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

[Ben Bolker]

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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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