[R] Find A, given B where B=A'A
Wilhelm B. Kloke
wb at arb-phys.uni-dortmund.de
Wed Oct 31 21:36:05 CET 2007
On 2007-10-31, Michael Gormley <mpg33 at drexel.edu> wrote:
> Given a matrix B, where B=A'A, how can I find A?
> In other words, if I have a matrix B which I know is another matrix A times
> its transpose, can I find matrix A?
You want to look for Cholesky decomposition, if your matrix is
hermitesh. If it is complex and symmetric only, there are solutions
as well, but not for any case.
--
Dipl.-Math. Wilhelm Bernhard Kloke
Institut fuer Arbeitsphysiologie an der Universitaet Dortmund
Ardeystrasse 67, D-44139 Dortmund, Tel. 0231-1084-257
PGP: http://vestein.arb-phys.uni-dortmund.de/~wb/mypublic.key
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