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

Author(s)

Achim Zeileis zeileis@ci.tuwien.ac.at

Examples

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