msqrt: Symmetric matrix square root of a positive definite matrix

Description Usage Arguments Value

View source: R/utils_enkpf.R

Description

use eigenvalue decompostion

Usage

1
msqrt(A)

Arguments

A

a symmetric matrix

Value

S such that S'S = A


robertsy/assimilr documentation built on May 27, 2019, 10:33 a.m.