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
[EMAIL PROTECTED]

______________________________________________
[EMAIL PROTECTED] mailing list
http://www.stat.math.ethz.ch/mailman/listinfo/r-help

Reply via email to