decomp(3f) - [M_datapac:STATISTICS] decomposes a weighted data matrix (utility routine used by other routines)
Synopsis
Description
Options
Examples
Author
Maintainer
License
SUBROUTINE DECOMP(N,K,Eta,Tol,Irank,Insing)
decomp(3f) decomposes the weighted data matrix q which originally = the n by k data matrix x times the square root of the weights (in w).the original q is decomposed into a new q times the inverse of a diagonal matrix d times the diagonal matrix d times an upper triangular matrix r.
the new n by k q has orthogonal columns.
a second output from decomp(3f) is the rank and status (non-singular or singular) of the data matrix x.
a third output from decomp(3f) is the numerically optimal pivot points for the decomposition.
X description of parameter Y description of parameter
Sample program:
program demo_decomp use M_datapac, only : decomp implicit none ! call decomp(x,y) end program demo_decompResults:
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
John Urban, 2022.05.31
CC0-1.0
Nemo Release 3.1 | decomp (3m_datapac) | July 20, 2023 |