msqrtInv {covKCD} | R Documentation |
Compute the inverse of the symmetric square root of a matrix.
msqrtInv(M)
M |
a positive definite matrix. |
a positive definite matrix.
Peter Hoff
S<-rWishart(1,5,diag(5))[,,1]
solve(S)
iSh<-msqrtInv(S)
iSh%*%iSh