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!!
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Walter Roberson
am 2 Okt. 2016
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.
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Jang geun Choi
am 2 Okt. 2016
Bearbeitet: Jang geun Choi
am 2 Okt. 2016
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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