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

Cliff Lunneborg cliff at ms.washington.edu
Fri Feb 14 17:52:02 CET 2003

It is not clear to me that one can. If the singular value decomposition
of A is the triple product P d Q', then the singular value decomposition
of A'A=S is Q d^2 Q'. The information about the orthonormal matrix P is
lost, is it not?
Cliff Lunneborg, Professor Emeritus, Statistics &
Psychology, University of Washington, Seattle
Visiting: Melbourne, Feb-May 1999, Brisbane, Jun-Aug 1999,
Sydney, Sep-Nov 1999, Perth, Dec 1999-Feb 2000
cliff at stat.washington.edu

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