Last data update: 2014.03.03
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R: Square Root of Matrix by Spectral Decomposition
Square Root of Matrix by Spectral Decomposition
Description
Obtains the square root of a symmetric matrix by spectral decomposition.
Usage
msqrt(a)
Arguments
Value
msqrt returns the square root of a symmetric matrix, obtained via spectral decomposition
Author(s)
Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
See Also
npqr
Results
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