matrixsqrt function

Matrix squared root

Matrix square root of a matrix using the eigendecomposition.

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

Arguments

• S: A squered matrix
• tol: Tolerance for the igenvalues

Details

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

Returns

The matrix square root of the argument

Author(s)

Jose Luis Vicente Villardon

Examples

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