sqrt_matrix: Compute the Square Root of a Matrix
In TVMVP: Time-Varying Minimum Variance Portfolio
sqrt_matrix 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.
TVMVP documentation built on June 28, 2025, 1:08 a.m.
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| sqrt_matrix | 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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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