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 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Paul Hiemstra, Ph.D. Global Climate Division Royal Netherlands Meteorological Institute (KNMI) Wilhelminalaan 10 | 3732 GK | De Bilt | Kamer B 3.39 P.O. Box 201 | 3730 AE | De Bilt tel: +31 30 2206 494 http://intamap.geo.uu.nl/~paul http://nl.linkedin.com/pub/paul-hiemstra/20/30b/770 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
