INTERNAL function to obtain square roots, B[[i]], of the penalty matrices S[[i]]'s having as few
columns as possible.
mini.roots(S, off, np, rank = NULL)a list of penalty matrices, in packed form.
a vector where the i-th element is the offset for the i-th matrix.
The elements in columns 1:off[i] of B[[i]] will be equal to zero.
total number of parameters.
here rank[i] is optional supplied rank of S[[i]]. Set rank[i] < 1, or
rank=NULL to estimate.
A list of matrix square roots such that S[[i]]=B[[i]]%*%t(B[[i]]).