[R] square root of inverse

[David Winsemius]

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]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
West Hartford, CT