On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius <dwinsem...@comcast.net>wrote:
> > 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 > > > expm is not a package, but a function which gives exp of a matrix, and i dont get any result from ?sqrtm. Please help. > -- >> 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 > > -- 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.
