[R] Choleski and Choleski with pivoting of matrix fails

[simona.racioppi at libero.it]

Hi Everyone,

I need to take the square root of the following matrix:

                [,1]               [,2]                [,3]
[1,]  0.5401984 -0.3998675 -1.3785897
[2,] -0.3998675  1.0561872  0.8158639
[3,] -1.3785897  0.8158639  1.6073119

I tried Choleski which fails. I then tried Choleski with pivoting, but 
unfortunately the square root I get is not valid. I also tried eigen 
decomposition but i did no get far.

Any clue on how to do it?!

Thanks,
Simon