[R] Raising a matrix to the (-1/2) power.

jmrossbach nova_2099 at hotmail.com
Sun Apr 27 15:04:56 CEST 2008


Hi, I need to raise a correlation matrix; R; to the negative one half power.
i.e. I need to find R^(-1/2)

eg: if R=[{1,.4},{.4,1}], then R^(-1/2)=[{1.0681,-.2229},
{-.2229,1.0681}]where matrix=[{row1},{row2}]


And are there any built in functions to do this?  mtx.exp doesn't work
because it's not raised to a positive integer

Thank you so much.
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