mhalf: The symmetric square root of a positive definite matrix.

Description Usage Arguments Value Author(s) Examples

View source: R/basic_tensor.R

Description

Returns the unique symmetric positive definite square root matrix of a provided symmetric positive definite matrix.

Usage

1
mhalf(M)

Arguments

M

A symmetric positive definite matrix.

Value

The unique symmetric positive definite matrix X such that XX = M.

Author(s)

Peter Hoff.

Examples

1
2
3
4
5
Y <- matrix(stats::rnorm(4), nrow = 2)
M <- Y %*% t(Y)
X <- mhalf(M)
X
identical(M, X %*% X)

tensr documentation built on May 19, 2017, 7:25 a.m.

Search within the tensr package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.