How to decompose a square matrix to two rectangular matrix??

Hi Sir,

I have D=H*H' where D is 4*4 square matrix and H is 4*2 size matrix.

If I have D square matrix, then how to compute H?? Is there any matrix decomposition algorithm? sqrt function can be only used if we want H to be square matrix. But I need 4*2 H matrix. Please help me asap..

Arathi

[Walter Roberson]

http://www.mathworks.com/matlabcentral/answers/29922-why-your-question-is-not-urgent-or-an-emergency

Answer 1

[Matt J]

Hint: Use SVD or EIG and the fact that rank(D)=2