Hello List, I would like to orthonormalize vectors contained in a matrix X taking into account row weights (matrix diagonal D). ie, I want to obtain Z=XA with t(Z)%*%D%*%Z=diag(1) I can do the Gram-Schmidt orthogonalization with subsequent weighted regressions. I know that in the case of uniform weights, qr can do the trick. I wonder if there is a way to do it in the case of non uniform weights by qr or svd ? Thanks in advances. St?phane DRAY -------------------------------------------------------------------------------------------------- D?partement des Sciences Biologiques Universit? de Montr?al, C.P. 6128, succursale centre-ville Montr?al, Qu?bec H3C 3J7, Canada Tel : 514 343 6111 poste 1233 E-mail : stephane.dray at umontreal.ca -------------------------------------------------------------------------------------------------- Web http://www.steph280.freesurf.fr/
orthonormalization with weights
1 message · Stéphane Dray