R help - Apr 2010 - square root of inverse

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?

-- 
Arindam Fadikar
M.Stat
Indian Statistical Institute.
New Delhi, India

	[[alternative HTML version deleted]]

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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