[Gretl-devel] Re: fractional power of pos-def matrix
On Fri, 26 Feb 2021, Riccardo (Jack) Lucchetti wrote:
On Fri, 26 Feb 2021, Sven Schreiber wrote:
> Hi,
> I just stumbled over old hansl code by Jack that implements the
> fractional power of a pd matrix (see at the end). The comment hints at
> the plan to integrate this somewhere, but it never happened. Should it
> go into the 'extra' addon?
It's now in git, under the name "psdpwr" (because in fact it applies to
positive SEMI-definite matrices). If you're ok with it I'll write the
documentation as soon as I get the chance to.
One thought on this: we already have built-in support for raising a
matrix to a power (fractional or integer) as a whole, as opposed to
".^" for the element-wise case. See matrix_frac_pow() in
gretl_matrix.c
So wouldn't it make sense just to inflect that code to handle the
PSD case specially, rather than adding a special function?
Allin