[Gretl-devel] fractional power of pos-def matrix

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? thanks sven ---- function matrix pdmatpower(const matrix A, scalar pow) # Helper function by Jack Lucchetti to calculate # a fractional power (e.g. root) of a pos-def matrix. # Once this feature is in extra.gfn or in core gretl # it can be retired. matrix ret = {} catch l = eigensym(A, &ret) err = $error if err msg = sprintf("%d - %s", err, errmsg(err)) funcerr "@msg" elif minc(l)<0 msg = sprintf("matrix %s is not pd", argname(A)) funcerr "@msg" else l = l .^ (pow/2) ret = ret .* l' ret = ret*ret' endif return ret end function