Well, you cannot solve uniquely for A, there is an orthogonal solution,
a triangular solution, a symmetric solution and so on. It is true that
the solution is unique up to an orthonormal tranformation.
On Friday, Feb 14, 2003, at 08:51 US/Pacific, Cliff Lunneborg wrote:
> It is not clear to me that one can. If the singular value decomposition
> of A is the triple product P d Q', then the singular value
> decomposition
> of A'A=S is Q d^2 Q'. The information about the orthonormal matrix
P is
> lost, is it not?
> **********************************************************
> Cliff Lunneborg, Professor Emeritus, Statistics &
> Psychology, University of Washington, Seattle
> Visiting: Melbourne, Feb-May 1999, Brisbane, Jun-Aug 1999,
> Sydney, Sep-Nov 1999, Perth, Dec 1999-Feb 2000
> cliff at stat.washington.edu
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> http://www.stat.math.ethz.ch/mailman/listinfo/r-help
>
>
==Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
Editor: Journal of Multivariate Analysis, Journal of Statistical
Software
US mail: 9432 Boelter Hall, Box 951554, Los Angeles, CA 90095-1554
phone (310)-825-9550; fax (310)-206-5658; email: deleeuw at stat.ucla.edu
homepage: http://gifi.stat.ucla.edu
------------------------------------------------------------------------
-------------------------
No matter where you go, there you are. --- Buckaroo Banzai
http://gifi.stat.ucla.edu/sounds/nomatter.au
------------------------------------------------------------------------
-------------------------