R help - Aug 2004 - Generalized Singular Value Decomposition (GSVD)

Dear R-users,
I couldn't find a function or some help in R-project web about the
Generalized Singular Value Decomposition. In MatLab there is a simple
function for this algebric issue (gsvd). Is there anything like that in R?
And, if not, could you help me to apply this method in R?
Thanks in advance, Giancarlo


+++++
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Hi!

I use
help.search()
in addition.

e.g.

help.search("singular values")

svd(base)               Singular Value Decomposition of a Matrix
fast.prcomp(gregmisc)   Efficient computation of principal components
                        and singular value decompositions.
SVD(Rwave)              Singular Value Decomposition



/E

*********** REPLY SEPARATOR  ***********

On 8/30/2004 at 5:56 PM Camarda, Carlo Giovanni wrote:
>>>Dear R-users,
>>>I couldn't find a function or some help in R-project web about
the
>>>Generalized Singular Value Decomposition. In MatLab there is a
simple
>>>function for this algebric issue (gsvd). Is there anything like that
in
>>>R?
>>>And, if not, could you help me to apply this method in R?
>>>Thanks in advance, Giancarlo
>>>
>>>
>>>+++++
>>>This mail has been sent through the MPI for Demographic
>>>Rese...{{dropped}}
>>>
>>>______________________________________________
>>>R-help at stat.math.ethz.ch mailing list
>>>https://stat.ethz.ch/mailman/listinfo/r-help
>>>PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html


Dipl. bio-chem. Witold Eryk Wolski             @         MPI-Moleculare Genetic
Ihnestrasse 63-73 14195 Berlin                'v'    
tel: 0049-30-83875219                        /   \       
mail: witek96 at users.sourceforge.net        ---W-W----   
http://www.molgen.mpg.de/~wolski
      wolski at molgen.mpg.de

"Camarda, Carlo Giovanni" <Camarda at demogr.mpg.de> writes:
> Dear R-users,
> I couldn't find a function or some help in R-project web about the
> Generalized Singular Value Decomposition. In MatLab there is a simple
> function for this algebric issue (gsvd). Is there anything like that in R?
> And, if not, could you help me to apply this method in R?
> Thanks in advance, Giancarlo
We do ship GSVD in the Lapack module (function DDGSVD) so it is "just"
a
matter of finding out how to interface to it. Beware that the notation
appears to be somewhat different from that of Matlab.

If one of your A,B matrices is nonsingular, I think you can do it with
ordinary SVD and a bit of elbow grease.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907

Camarda, Carlo Giovanni wrote:

I??m not really sure what you mean by generalized SVD, but have you had a 
look at CRAN package PTAk, which says to have some extensions of the SVD 
(but poosibly not the one you
want...?)

Kjetil Halvorsen
>Dear R-users,
>I couldn't find a function or some help in R-project web about the
>Generalized Singular Value Decomposition. In MatLab there is a simple
>function for this algebric issue (gsvd). Is there anything like that in R?
>And, if not, could you help me to apply this method in R?
>Thanks in advance, Giancarlo
>
>
>+++++
>This mail has been sent through the MPI for Demographic Rese...{{dropped}}
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>
>
>  
>

-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra