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

[Asaf Weinstein]

Thanks a lot Ben!

On 25 January 2015 at 11:05, Ben Bolker <bbolker at gmail.com> wrote:

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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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