Solution found... Sorry for not having known this,...
Apparently, what I was after is called a "Choleski factorization". The solution pops right out of R, as follows: > M<-matrix(c(0.6098601, 0.2557882, 0.1857773, + 0.2557882, 0.5127065, -0.1384238, + 0.1857773, -0.1384238, 0.9351089 ), + nrow=3, ncol=3, byrow=TRUE) > chol(M) [,1] [,2] [,3] [1,] 0.7809354 0.3275408 0.2378907 [2,] 0.0000000 0.6367288 -0.3397722 [3,] 0.0000000 0.0000000 0.8735398 > Thanks again for all your help! /shawn ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.