[R] Find A, given B where B=A'A
Katharine Mullen
kate at few.vu.nl
Wed Oct 31 22:08:00 CET 2007
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
>
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