Library: | pp |
See also: | plotgt orthonormal |
Quantlet: | givenrot | |
Description: | Decomposes an orthonormal matrix into a set of rotations by Givens rotation |
Usage: | out = givenrot (in) | |
Input: | ||
in | p x p matrix Outout | |
al | p x (p-1)/2 vector |
; loads the library pp library("pp") ; generate some vectors x = normal(6,4) ; orthonormalize x o = orthonormal(x) ; check it o'*o
gives the appropriate (4x4) identity matrix