Thank you for your help!
The GSVD (SVDgen) in PTAk does not perform a generalized singular value
decomposition for 2 matrices, only for 1. I should have mentioned this -
sorry.
Are there maybe other packages?
I have also found the last 2 links, but I look for a way to use LAPACK
with Windows - this issue is unfortunately not addressed in these posts.
Can anyone help me with LAPACK and Windows XP? I have noticed that there
are already 2 dlls in the R/bin folder (Rblas.dll and Rlapack.dll). But
I still can not load the libraries. I guess that I still have to
"install"/do something ...
I would appreciate any help!
Regards,
Oana
Am 30.11.2011 13:18, schrieb 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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