

On 7/07/2009, at 2:15 AM, Stein, Luba (AIM SE) wrote:
> Hi,
>
> I would like to solve the following equation with R: Cov(A,x)=0.
> A is a given matrix, x is the an unknown vector.
>
> Is there any nice solution for this?
What on earth do you mean by ``Cov(A,x)''? This makes no sense
at all.
cheers,
Rolf Turner
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Hi,
more precisely I consider a matrix with three column vectors a_i (i=1,2,3), i.e. A=(a_1,a_2,a_3). On the other hand x should take vectors as values, i.e. x=v_j, while j goes also from 1 till 3.
Now I just want to calculate the equation Cov(a_i,x_j) = 0, where Cov(a_i,x_j) is the covariance matrix.
A is a given value and x is the variable I am looking for.
In my opinion this is an quadratic equation and makes sense.
Best wishes,
Luba
Urspr?ngliche Nachricht
Von: Rolf Turner [mailto: [hidden email]]
Gesendet: Montag, 6. Juli 2009 23:16
An: Stein, Luba (AIM SE)
Cc: [hidden email]
Betreff: Re: [R] Solving quadratic equations with covariance term
On 7/07/2009, at 2:15 AM, Stein, Luba (AIM SE) wrote:
> Hi,
>
> I would like to solve the following equation with R: Cov(A,x)=0.
> A is a given matrix, x is the an unknown vector.
>
> Is there any nice solution for this?
What on earth do you mean by ``Cov(A,x)''? This makes no sense
at all.
cheers,
Rolf Turner
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On Tue, 7 Jul 2009, Stein, Luba (AIM SE) wrote:
> Hi,
>
> more precisely I consider a matrix with three column vectors a_i (i=1,2,3), i.e. A=(a_1,a_2,a_3). On the other hand x should take vectors as values, i.e. x=v_j, while j goes also from 1 till 3.
> Now I just want to calculate the equation Cov(a_i,x_j) = 0, where Cov(a_i,x_j) is the covariance matrix.
> A is a given value and x is the variable I am looking for.
>
> In my opinion this is an quadratic equation and makes sense.
Well, x_j = (0,0,...,0)' will satisfy Cov( A, x_j ) = (0,...0)'.
Suggest you Google 'orthogonal complement' for nontrivial solutions.
Then peruse
?qr
HTH,
Chuck
p.s. Don't lose sight of FAQ 7.31
http://cran.rproject.org/doc/FAQ/RFAQ.html#Whydoesn_0027tRthinkthesenumbersareequal_003f>
> Best wishes,
> Luba
>
>
>
>
>
> Urspr?ngliche Nachricht
> Von: Rolf Turner [mailto: [hidden email]]
> Gesendet: Montag, 6. Juli 2009 23:16
> An: Stein, Luba (AIM SE)
> Cc: [hidden email]
> Betreff: Re: [R] Solving quadratic equations with covariance term
>
>
> On 7/07/2009, at 2:15 AM, Stein, Luba (AIM SE) wrote:
>
>> Hi,
>>
>> I would like to solve the following equation with R: Cov(A,x)=0.
>> A is a given matrix, x is the an unknown vector.
>>
>> Is there any nice solution for this?
>
> What on earth do you mean by ``Cov(A,x)''? This makes no sense
> at all.
>
> cheers,
>
> Rolf Turner
>
> ######################################################################
> Attention:
> This email message is privileged and confidential. If you are not the
> intended recipient please delete the message and notify the sender.
> Any views or opinions presented are solely those of the author.
>
> This email has been scanned and cleared by MailMarshal
> www.marshalsoftware.com
> ######################################################################
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/rhelp> PLEASE do read the posting guide http://www.Rproject.org/postingguide.html> and provide commented, minimal, selfcontained, reproducible code.
>
Charles C. Berry (858) 5342098
Dept of Family/Preventive Medicine
E mailto: [hidden email] UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 920930901
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In reply to this post by Stein, Luba (AIM SE)
It is not clear to me whether you are talking about a covariance (a
theoretical quantity depending on the distribution of A and x) or an
empirical covariance, estimated from some data.
In the first case you don't need to solve anything because, as long as
A is fixed, i.e. nonrandom, its covariance with anything else is
zero.
Best,
Giovanni
> Date: Tue, 07 Jul 2009 09:37:53 +0200
> From: "Stein, Luba (AIM SE)" < [hidden email]>
> Sender: [hidden email]
> Cc: " [hidden email]" < [hidden email]>
> AcceptLanguage: enUS, deDE
> Precedence: list
> Threadtopic: [R] Solving quadratic equations with covariance term
> Threadindex: Acn+fxCBg0P+0HykRKGeDofFN9YatQAVYRSw
> acceptlanguage: enUS, deDE
>
> Hi,
>
> more precisely I consider a matrix with three column vectors a_i (i=1,2,3), i.e. A=(a_1,a_2,a_3). On the other hand x should take vectors as values, i.e. x=v_j, while j goes also from 1 till 3.
> Now I just want to calculate the equation Cov(a_i,x_j) = 0, where Cov(a_i,x_j) is the covariance matrix.
> A is a given value and x is the variable I am looking for.
>
> In my opinion this is an quadratic equation and makes sense.
>
> Best wishes,
> Luba
>
>
>
>
>
> Urspr?ngliche Nachricht
> Von: Rolf Turner [mailto: [hidden email]]
> Gesendet: Montag, 6. Juli 2009 23:16
> An: Stein, Luba (AIM SE)
> Cc: [hidden email]
> Betreff: Re: [R] Solving quadratic equations with covariance term
>
>
> On 7/07/2009, at 2:15 AM, Stein, Luba (AIM SE) wrote:
>
> > Hi,
> >
> > I would like to solve the following equation with R: Cov(A,x)=0.
> > A is a given matrix, x is the an unknown vector.
> >
> > Is there any nice solution for this?
>
> What on earth do you mean by ``Cov(A,x)''? This makes no sense
> at all.
>
> cheers,
>
> Rolf Turner
>
> ######################################################################
> Attention:
> This email message is privileged and confidential. If you are not the
> intended recipient please delete the message and notify the sender.
> Any views or opinions presented are solely those of the author.
>
> This email has been scanned and cleared by MailMarshal
> www.marshalsoftware.com
> ######################################################################
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/rhelp> PLEASE do read the posting guide http://www.Rproject.org/postingguide.html> and provide commented, minimal, selfcontained, reproducible code.
>
>
______________________________________________
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