[R] How to solve A'A=S for A ?

[Jan de Leeuw]

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
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> http://www.stat.math.ethz.ch/mailman/listinfo/r-help
>
>
===
Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
Editor: Journal of Multivariate Analysis, Journal of Statistical  
Software
US mail: 9432 Boelter Hall, Box 951554, Los Angeles, CA 90095-1554
phone (310)-825-9550;  fax (310)-206-5658;  email: deleeuw at stat.ucla.edu
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