[R] Raising a matrix to the (-1/2) power.

From: jmrossbach <nova_2099_at_hotmail.com>
Date: Sun, 27 Apr 2008 06:04:56 -0700 (PDT)

Hi, I need to raise a correlation matrix; R; to the negative one half power. i.e. I need to find R^(-1/2)

eg: if R=[{1,.4},{.4,1}], then R^(-1/2)=[{1.0681,-.2229}, {-.2229,1.0681}]where matrix=[{row1},{row2}]

And are there any built in functions to do this? mtx.exp doesn't work because it's not raised to a positive integer

Thank you so much.

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