Hiemstra, Ph.D.
Global Climate Division
Royal Netherlands Meteorological Institute (KNMI)
Wilhelminalaan 10 | 3732 GK | De Bilt | Kamer B 3.39
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