[R] Gram-Schmidt orthonormal factorization

CENDOYA, Gabriela gcendoya at balcarce.inta.gov.ar
Mon Sep 1 13:54:55 CEST 2003


Does R have a function as gsorth is SAS, that perform a the Gram-Schmidt
orthonormal factorization of the m ×n matrix A, where m is greater than or
equal to n? That is, the GSORTH subroutine in SAS computes the
column-orthonormal m ×n matrix P and the upper triangular n ×n matrix T such
that A = P*T.

or any other version of Gram-Schmidt orthonormal factorization?

I search the help, but I didn’t find any thing about.

Thanks, Gabriela

PD: I am using R 1.7.1, for Windows 98.

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