[R] Solving quadratic equations with covariance term

Stein, Luba (AIM SE) LUBA.STEIN at allianz.com
Tue Jul 7 09:37:53 CEST 2009


Hi,

more precisely I consider a matrix with three column vectors a_i (i=1,2,3), i.e. A=(a_1,a_2,a_3). On the other hand x should take vectors as values, i.e. x=v_j, while j goes also from 1 till 3.
Now I just want to calculate the equation Cov(a_i,x_j) = 0, where Cov(a_i,x_j) is the covariance matrix.
A is a given value and x is the variable I am looking for. 

In my opinion this is an quadratic equation and makes sense.

Best wishes,
Luba





-----Urspr?ngliche Nachricht-----
Von: Rolf Turner [mailto:r.turner at auckland.ac.nz] 
Gesendet: Montag, 6. Juli 2009 23:16
An: Stein, Luba (AIM SE)
Cc: R-help at r-project.org
Betreff: Re: [R] Solving quadratic equations with covariance term


On 7/07/2009, at 2:15 AM, Stein, Luba (AIM SE) wrote:

> Hi,
>
> I would like to solve the following equation with R: Cov(A,x)=0.
> A is a given matrix, x is the an unknown vector.
>
> Is there any nice solution for this?

What on earth do you mean by ``Cov(A,x)''?  This makes no sense
at all.

	cheers,

		Rolf Turner

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