[R] Matrix Decomposition

[Patrick Burns]

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 
>
>
>
>
>---------------------------------
>
>	[[alternative HTML version deleted]]
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>
>
>  
>