[R] 12th Root of a Square (Transition) Matrix
David Winsemius
dwinsemius at comcast.net
Sat Nov 5 03:02:13 CET 2011
This is just one of many 12-th roots. (Peter knows this i'm sure.) The negative of this would also be an nth root, and I read that there are quite few others that arise from solutions based on permuting negatives of eigen values of a triangularized form. But as I said , I'm not a matrix mechanic, so no code for that.
--
David.
On Nov 4, 2011, at 6:10 PM, Peter Langfelder <peter.langfelder at gmail.com> wrote:
> On Fri, Nov 4, 2011 at 2:37 PM, David Winsemius <dwinsemius at comcast.net> wrote:
>
>>
>> The 12th (matrix) root of M: e^( 1/n * log(M) )
>>
>>> require(Matrix)
>>> M1.12 <- expm( (1/12)*logm(M) )
>
> I like this - haven't thought of the matrix algebra functions in Matrix.
>
> Thanks,
>
> Peter
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