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May 13, 2018 at 8:31 comment added Pietro Majer Note that no requirement $n<m$ was made in the original question (to whom down-voted)
May 26, 2014 at 10:51 comment added Pietro Majer Of course, such $U$ only exist if $n\ge m$.
May 26, 2014 at 10:36 comment added jaraujo Hi Pietro. I tried to investigate on how to find $U$ such that $U^T U = I$, when $U$ is $n \times m$ with $m > n$ but that is impossible no? For it to be possible you must have that $n > m$ which is not my case. Am I right?
May 26, 2014 at 8:49 comment added Pietro Majer (I'm not addressing the case of positive semidefinite matrices as in the edited question)
May 26, 2014 at 8:40 comment added Pietro Majer $U$ is any matrix whose columns are orthonormal.
May 26, 2014 at 8:12 history edited Pietro Majer CC BY-SA 3.0
added 22 characters in body
May 26, 2014 at 8:00 history edited Pietro Majer CC BY-SA 3.0
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May 26, 2014 at 7:51 comment added jaraujo Hi Pietro. Thanks for your answer. But how do you find the matrix $U$ which is $n \times m$, that solves $U^T U = I$?
May 26, 2014 at 7:45 history answered Pietro Majer CC BY-SA 3.0