On Apr 8, 2010, at 1:45 AM, arindam fadikar wrote:
Dear users,
How to get a symmetric square root of a positive definite matrix? I
have
tried using spectral decomposition, but some eigen values come out
to be
complex. Is there any function in R that can give the symmetric
square root
of a pd matrix?
require(expm)
?sqrtm
--
Arindam Fadikar
M.Stat
Indian Statistical Institute.
New Delhi, India
[[alternative HTML version deleted]]
______________________________________________
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.
David Winsemius, MD
West Hartford, CT
______________________________________________
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.
