David.
>
> Chuck
>
>
>> --
>> David.
>>
>>>
>>> Best Wishes,
>>> Spencer Graves
>>> Charles C. Berry wrote:
>>> > On Sun, 1 Nov 2009, spencerg wrote:
>>> > > > A question, a comment, and an alternative answer to
>>> matrix^(-1/2):
>>> > > > > QUESTION:
>>> > > > > > > What's the status of the "expm" package, mentioned in
>>> the email you > > cited from Martin Maechler, dated Apr 5 19:52:09
>>> CEST 2008? I tried > > both install.packages('expm') and > >
>>> install.packages("expm",repos="http://R-Forge.R-project.org"), and
>>> got > > "package 'expm' is not available" in both cases.
>>> > > > > > Try
>>> > > http://r-forge.r-project.org/projects/expm/
>>> > > HTH,
>>> > > Chuck
>>> > > > > > COMMENT:
>>> > > > > > > The solution proposed by Venables rests on Sylvester's
>>> matrix theorem, > > which essentially says that if a matrix A is
>>> diagonalizable with > > eigenvalue decomposition eigA <- eigen(A)
>>> and f: D ? C with D ? C > > be a function for which f(A) is
>>> well defined > > (http://en.wikipedia.org/wiki/Sylvester%27s_matrix_theorem
>>> ), then f(A) > > = with(eigA, vectors %*% diag(f(values)) %*%
>>> solve(vectors)). Maechler > > and others have noted that this can
>>> be one of the least accurate and > > most computationally
>>> expensive ways to compute f(A).
>>> > > > > > > ALTERNATIVE ANSWER:
>>> > > > > > > For A^(-1/2), if A is symmetric and nonnegative
>>> definite, then > > solve(chol(A)) would be a very good way to
>>> compute it.
>>> > > > > > > Hope this helps,
>>> > > Spencer
>>> > > > > > > David Winsemius wrote:
>>> > > > > > > On Oct 31, 2009, at 9:33 PM, David Winsemius wrote:
>>> > > > > > > > > On Oct 31, 2009, at 4:39 PM, Kajan Saied wrote:
>>> > > > > > > Dear R-Help Team,
>>> > > > > > > > as a R novice I have a (maybe for you very simple
>>> > > > > > > > question), how do I > > get
>>> > > > > > the following solved in R:
>>> > > > > > > > Let R be a n x n matrix:
>>> > > > > > > > \mid R\mid^{-\frac{1}{2}}
>>> > > > > > > > solve(A) gives me the inverse of the matrix R,
>>> however not > > > > > > > the ^(-1/2) > > of
>>> > > > > > the matrix...
>>> > > > > > GIYF: (and Bill Venables if friendly, too.)
>>> > > > > > http://www.lmgtfy.com/?q=powers+of+matrix+r-project
>>> > > > > > > I had assumed that the first hit I got:
>>> > > > > > > https://stat.ethz.ch/pipermail/r-help/2008-April/160662.html
>>> > > > > > > ... would be the first hit anybody got, but that's not
>>> necessarily > > > true
>>> > > > now and especially for the future. And further searching
>>> within the
>>> > > > results produced this more recent Maechler posting:
>>> > > > > > > https://stat.ethz.ch/pipermail/r-devel/2008-April/048969.html
>>> > > > > > > For the Mac users, there appears to be no binary, but
>>> the source > > > compiles
>>> > > > without error on a 64-bit version of R 2.10.0:
>>> > > > > > > install.packages("expm",repos="http://R-Forge.R-project.org
>>> ",
>>> > > > type="source")
>>> > > > > > > #The suggested code throws an error, so my very minor
>>> revision would > > > be:
>>> > > > > > > library(expm)
>>> > > > ?"%^%"
>>> > > > > ______________________________________________
>>> > > 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.
>>> > > > > > > Charles C. Berry (858)
>>> 534-2098
>>> > Dept of Family/
>>> Preventive > Medicine
>>> > E mailto:cberry at tajo.ucsd.edu UC San Diego
>>> > http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego
>>> > 92093-0901
>>
>> David Winsemius, MD
>> Heritage Laboratories
>> West Hartford, CT
>>
>>
>
> Charles C. Berry (858) 534-2098
> Dept of Family/Preventive
> Medicine
> E mailto:cberry at tajo.ucsd.edu UC San Diego
> http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego
> 92093-0901
>
David Winsemius, MD
Heritage Laboratories
West Hartford, CT