On Sat, 21 Nov 2009, [email protected] wrote:
Hi Everyone,
I need to take the square root of the following matrix:
[,1] [,2] [,3]
[1,] 0.5401984 -0.3998675 -1.3785897
[2,] -0.3998675 1.0561872 0.8158639
[3,] -1.3785897 0.8158639 1.6073119
I tried Choleski which fails. I then tried Choleski with pivoting, but
unfortunately the square root I get is not valid. I also tried eigen
decomposition but i did no get far.
Any clue on how to do it?!
If you want to take the square root of a negative definite matrix, you
could use
sqrtm( neg.def.mat )
from the expm package on rforge:
http://r-forge.r-project.org/projects/expm/
HTH,
Chuck
Thanks,
Simon
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:[email protected] UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
