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lodgen
2011 Nov 30
2
Generalized singular value decomposition
Hello,
I would like to perform a generalized singular value decomposition with
R. The only possibility I found is "GSVD" that is based on LAPACK/BLAS.
Are there other possibilities too?
If not, has anybody used LAPACK/BLAS under Windows XP? How can I install
them? Following [1] did not help.
I hope this is the right place for my question.
Thank you very much!
Oana Tomescu
[1]