InstantForum.NET v4.1.4Bluebit Software Support Forumhttp://www.bluebit.gr/forum/support@bluebit.grThu, 09 Sep 2010 13:04:23 GMT20http://www.bluebit.gr/forum/Topic492-1-1.aspxSince B is a symmetric and positive definite matrix then it can be digonazible as:</P><P>B = U' x L x U</P><P>where U are the eigenvectors and L is a diagonal matrix containing the eigenvalues. Now define matrix S = Sqrt(L), a matrix containing the square roots of eigenvalues (eigenvalues are real and positive). Then B can be expressed as</P><P>B = U' x S x S x U</P><P>Let A = S x U and A' = U' x S and one (not unique) solution to your problem has been found.Tue, 19 Aug 2008 06:47:13 GMTTrifonhttp://www.bluebit.gr/forum/Topic492-1-1.aspxI need to know how can I calculate A from B=A' A ? </P><P>note: A is not a square matrix.</P><P>Dim(B)=18*18 and Dim(A)=4*18<BR>Thu, 14 Aug 2008 11:33:30 GMTfarnaz