matpower {mbrdr}

compute the M^power where M is a symmetric matrix.

Description

Returns M^power.

Usage

matpower(M, pow)

Arguments

M

symmetric matrix

pow

power

Details

The function computes M^power for a symmetric matrix M.

Value

Returns

Author(s)

Jae Keun Yoo, [e-mail]

Examples

X <- matrix(rnorm(100), c(20,5))
matpower(cov(X), -0.5) ## returns cov(X)^-0.5 %*% cov(X)^-0.5 = cov(X)^-1.