Need to compute the numerical value of the solution of the quadratic form:
X'AX=I
where all the matrices are (n*n) [n may be very large]; X is the matrix
containing n*n unknowns (those I need) and A contains the coefficients
of the problem. I is the identity matrix of order n.
thanks in advance,
Look at
?eigen
In your example, you are looking for
eigen(A)
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