R/matsqrt.R

In musto101/wilcox_R: What the package does (short line)

matsqrt <-
function(x) {
       xev1<-NA
         xe <- eigen(x)
         xe1 <- xe$values
         if(all(xe1 >= 0)) {
             xev1 <- diag(sqrt(xe1))
         }
if(is.na(xev1[1]))stop("The matrix has negative eigenvalues")
         xval1 <- cbind(xe$vectors)
         xval1i <- solve(xval1)
         y <- xval1 %*% xev1 %*% xval1i
y
 }