dynmix (version 2.1)

sqrtmat: Computes the Square Root of a Matrix.

Description

This function computes the square root of a matrix.

Usage

sqrtmat(A)

Value

matrix

\(B\) such that \(BB'=A\)

Arguments

A

symmetric positive-definite matrix

References

https://en.wikipedia.org/wiki/Square_root_of_a_matrix

Examples

A <- matrix(c(5,1,1,3),2,2)
B <- sqrtmat(A)
B %*% t(B)
A