Skip to content
Prev 11313 / 398502 Next

COMPUTING DETERMINANT FROM SVD

Yes, the singular values of A are the square roots of eigen values of A'A
(where the latter are non -ve of course, since A'A is +ve semi definite).
- eigen(A)$values , for example.

Simon

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._