matrixsqrtinv function

Inverse of the Matrix squared root

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

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

Returns

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)