mhalf function

Symmetric square root of a matrix

Symmetric square root of a matrix

Computes the symmetric square root of a positive definite matrix

mhalf(M)

Arguments

  • M: a positive definite matrix

Returns

a matrix H such that H^2 equals M

Author(s)

Peter Hoff

  • Maintainer: Peter Hoff
  • License: GPL-3
  • Last published: 2024-02-20