[R] Solving quadratic equations with covariance term

[Giovanni Petris]

It is not clear to me whether you are talking about a covariance (a
theoretical quantity depending on the distribution of A and x) or an
empirical covariance, estimated from some data. 

In the first case you don't need to solve anything because, as long as
A is fixed, i.e. non-random, its covariance with anything else is
zero.

Best,
Giovanni

> Date: Tue, 07 Jul 2009 09:37:53 +0200
> From: "Stein, Luba (AIM SE)" <LUBA.STEIN at allianz.com>
> Sender: r-help-bounces at r-project.org
> Cc: "R-help at r-project.org" <R-help at r-project.org>
> Accept-Language: en-US, de-DE
> Precedence: list
> Thread-topic: [R] Solving quadratic equations with covariance term
> Thread-index: Acn+fxCBg0P+0HykRKGeDofFN9YatQAVYRSw
> acceptlanguage: en-US, de-DE
> 
> 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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