off line I looked at the matlab page and the wikipedia page. Wikipedia says there are two different things with the gsvd name.
So I guess we need to see a tiny example of your starting matrix and the decomposition that the matlab function you call returns to you. I guess you will have to send the "reproducible example" to the list. Rich On Tue, May 5, 2015 at 12:14 AM, Roy Mendelssohn - NOAA Federal <roy.mendelss...@noaa.gov> wrote: > Thanks. But to be honest I am outside of what I really know. so I don’t know > if what you describe is what I want I know what the Matlab function I have > calls and what it does, and I am trying to mimic its functionality. So I am > trying to see if there is equivalent to the Matlab qr(A,0) call, that way I > know I am getting the same result. > > -Roy M. > > >> On May 4, 2015, at 9:10 PM, Richard M. Heiberger <r...@temple.edu> wrote: >> >> Roy, >> >> Look at the qr.R and qr.Q functions. With the complete=TRUE argument >> they bring their matrices up to full size, >> by constructing an arbitrary orthogonal completion. >> Does this provide what you are looking for? >> >> Rich >> >> On Mon, May 4, 2015 at 11:56 PM, Roy Mendelssohn - NOAA Federal >> <roy.mendelss...@noaa.gov> wrote: >>> Hi All: >>> >>> I posted some of this earlier to the r-sig-mac because at that time I got a >>> Mac specific error, but now I have a more general question. For a >>> canonical variate analysis (CVA) used in some system identification >>> routines, I need to calculate a generalized svd (GSVD). On the web there >>> are several scripts that are suppose to work with the LAPACK implementation >>> of GSVD, but when I try them with my matrices I get an index error. I can >>> save the two arrays using R.matlab and read the matrices into Matlab, and >>> the GSVD function in Matlab works fine for the same arrays. I get the same >>> error trying to use the GSVD routine in the PEIP package in R. >>> >>> I have found a Matlab routine that calculates the GSVD using only QR, CHOL >>> and SVD calls, but some of this is outside of what I know and I am trying >>> to translate the routine to R. I have two questions: >>> >>> 1. Does anyone know of a working routine for GSVD in R (and I looked in >>> ‘sos’ that is how I found the one in PEIP)? >>> >>> 2. In the Matlab function I am trying to translate, they call for the QR >>> decomposition of the matrix A as qr(A,0). The second argument (0) >>> according to Matlab does the economy QR decomposition: >>> >>>> qr(A,0) produces the economy-size decomposition. If m > n, only the first >>>> n columns of Q and the first n rows of R are computed. If m<=n, this is >>>> the same as [Q,R] = qr(A). >>> >>> Reading over the help for the”qr” function in R it is unclear that there >>> is a similar way to do an “economy” decomposition with one of the optional >>> arguments. I am probably being brain-dead, but I don’t see how to do that >>> in the R function. >>> >>> Thanks for any help. >>> >>> -Roy M. >>> >>> ********************** >>> "The contents of this message do not reflect any position of the U.S. >>> Government or NOAA." >>> ********************** >>> Roy Mendelssohn >>> Supervisory Operations Research Analyst >>> NOAA/NMFS >>> Environmental Research Division >>> Southwest Fisheries Science Center >>> ***Note new address and phone*** >>> 110 Shaffer Road >>> Santa Cruz, CA 95060 >>> Phone: (831)-420-3666 >>> Fax: (831) 420-3980 >>> e-mail: roy.mendelss...@noaa.gov www: http://www.pfeg.noaa.gov/ >>> >>> "Old age and treachery will overcome youth and skill." >>> "From those who have been given much, much will be expected" >>> "the arc of the moral universe is long, but it bends toward justice" -MLK >>> Jr. >>> >>> ______________________________________________ >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> 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. > > ********************** > "The contents of this message do not reflect any position of the U.S. > Government or NOAA." > ********************** > Roy Mendelssohn > Supervisory Operations Research Analyst > NOAA/NMFS > Environmental Research Division > Southwest Fisheries Science Center > ***Note new address and phone*** > 110 Shaffer Road > Santa Cruz, CA 95060 > Phone: (831)-420-3666 > Fax: (831) 420-3980 > e-mail: roy.mendelss...@noaa.gov www: http://www.pfeg.noaa.gov/ > > "Old age and treachery will overcome youth and skill." > "From those who have been given much, much will be expected" > "the arc of the moral universe is long, but it bends toward justice" -MLK Jr. > ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
