This project has moved and is read-only. For the latest updates, please go here.

Matrix ^(- 1/2)

Feb 24, 2012 at 5:57 PM

Hi everybody! First of all thanks for the great framework! I'm using it for the implementation of my master thesis and i works great (a bit more documentation would be great :) ).

Now I need to implement the following calculation:

(X' X)^(-1/2),

but I don't know how to implement it correctly, because the results always differ from the results generated by MATLAB.

I really would appreciate some help!

Thanks for you time, Stephan

Feb 24, 2012 at 10:41 PM

I think I found a way to do this. Simply compute the eigenvalues and eigenvectors of the matrix. Calculate the square root of the eigenvalues and then compute the result: eigenvector * eigenvalues_sqrt * eigenvector' 

Does anybody know a better or maybe more efficient way to solve this task?


Thanks! Stephan

Apr 13, 2012 at 6:07 AM

As far as I know this is the standard way to do it