[R] quadrati form
Lorenzo Bencivelli
lorenzo.bencivelli at unito.it
Tue May 16 19:24:13 CEST 2006
Need to compute the numerical value of the solution of the quadratic form:
X'AX=I
where all the matrices are (n*n) [n may be very large]; X is the matrix
containing n*n unknowns (those I need) and A contains the coefficients
of the problem. "I" is the identity matrix of order n.
thanks in advance, Lorenzo
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