I think perhaps you are looking for something like "symsqrt" which is given on page 285 of S Poetry.
Patrick Burns
Burns Statistics [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and "A Guide for the Unwilling S User")
Coomaren Vencatasawmy wrote:
Hi,
How can one decompose the matrix M into
M= W * t(W)
I know of the chol() command but I am looking more for hypersphere decomposition and spectral decomposition.
Thanks.
Coomaren P. Vencatasawmy
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