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Deriving X from X'X

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Colette Salemi
Colette Salemi 2016-10-2
评论： Colette Salemi 2016-10-6
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 个评论
Walter Roberson
Walter Roberson 2016-10-2
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 2016-10-6
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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回答（1 个）

Jang geun Choi
Jang geun Choi 2016-10-2
编辑：Jang geun Choi 2016-10-2
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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