On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius <dwinsemius@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.

>  --
>> Arindam Fadikar
>> M.Stat
>> Indian Statistical Institute.
>> New Delhi, India
>>
>>        [[alternative HTML version deleted]]
>>
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>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> David Winsemius, MD
> West Hartford, CT
>
>


-- 
Arindam Fadikar
M.Stat
Indian Statistical Institute.
New Delhi, India

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