root.matrix: Root of a Matrix

Description Usage Arguments Details Value

Description

Computes the root of a symmetric and positive semidefinite matrix.

Usage

1

Arguments

X

A symmetric and positive semidefinite matrix.

Details

Eigenvalues smaller than zero are replaced by the minimum of the smallest positive eigenvalue and their absolute value.

Value

A symmetric matrix of same dimension as X.


schiffner/locClass documentation built on May 29, 2019, 3:39 p.m.