Generalized singular value decomposition
Am 30.11.2011 16:13, schrieb Berend Hasselman:
tom wrote I don't think you have to install "something". You have not told us how you are trying to load the dll's. You can use the GSVD function from http://r.789695.n4.nabble.com/problem-with-generalized-singular-value-decomposition-using-LAPACK-td834930.html but you will need the exact path to the Lapack dll in the dyn.load call. Something like dyn.load("C:\\R\\.....\\libRlapack.dll").
This was just what I was looking for, thank you very much! When I read the post before I did not notice the line with the dyn.load.
You do not need to dyn.load the Blas dll. I have tried this GSVD function with Mac OS X with success.
I tried the GSVD with the folowing matrices: A = matrix(rnorm(100,100,20),10,10) B = matrix(rnorm(200,10,3),20,10) res = GSVD(A,B) The resulted U and V have all entries equal to zero. This seems a little wired since A=U*E1*Q' and B=V*E2*Q'. If U and V are zero then A and B should also be zero. Are my example matrices a special case for the decomposition? I just started working with it, so I am a completely newbie ... Thank you again very much for your help! (I was already thinking about doing the decomposition with Matlab and loading the result into R.) Regards, Oana
Berend -- View this message in context: http://r.789695.n4.nabble.com/Generalized-singular-value-decomposition-tp4122542p4123335.html Sent from the R help mailing list archive at Nabble.com.