cpowop: Square matrix power operator In cgenpp: Parallel genomic evaluations

Description

This operator computes an arbitrary power of a positive definite square matrix using an Eigen-decomposition: \mathbf{X}^p = \mathbf{UD}^{p}\mathbf{U}'

Usage

 1 X %**% power 

Arguments

 X Positive definite square matrix power numeric scalar - desired power of X

Value

Matrix X to the power p

Examples

  1 2 3 4 5 6 7 8 9 10 11 12 ## Not run: # Inverse Square Root of a positive definite square matrix X <- matrix(rnorm(100*5000),100,1000) XX <- ccross(X) XX_InvSqrt <- XX %**% -0.5 # check result: ((XX')^-0.5 (XX')^-0.5)^-1 = XX' table(round(csolve(XX_InvSqrt %c% XX_InvSqrt),digits=2) == round(XX,digits=2) ) ## End(Not run) 

cgenpp documentation built on May 31, 2017, 4:22 a.m.