R-alpha: svd

Ellis / Gilbert (la-jassine@aix.pacwan.net)
Fri, 13 Dec 1996 23:38:05 -0400


Date: Fri, 13 Dec 1996 23:38:05 -0400
To: R-testers@stat.math.ethz.ch
From: Ellis / Gilbert <la-jassine@aix.pacwan.net>
Subject: R-alpha: svd

In S, as I recall, the inverse of an arbitrary square matrix  X can be found by
     v <- svd(X)
     inv.X <-  v$u  %*%  diag(v$d)  %*%  t(v$v)

but in R it appears to be
     inv.X <-  v$v  %*%  diag(v$d)  %*%  t(v$u)

with u and v switched. I don't have S available. Perhaps someone could
verify if this is a bug.

Thanks.

Paul Gilbert

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