Home Decompose hermitian matrix into product of vector and it's conjugate transpose
Reply: 0

Decompose hermitian matrix into product of vector and it's conjugate transpose

user431
1#
user431 Published in May 27, 2018, 3:36 am

Lets suppose I have a (n x n) hermitian matrix A, defined as a product of (n x m) matrix B and it's hermitian transpose:

A = B*B'

Matrix B is known, it is not structured and is positive definite.

1) How do I decompose matrix A as a product of u*u', where u is a vector of length n?

2) Is it possible to calculate u directly from B, without first calculating full matrix A?

You need to login account before you can post.

About| Privacy statement| Terms of Service| Advertising| Contact us| Help| Sitemap|
Processed in 0.299541 second(s) , Gzip On .

© 2016 Powered by mzan.com design MATCHINFO