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