Deriving X from X'X

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Colette Salemi
Colette Salemi 2016년 10월 2일
댓글: Colette Salemi 2016년 10월 6일
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!!
  댓글 수: 2
Walter Roberson
Walter Roberson 2016년 10월 2일
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.
Colette Salemi
Colette Salemi 2016년 10월 6일
Thank you! I was working on a problem set where we were provided with X'X, and my first instinct was to try to derive X. As you point out this isn't possible with the information given (instead we used the info in X'X). Thanks again for your help!

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답변 (1개)

Jang geun Choi
Jang geun Choi 2016년 10월 2일
편집: Jang geun Choi 2016년 10월 2일
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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