On Apr 8, 2010, at 11:28 AM, arindam fadikar wrote:
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.
It most assuredly _is_ a package. It's on R-forge rather than on CRAN.
Since you apparently have the Matrix package loaded, you are seeing a
different version of expm (the function). You might also try searching
about this topic:
RSiteSearch("complex square root matrix")
Information on package 'expm'
Description:
Package: expm
Type: Package
Title: Matrix exponential
Version: 0.96-2
Date: 2009-06-06
Author: Vincent Goulet, Christophe Dutang,
Martin Maechler, David
Firth, Marina Shapira, Michael
Stadelmann
Maintainer: Expm Developers
<expm-develop...@lists.r-forge.r-project.org
>
--
David
--
Arindam Fadikar
M.Stat
Indian Statistical Institute.
New Delhi, India
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David Winsemius, MD
West Hartford, CT
--
Arindam Fadikar
M.Stat
Indian Statistical Institute.
New Delhi, India
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.
