search for: svdwrapper

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2007 Oct 17
3
Observations on SVD linpack errors, and a workaround
...## Wrapper function for SVD. If svd(x) fails, try svd( t(x) ). ## If both fail you're out of luck in the SVD department. ## You might succeed by writing a third option based on ## eigen(). That is numerically inferior to svd when the latter ## works. ## -Art Owen, October 2007 ## svdwrapper = function( x, nu, nv, verbose=T ){ # Caution: I have not tested this much. # It's here as an example for an R-Help discussion. gotit = F try( {svdx = svd(x,nu,nv); gotit=T}, silent = !verbose ) if( gotit )return(svdx) try( {svdtx = svd(t(x),nv,nu); gotit=T}, silent = !verbose ) i...