Square root of a matrix

Thanks a lot Ben!

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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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Square root of a matrix

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