Hello, I would like to perform a generalized singular value decomposition with R. The only possibility I found is "GSVD" that is based on LAPACK/BLAS. Are there other possibilities too? If not, has anybody used LAPACK/BLAS under Windows XP? How can I install them? Following [1] did not help. I hope this is the right place for my question. Thank you very much! Oana Tomescu [1] http://sites.google.com/site/jivsoft/Home/r-blas-interface
Generalized singular value decomposition
4 messages · Paul Hiemstra, Tom, Berend Hasselman
Hi, Googling for "R-help gsvd" leads to a number of interesting entries on the mailing list. It seems that GSVD is present in the lapack version included with R and can be called (see the mailing list entries). https://stat.ethz.ch/pipermail/r-help/2004-August/056713.html http://r.789695.n4.nabble.com/problem-with-generalized-singular-value-decomposition-using-LAPACK-td834930.html http://r.789695.n4.nabble.com/Generalized-SVD-td798791.html regards, Paul
On 11/30/2011 10:51 AM, Oana Tomescu wrote:
Hello, I would like to perform a generalized singular value decomposition with R. The only possibility I found is "GSVD" that is based on LAPACK/BLAS. Are there other possibilities too? If not, has anybody used LAPACK/BLAS under Windows XP? How can I install them? Following [1] did not help. I hope this is the right place for my question. Thank you very much! Oana Tomescu [1] http://sites.google.com/site/jivsoft/Home/r-blas-interface
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Paul Hiemstra, Ph.D. Global Climate Division Royal Netherlands Meteorological Institute (KNMI) Wilhelminalaan 10 | 3732 GK | De Bilt | Kamer B 3.39 P.O. Box 201 | 3730 AE | De Bilt tel: +31 30 2206 494 http://intamap.geo.uu.nl/~paul http://nl.linkedin.com/pub/paul-hiemstra/20/30b/770
Thank you for your help! The GSVD (SVDgen) in PTAk does not perform a generalized singular value decomposition for 2 matrices, only for 1. I should have mentioned this - sorry. Are there maybe other packages? I have also found the last 2 links, but I look for a way to use LAPACK with Windows - this issue is unfortunately not addressed in these posts. Can anyone help me with LAPACK and Windows XP? I have noticed that there are already 2 dlls in the R/bin folder (Rblas.dll and Rlapack.dll). But I still can not load the libraries. I guess that I still have to "install"/do something ... I would appreciate any help! Regards, Oana Am 30.11.2011 13:18, schrieb Paul Hiemstra:
Hi, Googling for "R-help gsvd" leads to a number of interesting entries on the mailing list. It seems that GSVD is present in the lapack version included with R and can be called (see the mailing list entries). https://stat.ethz.ch/pipermail/r-help/2004-August/056713.html http://r.789695.n4.nabble.com/problem-with-generalized-singular-value-decomposition-using-LAPACK-td834930.html http://r.789695.n4.nabble.com/Generalized-SVD-td798791.html regards, Paul On 11/30/2011 10:51 AM, Oana Tomescu wrote:
Hello, I would like to perform a generalized singular value decomposition with R. The only possibility I found is "GSVD" that is based on LAPACK/BLAS. Are there other possibilities too? If not, has anybody used LAPACK/BLAS under Windows XP? How can I install them? Following [1] did not help. I hope this is the right place for my question. Thank you very much! Oana Tomescu [1] http://sites.google.com/site/jivsoft/Home/r-blas-interface
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
tom wrote
Thank you for your help! The GSVD (SVDgen) in PTAk does not perform a generalized singular value decomposition for 2 matrices, only for 1. I should have mentioned this - sorry. Are there maybe other packages? I have also found the last 2 links, but I look for a way to use LAPACK with Windows - this issue is unfortunately not addressed in these posts. Can anyone help me with LAPACK and Windows XP? I have noticed that there are already 2 dlls in the R/bin folder (Rblas.dll and Rlapack.dll). But I still can not load the libraries. I guess that I still have to "install"/do something ...
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"). You do not need to dyn.load the Blas dll. I have tried this GSVD function with Mac OS X with success. 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.