sqrt_eigen: Square Root Matrix using Eigen Values/Vectors

Description Usage Arguments

Description

Compute a square root matrix using the eigenvalue/vector spectral decomposition.

Usage

1
sqrt_eigen(x, symmetric = FALSE)

Arguments

x

semi-positive definite matrix

symmetric

logical; indicates to eigen if x is symmetric


wzhorton/hortonlib documentation built on May 9, 2019, 8:19 a.m.