[R-sig-ME] Square root of a matrix

Asaf Weinstein asafw.at.wharton at gmail.com
Fri Jan 23 01:10:51 CET 2015


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!

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