sqrt_eigen: Square Root Matrix using Eigen Values/Vectors

Description Usage Arguments

View source: R/utility.R

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/ztools documentation built on Nov. 8, 2019, 1:28 p.m.