Singular Value Decomposoition Code

Rasm

Well-known Member
Joined
Feb 9, 2011
Messages
500
I am looking for a piece of VBA code that does a SVD. I have searched the web - but not really found one I can use.
 

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shg

MrExcel MVP
Joined
May 7, 2008
Messages
21,782
Office Version
  1. 2010
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Can you explain what you're trying to do in more detail?
 

Rasm

Well-known Member
Joined
Feb 9, 2011
Messages
500
I am trying to compute scores - I want to find the principal componet in a set of spectra. So for each observation I may have 700 absorbancies and several hundred observations. So I want to find the optimal number of componets to explain my variance. Later on I will build a prediction model using MLR or PLS. Typical Y values in my matrix when I build the model will be constituents like Moisure, Fat and so on. But initially I just want to focus on the X variables - the 700 absorbancies per observation or sample. I hope this is the type info you were looking for.
 
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