[SciPy-User] raising a matrix to float power

Joshua Holbrook josh.holbrook@gmail....
Sat Jul 10 19:20:17 CDT 2010


On Sat, Jul 10, 2010 at 3:57 PM, Alexey Brazhe <brazhe@gmail.com> wrote:
>>Sure, M**0.5 is cho_factor(M). For other non-integers I am not sure what
>>matrix exponentiation could possibly mean.
>
>>Are you sure you don't mean array exponentiation?
>
> Indeed, I needed to raise a matrix (not array) to power 1/2 (in fact, -1/2).
> More precisely, I need to compute W(W^TW)^(-1/2).
> cho_factor fails with "matrix not positive definite", and I don't know how
> to avoid that
>
> A.
>
>
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>

Avoid negative, indefinite and semidefinite matrices. ;)

More seriously, Cholesky factorization requires positive definite
matrices, so if you have negative eigenvalues, that's not gonna work.

--Josh


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