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Choleski and Choleski with pivoting of matrix fails

simona.racioppi at libero.it 
Hi Everyone,

I need to take the square root of the following matrix:

                [,1]               [,2]                [,3]
[1,]  0.5401984 -0.3998675 -1.3785897
[2,] -0.3998675  1.0561872  0.8158639
[3,] -1.3785897  0.8158639  1.6073119

I tried Choleski which fails. I then tried Choleski with pivoting, but 
unfortunately the square root I get is not valid. I also tried eigen 
decomposition but i did no get far.

Any clue on how to do it?!

Thanks,
Simon

Thread (3 messages)

simona.racioppi at libero.it Choleski and Choleski with pivoting of matrix fails Nov 21 Charles C. Berry chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails Nov 21 Peter Dalgaard chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails Nov 21