similar to: SVD for reducing dimensions

Hi, I'm trying to do PCA on a n by p wide matrix (n < p), and I'd like to get more principal components than there are rows. However, svd() only returns a V matrix of with n columns (instead of p) unless the argument nv=p is set (prcomp calls svd without setting it). Moreover, the eigenvalues returned are always min(n, p) instead of p, even if nv is set: > x <-

Dear R-developers I'm not very sure whether this is really a bug and not a feature: > is.matrix(svd(matrix(1:12,nrow=1))$v) [1] FALSE In all other cases the $v component is a matrix. Also, the $u component always seems to be a matrix as indicated in the doc. My R-version: > version _ platform i686-pc-linux-gnu arch i686 os linux-gnu

Hi, I run a maanova analysis and found this message error: Error in ma.svd(X, 0, 0) : 0 extent dimensions I did a google search and found this: \item ma.svd: function to compute the sigular-value decomposition of a rectangular matrix by using LAPACK routines DEGSVD AND ZGESVD. \item fdr: function to calculate the adjusted P values for FDR control. I did a search for LAPACK and

--=====================_24736660==_ Content-Type: text/plain; charset="iso-8859-1"; format=flowed Content-Transfer-Encoding: quoted-printable SVD-Error on R 1.1.0 Windows 98 I get the following error applying svd on a positive definite matrix : > sk2 [,1] [,2] [,3] [,4] [,5] [1,] 1.0460139783 0.084356992 -2.810553e-04

Lately I'm getting this error quite a bit: Error in La.svd(x, nu, nv) : error code 1 from Lapack routine 'dgesdd' I'm running R 2.5.0 on a 64 bit Intel machine running Fedora (8 I think). Maybe the 64 bit platform is more fragile about declaring convergence. I'm seeing way more of these errors than I ever have before. From R-Help I see that this issue comes up from time to

Hello! I suppose this is more a matrix theory question than a question on R, but I will give it a try... I am using La.svd to compute the singular value decomposition (SVD) of a variance matrix, i.e., a symmetric nonnegative definite square matrix. Let S be my variance matrix, and S = U D V' be its SVD. In my numerical experiments I always got U = V. Is this necessarily the case? Or I might

I am trying to perform Singular Value Decomposition (SVD) on a Term Document Matrix I created using the 'tm' package. Eventually I want to do a Latent Semantic Analysis (LSA). There are 5677 documents with 771 terms (the DTM is 771 x 5677). When I try to do the SVD, it runs out of memory. I am using a 12GB Dual core Machine with Windows XP and don't think I can increase the memory

(I tried to send this earlier, but it doesnt seem to have come through, due to problems on my system) Hola: Both cannot be correct: > m <- matrix(1:4, 2) > svd(m) $d [1] 5.4649857 0.3659662 $u [,1] [,2] [1,] -0.5760484 -0.8174156 [2,] -0.8174156 0.5760484 $v [,1] [,2] [1,] -0.4045536 0.9145143 [2,] -0.9145143 -0.4045536 > La.svd(m) $d [1]

Hello List, i need help for eigen and svd functions. I have a non-symmetric square matrix. These matrix is not positive (some eigenvalues are negative). I want to diagonalise these matrix. So, I use svd and eigen and i compare the results. eigen give me the "good" eigenvalues (positive and negative). I compare with another software and the results are the same. BUT, when i use svd,

Dear R-devel: I could use some advice about matrix calculations and steps that might make for faster computation of generalized inverses. It appears in some projects there is a bottleneck at the use of svd in calculation of generalized inverses. Here's some Rprof output I need to understand. > summaryRprof("Amelia.out") $by.self self.time self.pct

Dear R-devel, I had attempted to compile r-devel (dated Oct. 31, 2001) on WinNT with link to ATLAS, with mostly success. However, when I tried the following, I got a visit from Dr. Watson: R : Copyright 2001, The R Development Core Team Version 1.4.0 Under development (unstable) (2001-10-31) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under

At 01:37 PM 5/10/00 +0200, ralle wrote: >Hi, >I have a problem understanding what is going on with eigen() for >nonsymmetric matrices. >Example: >h<-rnorm(6) >> dim(h)<-c(2,3) >> c<-rnorm(6) "c" is not a great choice of identifier! >> dim(c)<-c(3,2) >> Pi<-h %*% c >> eigen(Pi)$values >[1] 1.56216542 0.07147773 These could

Hi, I met a probem recently and need your help. I would really appreciate it. I kept receiving the following error message when running a program: 'Error in svd(X) : infinite or missing values in x'. However, I did not use any svd function in this program though I did include the function pseudoinverse. Is the problem caused by doing pseudoinverse? Best regards, Tongtong

Dear All, I need to perform a SVD on a very large data matrix, of dimension ~ 500,000 x 1,000 , and I am looking for an efficient algorithm that can perform an approximate (partial) SVD to extract on the order of the top 50 right and left singular vectors. Would be very grateful for any advice on what R-packages are available to perform such a task, what the RAM requirement is, and indeed what

Dear R-users, I computed determinant of a square matrix "var.r" using the SVD output: detr _ 1 d _ svd(var.r)$d for (i in 1:length(d)) { detr _ detr*d[i] } print(detr) 30.20886 BUT when I tried : det(var.r) I got : -30.20886 Is this because SVD output will only give absolute of the eigenvalues ?, If this is the case how can I get the original eigenvalues? Thanks, Agus

Ordinary functions should not alter their inputs but in R-2.15.2 svd(LINPACK=TRUE,X) does. (It worked in 2.15.0 but not in 2.15.1 or 2.15.2 and became deprecated in 2.15.2.) > X <- matrix(c(1,2,3, 5,7,11, 13,17,19), 3, 3) > X [,1] [,2] [,3] [1,] 1 5 13 [2,] 2 7 17 [3,] 3 11 19 > svd(X, LINPACK=TRUE)$d [1] 31.9718214 2.3882717 0.3143114 Warning message:

On two laptops running 32-bit kubuntu, I have found that svd(), invoked within R 2.9.1 as supplied with the current ubuntu package, returns very incorrect results when presented with complex-valued input. One of the laptops is a Dell D620, the other a MacBook Pro. I've also verified the problem on a 32-bit desktop. On these same systems, R compiled from source provides apparently

I use R Version 0.60 Alpha (September 18, 1997) on a Linux Pentium (Debian 1.3) and on a Sparc-Sun-Solaris 2.5.=20 R> svd(matrix(1:16,4,4)) =09yields on both machines Error: error 4 in dsvdc R> svd(matrix(1:20,4,5)) =09gives a result on the Linux computer $d [1] 0 0 0 NA $u [,1] [,2] [,3] [,4] [1,] 1 0 0 0 [2,] 0 1 0 0 [3,] 0 0 1 0 [4,] 0

Hello, I am trying to run an ordinal logistic regression (polr) using the package 'MASS'. I have successfully run other regression classes (glm, multinom) without much problem, but with the 'polr' class I get the following error: " Error in svd(X) : infinite or missing values in 'x' " which appears when I run the "summary" command. The data file is

Is there a way to determine the SVD of a complex matrix using R? (I'm using v1.0.1 and svd() won't do the trick). I know LAPACK has a function to do this. Thanks -- Ben Stapley Biomolecular Modelling Lab Imperial Cancer Research -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send