invsqrt function

Return inverse square root of square positive-definite matrix.

Return inverse square root of square positive-definite matrix.

invsqrt(A)

Arguments

  • A: a numeric matrix

Returns

inverse square root of square positive-definite matrix.

Examples

require(Rsfar) X <- Bdiag(matrix(1:4,2,2), 3) invsqrt(t(X) %*% X)