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 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.