root.matrix {strucchangeRcpp} | R Documentation |
Computes the root of a symmetric and positive semidefinite matrix.
root.matrix(X)
X |
a symmetric and positive semidefinite matrix |
a symmetric matrix of same dimensions as X
X <- matrix(c(1,2,2,8), ncol=2)
test <- root.matrix(X)
## control results
X
test %*% test