[R] matrix power

[Nordlund, Dan (DSHS/RDA)]

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of cindy Guo
> Sent: Monday, August 10, 2009 2:32 PM
> To: r-help at r-project.org
> Subject: [R] matrix power
> 
> Hi, All,
> 
> If I  have a symmetric matrix, how can I get the negative square root of the
> matrx, ie. X^(-1/2) ?
> 
> Thanks,
> 
> Cindy
> 

Cindy,

Just to be sure we are all on the same page.  Are saying you have a matrix X, and you want to find the a matrix A such that

X = A %*% A 

And you want to then find the matrix inverse of A ?

Dan

Daniel J. Nordlund
Washington State Department of Social and Health Services
Planning, Performance, and Accountability
Research and Data Analysis Division
Olympia, WA  98504-5204