http://idisk.mac.com/jdeleeuw-Public/jacobi
This is paper/software for various techniques based on Jacobi plane
rotations.
There is R code for
-- classical cyclical Jacobi Eigen diagonalization
-- Jacobi-based SVD diagonalization
-- approximate simultaneous diagonalization of symmetric matrices (De
Leeuw/Pruzansky 1978)
-- approximate simultaneous diagonalization of rectangular matrices
(TUCKER-2)
-- approximate body diagonalization of three-way arrays (orthogonal
INDSCAL)
-- TUCKER-3 for three-way arrays (three rotations meet a core)
-- PREHOM/MCA approximate KPL-diagonalization of the Burt matrix (De
Leeuw/Bekker 1982)
==========================================================
Jan de Leeuw, 11667 Steinhoff Rd, Frazier Park, CA 93225
home 661-245-1725 skype 661-347-0667 global 254-381-4905
.mac: jdeleeuw +++ aim: deleeuwjan +++ skype: j_deleeuw
==========================================================
Many nights on the road
and not dead yet ---
the end of autumn. (Basho 1644-1694)
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