matpower {mbrdr} | R Documentation |
Returns M^power.
matpower(M, pow)
M |
symmetric matrix |
pow |
power |
The function computes M^power for a symmetric matrix M.
Returns
Jae Keun Yoo, peter.yoo@ewha.ac.kr
X <- matrix(rnorm(100), c(20,5))
matpower(cov(X), -0.5) ## returns cov(X)^-0.5 %*% cov(X)^-0.5 = cov(X)^-1.