[R] Gram-Schmidt orthonormal factorization

Kenneth Cabrera krcabrer at unalmed.edu.co
Mon Sep 1 15:08:10 CEST 2003


See ?qr
and
http://ikpe1101.ikp.kfa-juelich.de/briefbook_data_analysis/node224.html

Note the compact form of how QR decomposition in R works.

On Mon, 01 Sep 2003 08:54:55 -0300, CENDOYA, Gabriela 
<gcendoya at balcarce.inta.gov.ar> wrote:

> Hi:
>
> 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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>



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