[R] R: RE: R: Re: R: Re: chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails

----- > >-Original Message- >From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of simona.racio...@libero.it >Sent: Wednesday, November 25, 2009 9:59 AM >To: p.dalga...@biostat.ku.dk &g

[R] R: Re: R: Re: chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails

calculation above I get approximately the right answer. The approximation is quite good. However it is an approximation. Any suggestion? Thank you very much! Simon >Messaggio originale >Da: p.dalga...@biostat.ku.dk >Data: 23-nov-2009 14.09 >A: "simona.racio...@libero.it

[R] R: Re: chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails

les C. Berry" >Cc: "simona.racio...@libero.it", >Ogg: Re: [R] chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails > >Charles C. Berry wrote: >> On Sat, 21 Nov 2009, simona.racio...@libero.it wrote: >> >>> Hi Everyon

[R] R: chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails

Thanks Chuck! It works! But Once I have the square root of this matrix, how do I convert it to a real (not imaginary) matrix which has the same property? Is that possible? Best, Simon >Messaggio originale >Da: cbe...@tajo.ucsd.edu >Data: 21-nov-2009 18.11 >A: "simona.r

[R] Choleski and Choleski with pivoting of matrix fails

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 w