R/SqrtInvMat.R

In seonjoo/lcca:

#' Title
#'
#' @param matrix
#'
#' @return res
#' @export
#'
#' @examples
SqrtInvMat <-
  function(matrix)
  {
    x <- as.matrix(matrix)

    fac <- svd(x)


    res <-(fac$v %*% (diag(1/sqrt(fac$d),nrow = length(fac$d))) %*% t(fac$u))

    return(res)

  }