sqrtm {rggm} | R Documentation |
Comupting the squared root matrix of a symmetric matrix based on the eigenvalue decomposition.
sqrtm(m)
m |
A positive definite matrix |
A symmetrix matrix with dimesion dim(m)
.
Masashi Miyamura
m <- matrix(c(1.0, 0.8, 0.3, 0.8, 1.0, 0.1, 0.3, 0.1, 1.0), 3, 3) sqrtm(m) %*% sqrtm(m) # identical to m