power transform of a matrix
Computes the power of a positive semi-definite symmetric matrix.
powerofpsdmatrix( M , p,...)
M |
a matrix, preferably symmetric |
p |
a single number giving the power |
... |
further arguments to the singular value decomposition |
for a symmetric matrix the computed result can actually be considered as a version of the given power of the matrix fullfilling the relation:
M^pM^q=M^{p+q}
The symmetry of the matrix is not checked.
U%*% D^p %*% t(P) where the UDP is the singular value
decomposition of M.
K.Gerald v.d. Boogaart http://www.stat.boogaart.de
data(SimulatedAmounts) d <- ilr(sa.lognormals) var( d %*% powerofpsdmatrix(var(d),-1/2)) # Unit matrix
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.