Skip to main content
2 of 3
added 13 characters in body; edited title
Andrés E. Caicedo
  • 32.5k
  • 5
  • 133
  • 240

Recovering a Matrix After Multiplication By Its Transpose

Given an arbitrary $N$-by-$N$ matrix $A$, to what extent can its original values be estimated from $P$?

$$ P = A'A$$

$A$ has \(N^2\) degrees of freedom, whereas $P$ has \( \frac{N^2-N}{2}+N \) degrees of freedom. What is the best way to estimate the original values in $A$?