Use eigen() or any of the principal component analysis functions.
If K has eigenvectors and D has eigenvalues, then A'=KD^{1/2} is
a orthogonal solution, and A=A'=KD^{1/2}K' is a symmetric solution.On Thursday, Feb 13, 2003, at 10:46 US/Pacific, Ralf Engelhorn wrote:
===Dear R helpers, is there a function or way within R to solve A'A=S for A, where all matrices have p x p order and S is a variance-covariance matrix? Thank you, Ralf Engelhorn ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
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