On Wednesday 31 October 2007 22:45, Peter Dalgaard wrote: > Michael Gormley wrote: > > Thanks for your help, all those who submitted responses. I do not need a > > specific matrix A, any solution will do. With this said, is it possible > > to specify the dimensions of the A matrix in the decompostion? For > > example, if A is a 2X1 matrix then A'A=B would be a 2X2 as well. mgcv::mroot will do this for you, using pivoted Choleski decomposition or svd. You can specify the rank of B (which must be positive semi-definite of course), which will then determine the dimension of A, alternatively the routine will attempt to determine the rank of B (and usually over-estimate it slightly).
-- > Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK > +44 1225 386603 www.maths.bath.ac.uk/~sw283 ______________________________________________ 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.