On Apr 8, 2010, at 11:28 AM, arindam fadikar wrote:
On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius > wrote:
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 so
On Thu, 8 Apr 2010, arindam fadikar wrote:
On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius wrote:
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 valu
try this,
install.packages("expm", repos="http://R-Forge.R-project.org";)
On 8 April 2010 17:28, arindam fadikar wrote:
> On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius wrote:
>
>>
>> On Apr 8, 2010, at 1:45 AM, arindam fadikar wrote:
>>
>> Dear users,
>>>
>>> How to get a symmetric square roo
On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius wrote:
>
> 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 t
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
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?
--
Arindam Fadikar
M.Stat
Indian Statistical I
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