Singular value decomposition
Examples
SVD(AirPassengers[1:20], L=10)
#> $d
#> [1] 1353.43594 96.12055 77.74330 64.22411 43.97117 28.34945
#> [7] 23.29760 17.03133 12.56984 10.68864
#>
#> $u
#> [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] 0.3118750 2.052079e-01 0.36686016 -0.37590407 0.57226981 -0.17620770
#> [2,] 0.3134217 3.082553e-01 0.37601798 -0.21283068 -0.11392893 -0.19049332
#> [3,] 0.3128068 3.641847e-01 0.21905387 0.16845014 -0.38546932 0.35038739
#> [4,] 0.3115514 3.391063e-01 -0.07074328 0.41799283 -0.06315050 0.25360128
#> [5,] 0.3144046 1.844876e-01 -0.38427250 0.33232655 0.11859360 -0.52729065
#> [6,] 0.3175803 -6.768327e-05 -0.52043543 -0.03916585 0.17314722 -0.08089821
#> [7,] 0.3152532 -9.551392e-02 -0.37260614 -0.43573952 0.07412723 0.53429614
#> [8,] 0.3156866 -2.624476e-01 -0.07469403 -0.37187490 -0.43077565 -0.14805845
#> [9,] 0.3208999 -4.662666e-01 0.18259981 0.10088229 -0.34475066 -0.28660793
#> [10,] 0.3284230 -5.346053e-01 0.27342141 0.39999220 0.39114313 0.26732094
#> [,7] [,8] [,9] [,10]
#> [1,] -0.12925508 -0.43121763 -0.02395932 0.1515322
#> [2,] 0.16691322 0.61251955 0.14190892 -0.3842047
#> [3,] -0.35398169 0.07234197 -0.25042808 0.4780720
#> [4,] 0.28770408 -0.45029385 0.37676650 -0.3353017
#> [5,] 0.20861501 0.06221172 -0.51435183 0.0704243
#> [6,] -0.45919799 0.24455822 0.54456967 0.1516696
#> [7,] 0.03663146 0.02150857 -0.40284340 -0.3282282
#> [8,] 0.49129326 -0.16008215 0.20346228 0.4143813
#> [9,] -0.45460618 -0.25827931 -0.09705354 -0.3902657
#> [10,] 0.20879582 0.27275833 0.02018821 0.1694952
#>
#> $v
#> [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] 0.3032389 -0.06783387 -0.261601584 -0.2233200 -0.54074261 0.424152486
#> [2,] 0.3011617 0.17580132 -0.404127927 -0.3508938 -0.25477402 -0.020252884
#> [3,] 0.3011671 0.29333909 -0.364258462 -0.0420101 0.40874834 -0.156263824
#> [4,] 0.2971685 0.36681609 -0.190938822 0.3362065 0.18362039 -0.172173944
#> [5,] 0.2965246 0.35092141 0.138851082 0.4035094 -0.21111173 -0.005904685
#> [6,] 0.3013392 0.20504015 0.477528181 0.1546531 -0.05009245 0.381133701
#> [7,] 0.3014161 0.03210799 0.518892720 -0.2068525 -0.02041795 -0.083226645
#> [8,] 0.2960153 -0.06399512 0.261090664 -0.4682182 0.03687163 -0.503384338
#> [9,] 0.2965007 -0.24083774 0.003221154 -0.2453664 0.44731855 0.291130193
#> [10,] 0.3047860 -0.46162609 -0.093566806 0.2359085 0.32173509 0.290912797
#> [11,] 0.3167348 -0.54997775 -0.074883041 0.3841756 -0.29905652 -0.436594738
#> [,7] [,8] [,9] [,10]
#> [1,] 0.0004826115 -0.422250877 0.04639862 0.030707588
#> [2,] -0.1723484039 0.496284309 -0.08374303 -0.076351488
#> [3,] 0.1801370731 0.273600373 0.15047837 -0.002258222
#> [4,] -0.3193033119 -0.535545833 -0.15415316 -0.327365380
#> [5,] 0.2842461923 0.008911524 0.26285513 0.604497010
#> [6,] 0.1734878615 0.281052982 -0.48905098 -0.322718912
#> [7,] -0.4557201855 0.065892570 0.58475547 -0.166280346
#> [8,] 0.0769267878 -0.229498191 -0.44395054 0.329155920
#> [9,] 0.4861092349 -0.212579037 0.24270614 -0.151193918
#> [10,] -0.4743750581 0.131508638 -0.18449418 0.405866991
#> [11,] 0.2237529586 0.123181834 0.06471666 -0.304811062
#>