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Last data update: 2014.03.03
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R: Gram-Schmidt algorithm
| decompbaseortho | R Documentation |
Gram-Schmidt algorithm
Description
Orthonormalization of an input matrix with the Gram-Schmidt algorithm.
Usage
decompbaseortho(data)
Arguments
data |
Input matrix of dimension n * p; each column is a variable.
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Details
Performs an orthonormalization of the input matrix, recording the columns that are linear combination of the previous ones.
Value
U |
The orthonormal basis obtained from data.
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nonind |
Set of variables with no contribution.
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trueind |
Set of variables with contribution.
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rank |
Rank of the input matrix, calculated with the function rankMatrix .
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Examples
## Not run:
x1=rnorm(100)
x2=rnorm(100)
x3=cbind(x1,x2,x1+x2)
dec=decompbaseortho(x3)
dec$nonind
dec$trueind
dec$rank
## End(Not run)
Results
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providing 
.