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Matrix square root of a matrix using the eigendecomposition.
matrixsqrt(S, tol = sqrt(.Machine$double.eps))
The matrix square root of the argument
A squered matrix
Tolerance for the igenvalues
Jose Luis Vicente Villardon
Matrix square root of a matrix using the eigendecomposition and removing the eigenvalues smaller than a tolerance
data(iris) x=as.matrix(iris[,1:4]) S= t(x) matrixsqrt(S)
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