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?
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
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R-help@r-project.org mailing list
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
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
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.
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.
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
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