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.st...@allianz.com> > Sender: r-help-boun...@r-project.org > Cc: "R-help@r-project.org" <R-help@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.tur...@auckland.ac.nz] > Gesendet: Montag, 6. Juli 2009 23:16 > An: Stein, Luba (AIM SE) > Cc: R-help@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 > > ###################################################################### > Attention: > This e-mail message is privileged and confidential. If you are not the > intended recipient please delete the message and notify the sender. > Any views or opinions presented are solely those of the author. > > This e-mail has been scanned and cleared by MailMarshal > www.marshalsoftware.com > ###################################################################### > > ______________________________________________ > 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.