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?
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