sqrtmat: Computes the Square Root of a Matrix.
In dynmix: Estimation of Dynamic Finite Mixtures
sqrtmat R Documentation
Computes the Square Root of a Matrix.
Description
This function computes the square root of a matrix.
Usage
sqrtmat(A)
Arguments
A
symmetric positive-definite matrix
Value
matrix B such that BB'=A
References
https://en.wikipedia.org/wiki/Square_root_of_a_matrix
Examples
A <- matrix(c(5,1,1,3),2,2)
B <- sqrtmat(A)
B %*% t(B)
A
dynmix documentation built on July 9, 2023, 7:22 p.m.
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| sqrtmat | R Documentation |
Computes the Square Root of a Matrix.
Description
This function computes the square root of a matrix.
Usage
sqrtmat(A)
Arguments
A |
symmetric positive-definite |
Value
matrix B such that BB'=A
References
https://en.wikipedia.org/wiki/Square_root_of_a_matrix
Examples
A <- matrix(c(5,1,1,3),2,2)
B <- sqrtmat(A)
B %*% t(B)
A
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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