matrix_power: Power of symmetric positive definite matrix

Description Usage Arguments Value

Description

matrix_power computes the power of a symmetric positive definite matrix using spectral decomposition via the eigen function of the R base package in its symmetric version.

Usage

1

Arguments

matrix

Symmetric positive definite matrix to compute the power from.

power

Desired power.

Value

A symmetric positive definite matrix with same eigenvectors as input matrix and eigenvalues being the powered eigenvalues of the input matrix.


astamm/fdahotelling documentation built on May 10, 2019, 2:05 p.m.