[R] Generalized singular value decomposition

[Paul Hiemstra]

Hi,

Googling for "R-help gsvd" leads to a number of interesting entries on
the mailing list. It seems that GSVD is present in the lapack version
included with R and can be called (see the mailing list entries).

https://stat.ethz.ch/pipermail/r-help/2004-August/056713.html
http://r.789695.n4.nabble.com/problem-with-generalized-singular-value-decomposition-using-LAPACK-td834930.html
http://r.789695.n4.nabble.com/Generalized-SVD-td798791.html

regards,
Paul

On 11/30/2011 10:51 AM, Oana Tomescu wrote:
> Hello,
>
> I would like to perform a generalized singular value decomposition
> with R. The only possibility I found is "GSVD" that is based on
> LAPACK/BLAS. Are there other possibilities too?
> If not, has anybody used LAPACK/BLAS under Windows XP? How can I
> install them? Following [1] did not help.
>
> I hope this is the right place for my question.
>
> Thank you very much!
> Oana Tomescu
>
> [1] http://sites.google.com/site/jivsoft/Home/r-blas-interface
>
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-- 
Paul Hiemstra, Ph.D.
Global Climate Division
Royal Netherlands Meteorological Institute (KNMI)
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