In prcomp
s <- La.svd(x, nu = 0)
s$v <- t(s$vt)
the second above line should be
s$v <- Conj(t(s$vt))
(to cover complex cases).
Paul Gilbert
prcomp need Conj(t(s$vt)) (PR#2924)
2 messages · Paul Gilbert, Brian Ripley
On Mon, 5 May 2003 pgilbert@bank-banque-canada.ca wrote:
In prcomp
s <- La.svd(x, nu = 0)
s$v <- t(s$vt)
the second above line should be
s$v <- Conj(t(s$vt))
(to cover complex cases).
They are not covered in the help page, AFAICS. They are certainly not covered in the references quoted. Are you not jumping to conclusions? There is a lot of R that does not handle complex cases, and does not say so. (lm, for one.)
Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595