matrixsqrtinv: Inverse of the Matrix squared root

In villardon/MultBiplotR: Multivariate Analysis Using Biplots in R

Description

Inverse of the Matrix square root of a matrix using the eigendecomposition.

Usage

matrixsqrtinv(S, tol = sqrt(.Machine$double.eps))

Arguments

S	A squered matrix
tol	Tolerance for the igenvalues

Details

Inverse of the Matrix square root of a matrix using the eigendecomposition and removing the eigenvalues smaller than a tolerance

Value

The inverse matrix square root of the argument

Author(s)

Jose Luis Vicente Villardon

See Also

ginv

Examples

data(iris)
x=as.matrix(iris[,1:4])
S= t(x) 
matrixsqrtinv(S)

villardon/MultBiplotR documentation built on June 5, 2021, 8:55 a.m.