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

Jan de Leeuw deleeuw at stat.ucla.edu
Fri Feb 14 18:06:03 CET 2003

Well, you cannot solve uniquely for A, there is an orthogonal solution,
a triangular solution, a symmetric solution and so on. It is true that
the solution is unique up to an orthonormal tranformation.

On Friday, Feb 14, 2003, at 08:51 US/Pacific, Cliff Lunneborg wrote:

> 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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Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
Editor: Journal of Multivariate Analysis, Journal of Statistical  
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