Matrix squared root
Matrix square root of a matrix using the eigendecomposition.
matrixsqrt(S, tol = sqrt(.Machine$double.eps))
S |
A squered matrix |
tol |
Tolerance for the igenvalues |
Matrix square root of a matrix using the eigendecomposition and removing the eigenvalues smaller than a tolerance
The matrix square root of the argument
Jose Luis Vicente Villardon
data(iris) x=as.matrix(iris[,1:4]) S= t(x) matrixsqrt(S)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.