R's svd does this by default (at least according to Wikipedia's
definition). Take a closer look at the help page, and in particular
'nu'
and 'nv'.
On Fri, 1 Sep 2006, Lord Tyranus wrote:
> Hi wizards, I have seen the function svd of R for singular value
> decomposition, but I need to computes the ``economy size'' or
``thin''
> singular value decomposition of a matrix in R. Somebody knows how to
> do that?. Thanks in advance.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595