Last data update: 2014.03.03
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R: Root of a Matrix
root.matrix | R Documentation |
Root of a Matrix
Description
Computes the root of a symmetric and positive semidefinite matrix.
Usage
root.matrix(X)
Arguments
X |
a symmetric and positive semidefinite matrix
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Value
a symmetric matrix of same dimensions as X
Examples
X <- matrix(c(1,2,2,8), ncol=2)
test <- root.matrix(X)
## control results
X
test %*% test
Results
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