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Scilab Help >> Linear Algebra > Factorization > sqroot

sqroot

W*W' hermitian factorization

Syntax

sqroot(X)

Arguments

X

symmetric non negative definite real or complex matrix

Description

returns W such that X=W*W' (uses SVD).

Examples

X=rand(5,2)*rand(2,5);X=X*X';
W=sqroot(X)
norm(W*W'-X,1)

X=rand(5,2)+%i*rand(5,2);X=X*X';
W=sqroot(X)
norm(W*W'-X,1)

See also

  • chol — Cholesky factorization
  • svd — singular value decomposition
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Last updated:
Mon Feb 12 19:26:47 CET 2018