Contents

matsqrt()

Usage:

matsqrt(A [, symmetric:T or [lower:T]), square positive semi-definite
   matrix A with no MISSING values

Keywords: matrices

B <- matsqrt(A) computes a matrix square root B of a positive
semi-definite REAL matrix A with no MISSING values.  B satisfies
B' %*% B = A.  B can also be computed by cholesky(A).

B <- matsqrt(A, lower:T) returns the lower triangular matrix square
root of A.

B <- matsqrt(A, symmetric:T) returns the symmetric matrix square
root of A.  B satisfies B %*% B = A

See also cholesky().