[mailto:cindy.g...@gmail.com]
Sent: Monday, August 10, 2009 7:05 PM
To: Nordlund, Dan (DSHS/RDA)
Cc: r-help@r-project.org
Subject: Re: [R] matrix power
Hi, Dan,
Yes, this is what I want. Is there better way to solve this?
Cindy
On Mon, Aug 10, 2009 at 2:52 PM, Nordlund, Dan (DSHS/RDA
I think it may be important, but I am not sure. Actually I am trying to
program the adaptive nearest neighbor method proposed by Hastie and
Tibshirani. I am following the steps in the book 'The elements of
statistical learning' by Hastie, Tibshirani and Friedman, in which the local
metric is define
> On
> > Behalf Of cindy Guo
> > Sent: Monday, August 10, 2009 2:32 PM
> > To: r-help@r-project.org
> > Subject: [R] matrix power
> >
> > Hi, All,
> >
> > If I have a symmetric matrix, how can I get the negative square root of
> the
> > mat
If its not important which of many solutions you use then
the generalized inverse can be used, say. Just use 0
for each small eigenvalue and 1/sqrt(x) for the others.
On Mon, Aug 10, 2009 at 6:36 PM, cindy Guo wrote:
> Hi, Ted,
>
> Thanks for the sample code. It is exactly what I want. But can I
Hi, Ted,
Now I understand the problem. Thank you for the explanation. It's very
helpful. I appreciate it.
Cindy
On Mon, Aug 10, 2009 at 3:58 PM, Ted Harding
wrote:
> On 10-Aug-09 22:36:03, cindy Guo wrote:
> > Hi, Ted,
> > Thanks for the sample code. It is exactly what I want. But can
> > I ask
On 10-Aug-09 22:36:03, cindy Guo wrote:
> Hi, Ted,
> Thanks for the sample code. It is exactly what I want. But can
> I ask another question? The matrix for which I want the negative
> square root is a covariance matrix. I suppose it should be positive
> definite, so I can do 1/sqrt(V) as you wrote
Hi, Ted,
Thanks for the sample code. It is exactly what I want. But can I ask another
question? The matrix for which I want the negative square root is a
covariance matrix. I suppose it should be positive definite, so I can do
1/sqrt(V) as you wrote. But the covariance matrix I got in R using the
On 10-Aug-09 21:31:30, cindy Guo wrote:
> Hi, All,
> If I have a symmetric matrix, how can I get the negative square root
> of the matrx, ie. X^(-1/2) ?
>
> Thanks,
>
> Cindy
X <- matrix(c(2,1,1,2),nrow=2)
X
# [,1] [,2]
# [1,]21
# [2,]12
E <- eigen(X)
V <- E$values
> -Original Message-
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
> Behalf Of cindy Guo
> Sent: Monday, August 10, 2009 2:32 PM
> To: r-help@r-project.org
> Subject: [R] matrix power
>
> Hi, All,
>
> If I have a symme
Hi, All,
If I have a symmetric matrix, how can I get the negative square root of the
matrx, ie. X^(-1/2) ?
Thanks,
Cindy
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