[R] How to solve A'A=S for A ?

Jan de Leeuw deleeuw at stat.ucla.edu
Thu Feb 13 20:00:03 CET 2003

Use eigen() or any of the principal component analysis functions.

If K has eigenvectors and D has eigenvalues, then A'=KD^{1/2} is
a orthogonal solution, and A=A'=KD^{1/2}K' is a symmetric solution.

On Thursday, Feb 13, 2003, at 10:46 US/Pacific, Ralf Engelhorn wrote:

> Dear R helpers,
> is there a function or way within R to solve A'A=S for A, where all
> matrices have p x p order and S is a variance-covariance matrix?
> Thank you,
> Ralf Engelhorn
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Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
Editor: Journal of Multivariate Analysis, Journal of Statistical  
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