Re: [R] Find A, given B where B=A'A

2007-11-01 Thread Simon Wood
On Wednesday 31 October 2007 22:45, Peter Dalgaard wrote: Michael Gormley wrote: Thanks for your help, all those who submitted responses. I do not need a specific matrix A, any solution will do. With this said, is it possible to specify the dimensions of the A matrix in the decompostion?

[R] Find A, given B where B=A'A

2007-10-31 Thread Michael Gormley
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? Thanks, Mike __ R-help@r-project.org mailing list

Re: [R] Find A, given B where B=A'A

2007-10-31 Thread Katharine Mullen
B is symmetric by definition; if it's also real positive-definite then A is the upper triangular factor of the Choleski decomposition, and you can use chol(B) to get A. On Wed, 31 Oct 2007, Michael Gormley wrote: Given a matrix B, where B=A'A, how can I find A? In other words, if I have a

Re: [R] Find A, given B where B=A'A

2007-10-31 Thread Lucke, Joseph F
chol(B) doesn't give the original A, which I believe is what Mike wants. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Katharine Mullen Sent: Wednesday, October 31, 2007 4:08 PM To: Michael Gormley Cc: [EMAIL PROTECTED] Subject: Re: [R] Find A, given B

Re: [R] Find A, given B where B=A'A

2007-10-31 Thread Rolf Turner
On 1/11/2007, at 9:13 AM, Michael Gormley 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 can't, because A is not unique. You can easily find ***a*** solution.

Re: [R] Find A, given B where B=A'A

2007-10-31 Thread Charles C. Berry
On Thu, 1 Nov 2007, Rolf Turner wrote: On 1/11/2007, at 9:13 AM, Michael Gormley 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 can't, because A is not unique.

Re: [R] Find A, given B where B=A'A

2007-10-31 Thread Peter Dalgaard
Michael Gormley wrote: Thanks for your help, all those who submitted responses. I do not need a specific matrix A, any solution will do. With this said, is it possible to specify the dimensions of the A matrix in the decompostion? For example, if A is a 2X1 matrix then A'A=B would be a