Ginv {haplo.stats} | R Documentation |
Singular value decomposition (svd) is used to compute a generalized inverse of input matrix.
Ginv(x)
x |
A matrix. |
The svd function uses the LAPACK library standard to compute the singular values of the input matrix, and the rank of the matrix is determined by the number of singular values that are at least as large as max(svd)*eps, where eps is a small value (currently eps = .000001). For S-PLUS, the Matrix library is required.
List with components:
Ginv |
Generalized inverse of x. |
rank |
Rank of matrix x. |
Press WH, Teukolsky SA, Vetterling WT, Flannery BP. Numerical recipes in C. The art of scientific computing. 2nd ed. Cambridge University Press, Cambridge.1992. page 61.
Anderson, E., et al. (1994). LAPACK User's Guide, 2nd edition, SIAM, Philadelphia.
svd
# for matrix x, extract the generalized inverse and # rank of x as follows # > save <- Ginv(x) # > ginv.x <- save$Ginv # > rank.x <- save$rank