R: Singular Value Decomposition

SVD {Rwave} | R Documentation

## Singular Value Decomposition

### Description

Computes singular value decomposition of a matrix.

### Usage

    SVD(a)

### Arguments

`a` | input matrix.

### Details

R interface for Numerical Recipes singular value decomposition routine.

### Value

a structure containing the 3 matrices of the singular value decomposition of the input.

### References

See discussions in the text of “Time-Frequency Analysis”.

### Examples

       hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
         X <- hilbert(6)
         z  = SVD(X)
         z

[Package Rwave version 2.6-0 Index]