| 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