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

Lucke, Joseph F Joseph.F.Lucke at uth.tmc.edu
Wed Oct 31 22:19:22 CET 2007


chol(B) doesn't give the original A, which I believe is what Mike wants.


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Katharine Mullen
Sent: Wednesday, October 31, 2007 4:08 PM
To: Michael Gormley
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] Find A, given B where B=A'A

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 matrix B which I know is another matrix A 
> times its transpose, can I find matrix A?
>
> Thanks,
> Mike
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.



More information about the R-help mailing list