Message-ID: <54C51463.4050108@gmail.com>
Date: 2015-01-25T16:05:55Z
From: Ben Bolker
Subject: Square root of a matrix
In-Reply-To: <CAGG0PdD97LFung_B8eE_EyO7WT-K+wrH6T51zbCoEhQ55z=nFw@mail.gmail.com>
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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 ... ?
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