Deriving X from X'X
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Hello, I am hoping someone can help me determine the n x k matrix X when the k x k matrix X'X is given using Matlab. Please share any coding tips! Many thanks!!
2 件のコメント
Walter Roberson
2016 年 10 月 2 日
if n > k then there will cannot be a unique solution, as k x k would not have enough information to find n x k when n > k.
If n < k then round-off error has the potential to be a problem.
回答 (1 件)
Jang geun Choi
2016 年 10 月 2 日
編集済み: Jang geun Choi
2016 年 10 月 2 日
n=2;
k=3;
X=rand(n,k); % make sample matrix X
Xn=X'*X
Is it right what you want?
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