I want to compute B=A^{1/2} such that B*B=A. For example
a=matrix(c(1,.2,.2,.2,1,.2,.2,.2,1),ncol=3) so > a [,1] [,2] [,3] [1,] 1.0 0.2 0.2 [2,] 0.2 1.0 0.2 [3,] 0.2 0.2 1.0 > a%*%a [,1] [,2] [,3] [1,] 1.08 0.44 0.44 [2,] 0.44 1.08 0.44 [3,] 0.44 0.44 1.08 > b=a%*%a i have tried to use singular value decomposion > c=svd(b) > c$u%*%diag(sqrt(c$d)) [,1] [,2] [,3] [1,] -0.8082904 2.043868e-18 0.6531973 [2,] -0.8082904 -5.656854e-01 -0.3265986 [3,] -0.8082904 5.656854e-01 -0.3265986 this does not come close to the original a. Can anybody on this forum enlight me on how to get a which is the square root of b? [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch 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.