symdecomp function

Proximity Matrix Decomposition

Additive decomposition of an asymmetric, square proximity matrix into a symmetric matrix and an skew-symmetric matrix

symdecomp(P)

Arguments

• P: Square proximity matrix

Details

Performs the decompositon $P = M + N$ (M and N are orthogonal).

Returns

Returns the following matrices: - M: symmetric component

• N: skew-symmetric component

References

Borg, I., & Groenen, P. J. F. (2005). Modern Multidimensional Scaling (2nd ed.). Springer.

Examples

P <- matrix(c(92,5,4,8,4,84,38,62,6,37,87,17,13,31,17,88), ncol = 4)
symdecomp(P)