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]]
>
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