[R] GSVD and qr questions
Richard M. Heiberger
rmh at temple.edu
Tue May 5 06:30:38 CEST 2015
off line
I looked at the matlab page and the wikipedia page.
Wikipedia says there are two different things with the gsvd name.
So I guess we need to see a tiny example of your starting matrix
and the decomposition that the matlab function you call returns to you.
I guess you will have to send the "reproducible example" to the list.
Rich
On Tue, May 5, 2015 at 12:14 AM, Roy Mendelssohn - NOAA Federal
<roy.mendelssohn at noaa.gov> wrote:
> Thanks. But to be honest I am outside of what I really know. so I don’t know if what you describe is what I want I know what the Matlab function I have calls and what it does, and I am trying to mimic its functionality. So I am trying to see if there is equivalent to the Matlab qr(A,0) call, that way I know I am getting the same result.
>
> -Roy M.
>
>
>> On May 4, 2015, at 9:10 PM, Richard M. Heiberger <rmh at temple.edu> wrote:
>>
>> Roy,
>>
>> Look at the qr.R and qr.Q functions. With the complete=TRUE argument
>> they bring their matrices up to full size,
>> by constructing an arbitrary orthogonal completion.
>> Does this provide what you are looking for?
>>
>> Rich
>>
>> On Mon, May 4, 2015 at 11:56 PM, Roy Mendelssohn - NOAA Federal
>> <roy.mendelssohn at noaa.gov> wrote:
>>> Hi All:
>>>
>>> I posted some of this earlier to the r-sig-mac because at that time I got a Mac specific error, but now I have a more general question. For a canonical variate analysis (CVA) used in some system identification routines, I need to calculate a generalized svd (GSVD). On the web there are several scripts that are suppose to work with the LAPACK implementation of GSVD, but when I try them with my matrices I get an index error. I can save the two arrays using R.matlab and read the matrices into Matlab, and the GSVD function in Matlab works fine for the same arrays. I get the same error trying to use the GSVD routine in the PEIP package in R.
>>>
>>> I have found a Matlab routine that calculates the GSVD using only QR, CHOL and SVD calls, but some of this is outside of what I know and I am trying to translate the routine to R. I have two questions:
>>>
>>> 1. Does anyone know of a working routine for GSVD in R (and I looked in ‘sos’ that is how I found the one in PEIP)?
>>>
>>> 2. In the Matlab function I am trying to translate, they call for the QR decomposition of the matrix A as qr(A,0). The second argument (0) according to Matlab does the economy QR decomposition:
>>>
>>>> qr(A,0) produces the economy-size decomposition. If m > n, only the first n columns of Q and the first n rows of R are computed. If m<=n, this is the same as [Q,R] = qr(A).
>>>
>>> Reading over the help for the”qr” function in R it is unclear that there is a similar way to do an “economy” decomposition with one of the optional arguments. I am probably being brain-dead, but I don’t see how to do that in the R function.
>>>
>>> Thanks for any help.
>>>
>>> -Roy M.
>>>
>>> **********************
>>> "The contents of this message do not reflect any position of the U.S. Government or NOAA."
>>> **********************
>>> Roy Mendelssohn
>>> Supervisory Operations Research Analyst
>>> NOAA/NMFS
>>> Environmental Research Division
>>> Southwest Fisheries Science Center
>>> ***Note new address and phone***
>>> 110 Shaffer Road
>>> Santa Cruz, CA 95060
>>> Phone: (831)-420-3666
>>> Fax: (831) 420-3980
>>> e-mail: Roy.Mendelssohn at noaa.gov www: http://www.pfeg.noaa.gov/
>>>
>>> "Old age and treachery will overcome youth and skill."
>>> "From those who have been given much, much will be expected"
>>> "the arc of the moral universe is long, but it bends toward justice" -MLK Jr.
>>>
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>
> **********************
> "The contents of this message do not reflect any position of the U.S. Government or NOAA."
> **********************
> Roy Mendelssohn
> Supervisory Operations Research Analyst
> NOAA/NMFS
> Environmental Research Division
> Southwest Fisheries Science Center
> ***Note new address and phone***
> 110 Shaffer Road
> Santa Cruz, CA 95060
> Phone: (831)-420-3666
> Fax: (831) 420-3980
> e-mail: Roy.Mendelssohn at noaa.gov www: http://www.pfeg.noaa.gov/
>
> "Old age and treachery will overcome youth and skill."
> "From those who have been given much, much will be expected"
> "the arc of the moral universe is long, but it bends toward justice" -MLK Jr.
>
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