turn a matrix W into an orthogonal matrix

Description

use the SVD to orthogonalize a matrix

Usage

ICAorthW(W)

Arguments

Details

simply replace the D matrix of the SVD of W by the identity

Value

orthogonalized version of W

Note

If W=UDV', then returns UV'

Author(s)

Trevor Hastie

Examples

W0 <- matrix(rnorm(2*2), 2, 2)
W0 <- ICAorthW(W0)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(ProDenICA)
Loading required package: gam
Loading required package: splines
Loading required package: foreach
Loaded gam 1.12

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/ProDenICA/ICAorthW.Rd_%03d_medium.png", width=480, height=480)
> ### Name: ICAorthW
> ### Title: turn a matrix W into an orthogonal matrix
> ### Aliases: ICAorthW
> ### Keywords: multivariate
> 
> ### ** Examples
> W0 <- matrix(rnorm(2*2), 2, 2)
> W0 <- ICAorthW(W0)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>