[R] square root of inverse

[David Winsemius]

On Apr 8, 2010, at 11:28 AM, arindam fadikar wrote:

>
>
> On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius <dwinsemius at comcast.net 
> > 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 there any function in R that can give the symmetric  
> square root
> of a pd matrix?
>
>
> require(expm)
> ?sqrtm
>
>
> expm is not a package, but a function which gives  exp of a matrix,  
> and i dont get any result from ?sqrtm. Please help.

It most assuredly _is_ a package. It's on R-forge rather than on CRAN.  
Since you apparently have the Matrix package loaded, you are seeing a  
different version of expm (the function). You might also try searching  
about this topic:

RSiteSearch("complex square root matrix")

		Information on package 'expm'

Description:

Package:                       expm
Type:                          Package
Title:                         Matrix exponential
Version:                       0.96-2
Date:                          2009-06-06
Author:                        Vincent Goulet, Christophe Dutang,  
Martin Maechler, David
                                Firth, Marina Shapira, Michael  
Stadelmann
Maintainer:                    Expm Developers
                                <expm-developers at lists.R-forge.R-project.org 
 >

-- 
David



> -- 
> Arindam Fadikar
> M.Stat
> Indian Statistical Institute.
> New Delhi, India
>
>        [[alternative HTML version deleted]]
>
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>
> David Winsemius, MD
> West Hartford, CT
>
>
>
>
> -- 
> Arindam Fadikar
> M.Stat
> Indian Statistical Institute.
> New Delhi, India

David Winsemius, MD
West Hartford, CT