File: sqroot.cat

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sqroot            Scilab Group            Scilab Function            sqroot
NAME
   sqroot - W*W' hermitian factorization
  
CALLING SEQUENCE
 sqroot(X)
PARAMETERS
 X    : symmetric non negative definite real or complex matrix
      
DESCRIPTION
   returns W such that  X=W*W' (uses SVD).
  
EXAMPLE
 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, svd