Hi Sib,
I do not know exactly what you meant by a P.D. matrix. However, if your
problem is simply to find P such that P^T P = A then the Cholesky or the
singular value decomposition will do the job.
Best,
Mathieu
Le samedi 30 mai 2009 à 05:10 +0200, Sib Guria a écrit :
> Dear All,
> Can anyone help me to to find a P.D. matrix P such that P'P =A ,
> where A is with all the diagonal elements * a* and all the off diagonal
> elements are *b*
--
Institute of Mathematics
Ecole Polytechnique Fédérale de Lausanne
STAT-IMA-FSB-EPFL, Station 8
CH-1015 Lausanne Switzerland
http://stat.epfl.ch/
Tel: + 41 (0)21 693 7907
|