mhalf | R Documentation |
Returns the unique symmetric positive definite square root matrix of a provided symmetric positive definite matrix.
mhalf(M)
M |
A symmetric positive definite matrix. |
The unique symmetric positive definite matrix X such that XX = M.
Peter Hoff.
Y <- matrix(stats::rnorm(4), nrow = 2) M <- Y %*% t(Y) X <- mhalf(M) X identical(M, X %*% X)
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