| # File src/library/base/R/svd.R |
| # Part of the R package, https://www.R-project.org |
| # |
| # Copyright (C) 1995-2013 The R Core Team |
| # |
| # This program is free software; you can redistribute it and/or modify |
| # it under the terms of the GNU General Public License as published by |
| # the Free Software Foundation; either version 2 of the License, or |
| # (at your option) any later version. |
| # |
| # This program is distributed in the hope that it will be useful, |
| # but WITHOUT ANY WARRANTY; without even the implied warranty of |
| # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
| # GNU General Public License for more details. |
| # |
| # A copy of the GNU General Public License is available at |
| # https://www.R-project.org/Licenses/ |
| |
| svd <- function(x, nu = min(n,p), nv = min(n,p), LINPACK = FALSE) |
| { |
| x <- as.matrix(x) |
| if (any(!is.finite(x))) stop("infinite or missing values in 'x'") |
| dx <- dim(x) |
| n <- dx[1L] |
| p <- dx[2L] |
| if(!n || !p) stop("a dimension is zero") |
| La.res <- La.svd(x, nu, nv) |
| res <- list(d = La.res$d) |
| if (nu) res$u <- La.res$u |
| if (nv) { |
| if (is.complex(x)) |
| res$v <- Conj(t(La.res$vt)) |
| else |
| res$v <- t(La.res$vt) |
| } |
| res |
| } |