[R] Matrix Decomposition
Patrick Burns
pburns at pburns.seanet.com
Thu Dec 4 13:05:57 CET 2003
I should add that there is a "shar" file of functions from
S Poetry, so you need not type them in yourself.
Pat
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
>
>
>
>
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