[R] Matrix Decomposition

Patrick Burns pburns at pburns.seanet.com
Thu Dec 4 12:13:54 CET 2003


I think perhaps you are looking for something like
"symsqrt" which is given on page 285 of S Poetry.

Patrick Burns

Burns Statistics
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")

Coomaren Vencatasawmy wrote:

>Hi,
> 
>How can one decompose the matrix M into
> 
>M= W * t(W)
> 
>I know of the chol() command but I am looking more for hypersphere decomposition and spectral decomposition.
> 
>Thanks.
> 
>Coomaren P. Vencatasawmy 
>
>
>
>
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