OrthoNorm {GrassmannOptim} | R Documentation |
Gram-Schmidt orthonormalization of a matrix.
OrthoNorm(X)
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.
|
Returns an orthonormalized matrix such that the columns are orthogonal with unit norm.
Kofi P. Adragni <kofi.adragni@gmail.com>
Schott, J. (1997) Matrix Analysis for Statistics. Wiley.