OrthoNorm {GrassmannOptim}R Documentation

Orthonormalization of a matrix

Description

Gram-Schmidt orthonormalization of a matrix.

Usage

OrthoNorm(X)

Arguments

X an n x m matrix. If the rank r of X is less than the number of columns m, columns r+1, ..., m have NA entries.

Value

Returns an orthonormalized matrix such that the columns are orthogonal with unit norm.

Author(s)

Kofi P. Adragni <kofi.adragni@gmail.com>

References

Schott, J. (1997) Matrix Analysis for Statistics. Wiley.


[Package GrassmannOptim version 1.0 Index]