sqrt_matrix {TVMVP}R Documentation

Compute the Square Root of a Matrix

Description

Computes the square root of a symmetric matrix via eigen decomposition. Negative eigenvalues are handled by taking the square root of their absolute values.

Usage

sqrt_matrix(Amat)

Arguments

Amat

A numeric symmetric matrix.

Value

A matrix that is the square root of Amat.


[Package TVMVP version 1.0.5 Index]