sqrt_matrix | R Documentation |
Same thing as 'expm::sqrtm', but faster.
sqrt_matrix(mat, symmetric)
mat |
Matrix to find square root matrix of |
symmetric |
Is it symmetric? Passed to eigen. |
Square root of mat
mat <- matrix(c(1,.1,.1,1), 2, 2)
smat <- sqrt_matrix(mat=mat, symmetric=TRUE)
smat %*% smat
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