On Sun, Mar 11, 2012 at 8:56 AM, Peter Langfelder <peter.langfel...@gmail.com> wrote: > On Sun, Mar 11, 2012 at 1:46 AM, Ebrahim Jahanshiri > <e.jahansh...@gmail.com> wrote: >> Dear list, >> >> I understand that to raise matrix A to power (-1/2) we should use something >> like this: >> >> eigen(A)$vectors%*%diag(1/sqrt(eigen(A)$values))%*%t(eigen(A)$vectors) >> >> [from previous discussions: >> http://r.789695.n4.nabble.com/matrix-power-td900335.html] >> >> But this will only do it for negative sqrt of the matrix not for other >> fraction powers like (-3/2). > > Not sure why you think this won't work for -3/2 - simply use > eigen(A)$values^(-3/2) instead of the 1/sqrt(eigen(A)$values) and > you're good to go. Generalizations to other powers are left as > exercise for the reader :)
also please be kind to your poor computer and store and reuse eigen(A), that is not trivial to compute! > > Peter > > ______________________________________________ > 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. -- Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, Statistical Consulting Group University of California, Los Angeles https://joshuawiley.com/ ______________________________________________ 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.
