[R-sig-ME] matrix square root factorization in nlme

[Ray, Shubhankar]

Hello Everyone,

I am curious about the type of factorization used by pdFactor() in nlme
to calculate the square root factor of a matrix. Square root factors are
also used in normalizing residuals in residuals.lme. 

I get different answers when I normalize the residuals by the following
principal sqrt matrix, calculated as:
E=eigen(C)  #Correlation Matrix C
SqrtC=E$vector%*%sqrt(diag(E$values))%*%t(E$vector);

It will be great if you could describe the factorization.

Thanks in advance,
Shubhankar



Shubhankar Ray, Ph.D.
Biometrics Research
Merck & Company
P.O. Box 2000
Rahway, NJ 07065


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