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pruzansky
2008 Dec 11
0
Fwd: Jacobi Plane Rotations in R
http://idisk.mac.com/jdeleeuw-Public/jacobi
This is paper/software for various techniques based on Jacobi plane
rotations.
There is R code for
-- classical cyclical Jacobi Eigen diagonalization
-- Jacobi-based SVD diagonalization
-- approximate simultaneous diagonalization of symmetric matrices (De
Leeuw/Pruzansky 1978)
-- approximate simultaneous diagonalization of rectangular matrices