r - Full Singular Value Decomposition in R

Question

In most applications (esp. statistical ones) the thin SVD suffices. However, on occasion one needs the full SVD in order to obtain an orthobasis of the null space of a matrix (and its conjugate). It seems that svd() in R only returns the thin version. Is it possible to produce the full version? Are there alternatives?

Answer 1

library(sos)
> findFn("svd NULL space")
found 47 matches;  retrieving 3 pages

这看起来很重要：

MSBVAR null.space 查找矩阵的零空间

与 MASS 中的此功能一样。

Answer 2

R Core 使用了它需要的 Linpack、Lapack 等例程。

如果您需要不同的东西，您可能需要让自己获得其他 Linpack 等例程，或者连接到提供更多功能的库。

Doug Bates 刚刚将Eigen库包装在RcppEigen包中，它可能对您有所帮助。Eigen在高度优化的同时看起来既强大又相当有特色。