 Posted Thursday, August 14, 2008 11:33 AM
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| I need to know how can I calculate A from B=A' A ? note: A is not a square matrix. Dim(B)=18*18 and Dim(A)=4*18
farnaz
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Posted Tuesday, August 19, 2008 6:47 AM
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| Since B is a symmetric and positive definite matrix then it can be digonazible as: B = U' x L x U 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 B = U' x S x S x U Let A = S x U and A' = U' x S and one (not unique) solution to your problem has been found.
Trifon Triantafillidis | Lead Developer | 
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