search for: sqrtm

...the square root I get is not valid. I also tried eigen >>> decomposition but i did no get far. >>> >>> Any clue on how to do it?! >> >> >> If you want to take the square root of a negative definite matrix, you >> could use >> >> sqrtm( neg.def.mat ) >> >> from the expm package on rforge: >> >> http://r-forge.r-project.org/projects/expm/ > >But that matrix is not negative definite! It has 2 positive and one >negative eigenvalue. It is non-positive definite. > >It is fairly easy in any...

...en >>>>> decomposition but i did no get far. >>>>> >>>>> Any clue on how to do it?! >>>> >>>> If you want to take the square root of a negative definite matrix, you >>>> could use >>>> >>>> sqrtm( neg.def.mat ) >>>> >>>> from the expm package on rforge: >>>> >>>> http://r-forge.r-project.org/projects/expm/ >>> But that matrix is not negative definite! It has 2 positive and one >>> negative eigenvalue. It is non-positive...

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]]

...position but i did no get far. >>>>>> >>>>>> Any clue on how to do it?! >>>>> >>>>> If you want to take the square root of a negative definite matrix, you >>>>> could use >>>>> >>>>> sqrtm( neg.def.mat ) >>>>> >>>>> from the expm package on rforge: >>>>> >>>>> http://r-forge.r-project.org/projects/expm/ >>>> But that matrix is not negative definite! It has 2 positive and one >>>> negative eigenva...