solve_eigen_sqrt: Get the square root of a matrix using eigenvalue...

View source: R/transform_residuals.R

solve_eigen_sqrtR Documentation

Get the square root of a matrix using eigenvalue decomposition, and solve for a linear system

Description

Solve for x in the linear system Ax = b, where A is a symmetric matrix square root of M with eigenvalue decomposition such that AA = M.

Usage

solve_eigen_sqrt(M, b)

Arguments

M

a symmetric positive definite/semi-definite matrix

b

a numeric vector or matrix


marklhc/bootmlm documentation built on May 24, 2023, 9:59 a.m.