sqrtm                  package:rggm                  R Documentation

_S_q_u_a_r_e_d _r_o_o_t _m_a_t_r_i_x _o_f _a _g_i_v_e_n _s_y_m_m_e_t_r_i_c _m_a_t_r_i_x

_D_e_s_c_r_i_p_t_i_o_n:

     Comupting the squared root matrix of a symmetric matrix based on
     the eigenvalue decomposition.

_U_s_a_g_e:

     sqrtm(m)

_A_r_g_u_m_e_n_t_s:

       m: A positive definite matrix

_V_a_l_u_e:

     A symmetrix matrix with dimesion 'dim(m)'.

_A_u_t_h_o_r(_s):

     Masashi Miyamura

_E_x_a_m_p_l_e_s:

     m <- matrix(c(1.0, 0.8, 0.3,
                   0.8, 1.0, 0.1,
                   0.3, 0.1, 1.0),
                 3, 3)
     sqrtm(m) %*% sqrtm(m) # identical to m

