R: Root of a Matrix

root.matrix {strucchange} | R Documentation

## Root of a Matrix

### Description

Computes the root of a symmetric and positive semidefinite matrix.

### Usage

    root.matrix(X)

### Arguments

`X` | a symmetric and positive semidefinite matrix

### Value

a symmetric matrix of same dimensions as `X`

### Examples

    X <- matrix(c(1,2,2,8), ncol=2)
    test <- root.matrix(X)
    ## control results
    X
    test %*% test

[Package strucchange version 1.5-2 Index]