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!!
2 Comments
  Walter Roberson
      
      
 on 2 Oct 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.
Answers (1)
  Jang geun Choi
      
 on 2 Oct 2016
        
      Edited: Jang geun Choi
      
 on 2 Oct 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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