[Gretl-devel] Re: fractional power of pos-def matrix
On Fri, 26 Feb 2021, Sven Schreiber wrote:
Actually, I just checked section 17.6 of the guide, where it says
that
the matrix must be PSD if the power is fractional. (And must be
invertible --and thus PD-- if the power is negative.)
So maybe the whole issue is moot because it is already fixed and done?
Yes, as I now see, that's right.
Three follow-up questions on this:
- The power operation should be added to table 17.2 of the guide, not
only mentioned in the text of section 17.6.
Yes.
- Since which gretl version has this been available? I'm asking
because
of package requirements.
Since 2018d.
- How does the psdroot() function relate to all this?
The specialized psdroot is a good deal faster since it doesn't
depend on eigendecomposition.
Allin