Hi, I need to raise a correlation matrix; R; to the negative one half power.
i.e. I need to find R^(-1/2)
eg: if R=[{1,.4},{.4,1}], then R^(-1/2)=[{1.0681,-.2229},
{-.2229,1.0681}]where matrix=[{row1},{row2}]
And are there any built in functions to do this? mtx.exp doesn't work
because it's not raised to a positive integer
Thank you so much.
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