On 31-Oct-07 22:19:22, Lucke, Joseph F wrote: > chol(B) doesn't give the original A, which I believe is > what Mike wants.
No-one can tell what this was, from B alone. If A is any solution to t(A)%*%A = B, and if T is any unitary matrix -- i.e. t(T)%*%T = I, the unit diagonal matrix (and there are infinitely many of these), then T%*%A is also a solution: t(T%*%A)%*%(T%*%A) = t(A)%*%t(T)%*%T%*%A = t(A)%*%A For 2x2 matrices, matrix(c(cos(u),-sin(u),sin(u),cos(u)),nrow=2) is a unitary matrix, for any real value of u. Etc. Best wishes, Ted. > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] > On Behalf Of Katharine Mullen > Sent: Wednesday, October 31, 2007 4:08 PM > To: Michael Gormley > Cc: [EMAIL PROTECTED] > Subject: Re: [R] Find A, given B where B=A'A > > 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. > > ______________________________________________ > 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. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 Date: 31-Oct-07 Time: 22:02:41 ------------------------------ XFMail ------------------------------ ______________________________________________ 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.