Square root of a matrix
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On 15-01-22 07:10 PM, Asaf Weinstein wrote:
Hi, If Q is a positive-definite matrix, what is the most popular function to obtain a matrix B s.t. B'B = Q? I found pdFactor() (in the nlme package) and just wanted to know if there are more basic functions for this purpose. Thank you! Asaf
?chol, which can be found in base R and extended (via new methods for chol, and ?Cholesky) in Matrix ... ? -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.11 (GNU/Linux) iQEcBAEBAgAGBQJUxRRjAAoJEOCV5YRblxUHTZsH/1hBQsUYf8NXeYYAJRbXKbnD fe5HMKLPVWnn1TziPLPSHB9hfFPD7esh8+YhVN6oVyE/iALeKwknbDcEOKAGwnI6 iM2TdV2wNLTnneFydPfUw9GpHYZ0RLT2mJ+rdLwEAUfTF7B/UVoF8vMV/P/ERCCo wdo4F532+3QDhDaH11wgHoidnLT0Ns0g11gm1/QrdrHVnHVZTh7usYqguDMim1WN oicnF4PsxSpMrFHQL9dUSPxBRgSM4oqBK9eCCQpi7UhCL8nzwbPAujsNPkoUsIFe H8CaDncupIYYmMoQo0DKvxlPQgb1N+ylnRC12v1Ljf/JlUSnNKB4CjVkuUfPfIA= =s0a+ -----END PGP SIGNATURE-----