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Groups > comp.soft-sys.math.mathematica > #2466
| From | Ray Koopman <koopman@sfu.ca> |
|---|---|
| Newsgroups | comp.soft-sys.math.mathematica |
| Subject | Re: finding base change matrix |
| Date | 2011-05-18 11:15 +0000 |
| Organization | Steven M. Christensen and Associates, Inc and MathTensor, Inc. |
| Message-ID | <ir09o3$1vt$1@smc.vnet.net> (permalink) |
| References | iqtn5b$iia$1@smc.vnet.net |
On May 17, 4:45 am, Antonio Mezzacapo <ant.mezzac...@gmail.com> wrote:
> Hi everyone,
> I was wondering if I have two matrix A and B, how can
> i find the matrix W such that Transpose(W) A W = B?
>
> Is there a simple command for that, or I have to
> solve a system in the W elements as variables?
>
> Thank you
> Antonio
If A and B are the same size, symmetric, and positive definite
then W = LinearSolve @@ CholeskyDecomposition /@ {A, B}.
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Re: finding base change matrix Ray Koopman <koopman@sfu.ca> - 2011-05-18 11:15 +0000 Re: finding base change matrix Ray Koopman <koopman@sfu.ca> - 2011-05-19 11:41 +0000
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