I'm not an expert at all, but isn't it that you really want svd(x)$u to be different (instead of V)?
that would be easy to do: x <- matrix(rnorm(15), 3, 5) s1 <- svd(x) s2 <- svd(x, nv=ncol(x)) x1 <- s1$u %*% diag(s1$d) %*% t(s1$v) x2 <- cbind(s2$u,1,1) %*% diag(c(s1$d,0,0)) %*% t(s2$v) all.equal(x,x1,x2) In other words, I would (perhaps naively) think that in your case the "missing" elements of d would be 0 anyway, and so the "missing" columns in u are of no importance. (No idea, though, if this is of any help). Kenn On Fri, May 16, 2008 at 2:34 PM, Gad Abraham <[EMAIL PROTECTED]> wrote: > Hi, > > I'm trying to do PCA on a n by p wide matrix (n < p), and I'd like to get > more principal components than there are rows. However, svd() only returns a > V matrix of with n columns (instead of p) unless the argument nv=p is set > (prcomp calls svd without setting it). Moreover, the eigenvalues returned > are always min(n, p) instead of p, even if nv is set: > > > x <- matrix(rnorm(15), 3, 5) > > dim(svd(x)$v) > [1] 5 3 > > length(svd(x)$d) > [1] 3 > > dim(svd(x, nv=5)$v) > [1] 5 5 > > length(svd(x, nv=5)$d) > [1] 3 > > > > Is there a way of getting more PCs and eigenvalues than rows? Is the > eigen-decomposition of the covariance matrix really that numerically bad? > (i.e., eigen(cov(x)) ) > > Thanks, > Gad > > -- > Gad Abraham > Dept. CSSE and NICTA > The University of Melbourne > Parkville 3010, Victoria, Australia > email: [EMAIL PROTECTED] > web: > http://www.csse.unimelb.edu.au/~gabraham<http://www.csse.unimelb.edu.au/%7Egabraham> > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
