Re: [S] Matrix Square Root

Roger Koenker (roger@ysidro.econ.uiuc.edu)
Tue, 21 Apr 1998 17:32:34 -0500 (CDT)


Major Cholesky would be disappointed.....

> is there a similar function in S+ like sqrtm()?

> sqrt(X) = > Eigvectors %*% Diag(sqrt(Eigenvalues)) %*% (Eigenvectors)^(-1).
>

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