Displaying 1 result from an estimated 1 matches for "sqrtsymmat".
2011 Apr 11
3
Coding matrix equation
Hi all,
I have two matrices:
G<-matrix(c(2.0, 0.5, 0.5, 0.5, 2.0, 0.5, 0.5, 0.5,2.0),3,3)
P<-matrix(c(1.0, 0.5, 0.5, 0.5, 1.0, 0.5, 0.5, 0.5,1.0),3,3)
and I want to run this equation to get a new matrix F:
F = [P+2G]^-1/2 P [P+2G]^-1/2
Could someone please tell me how to code this in R?
Many thanks in advance for your time.
Best wishes,
Matt
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