powered by
Inverse of the Matrix square root of a matrix using the eigendecomposition.
matrixsqrtinv(S, tol = sqrt(.Machine$double.eps))
The inverse matrix square root of the argument
A squered matrix
Tolerance for the igenvalues
Jose Luis Vicente Villardon
Inverse of the Matrix square root of a matrix using the eigendecomposition and removing the eigenvalues smaller than a tolerance
ginv
data(iris) x=as.matrix(iris[,1:4]) S= t(x) matrixsqrtinv(S)
Run the code above in your browser using DataLab