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

2013 3 21
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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

回答（1 个）

Matt J
Matt J 2013-3-21
编辑：Matt J 2013-3-21

0 个投票

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

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Arathi P
Arathi P
2013-3-21

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