sqrt_matrix: Find the square root of a matrix

In GauPro: Gaussian Process Fitting

Find the square root of a matrix

Description

Same thing as 'expm::sqrtm', but faster.

Usage

sqrt_matrix(mat, symmetric)

Arguments

mat	Matrix to find square root matrix of
symmetric	Is it symmetric? Passed to eigen.

Value

Square root of mat

Examples

mat <- matrix(c(1,.1,.1,1), 2, 2)
smat <- sqrt_matrix(mat=mat, symmetric=TRUE)
smat %*% smat

GauPro documentation built on April 11, 2023, 6:06 p.m.