view general/numerical/matrix/orthogonalise.m @ 54:9bcf5e133bf0

Added from old stats library.

function B1=orthogonalise(B),
% orthogonalise - Orthogonalise a basis matrix
%
% orthogonalise :: [[N,M]] -> [[N,M]].
%
% Works using SVD.

[U,S,V] = svd(B,0);
B1 = U*V';

% alternative method, seems to be slower
% B1 = B*real((B'*B)^(-0.5));