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author Antonio Pino Robles <data.script93@gmail.com>
date Fri, 29 May 2015 09:48:36 +0200
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8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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1 function [X,k] = sqrtm_pd(A)
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Antonio Pino Robles <data.script93@gmail.com>
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2 %SQRTM_PD Square root of positive definite matrix via polar decomposition.
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Antonio Pino Robles <data.script93@gmail.com>
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3 % [X,K] = SQRT_PD(A) computes the Hermitian positive definite
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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4 % square root X of the Hermitian positive definite matrix A.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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5 % It computes the Hermitian polar factor of the Cholesky factor of A.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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6 % K is the number of Newton polar iterations used.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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7
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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8 R = chol(A);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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9 [U,H,k] = polar_newton(R);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
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10 X = H;