Re: finding base change matrix
- To: mathgroup at smc.vnet.net
- Subject: [mg118965] Re: finding base change matrix
- From: Ray Koopman <koopman at sfu.ca>
- Date: Wed, 18 May 2011 07:15:12 -0400 (EDT)
- References: iqtn5b$iia$1@smc.vnet.net
On May 17, 4:45 am, Antonio Mezzacapo <ant.mezzac... at gmail.com> wrote:
> Hi everyone,
> I was wondering if I have two matrix A and B, how can
> i find the matrix W such that Transpose(W) A W = B?
>
> Is there a simple command for that, or I have to
> solve a system in the W elements as variables?
>
> Thank you
> Antonio
If A and B are the same size, symmetric, and positive definite
then W = LinearSolve @@ CholeskyDecomposition /@ {A, B}.