Hello,
I am having some trouble with the routine LA_SVD
I have a covariance matrix that is generated as
covar=xvar#transpose(yvar)
covar=covar/mtot
where xvar=fltarr(9450,2044); yvar=fltarr(12221,2044) and mtot is a constant
Then I use
LA_SVD,covar,W,U,V,/DOUBLE,STATUS=stat
My question is: How do I get the expanded coefficients associated with each variable (xvar,yvar)? They should be the time coeffcients of the 2044 modes of variability between both my variables. How is LA_SVD different from the former nr_svd?
Thank you,
Rod
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