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mysd
2004 Oct 01
1
cumsum over a list or an array
Hello list,
my question is related to svd of a matrix:
b=matrix(rnorm(50),10,5)
mysvd=svd(b)
I would like to compute each xi where xi = di* ui %*% t(vi). I do it by :
xlist=sapply(1:ncol(b), function(x1,y)
y$d[x1]*y$u[,x1]%*%t(y$v[,x1]),y=mysvd,simplify=F) # result is a list
xarray=array(sapply(1:ncol(b), function(x1,y)
y$d[x1]*y$u[,x1]%*%t(y$v[,x1]),y=mysvd),c(nrow(b),ncol(b),...