[R] Matrix negative fraction power

[Joshua Wiley]

On Sun, Mar 11, 2012 at 8:56 AM, Peter Langfelder
<peter.langfelder at gmail.com> wrote:
> On Sun, Mar 11, 2012 at 1:46 AM, Ebrahim Jahanshiri
> <e.jahanshiri at gmail.com> wrote:
>> Dear list,
>>
>> I understand that to raise matrix A to power (-1/2) we should use something
>> like this:
>>
>> eigen(A)$vectors%*%diag(1/sqrt(eigen(A)$values))%*%t(eigen(A)$vectors)
>>
>> [from previous discussions:
>> http://r.789695.n4.nabble.com/matrix-power-td900335.html]
>>
>> But this will only do it for negative sqrt of the matrix not for other
>> fraction powers like (-3/2).
>
> Not sure why you think this won't work for -3/2 - simply use
> eigen(A)$values^(-3/2) instead of the 1/sqrt(eigen(A)$values) and
> you're good to go. Generalizations to other powers are left as
> exercise for the reader :)

also please be kind to your poor computer and store and reuse
eigen(A), that is not trivial to compute!

>
> Peter
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.



-- 
Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, Statistical Consulting Group
University of California, Los Angeles
https://joshuawiley.com/