Mercurial > matrix-functions

comparison mftoolbox/sqrtm_pd.m @ 0:8f23314345f4 draft

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
Create local repository for matrix toolboxes. Step #0 done.
author Antonio Pino Robles <data.script93@gmail.com>
date Wed, 06 May 2015 14:56:53 +0200
parents
children
comparison
equal deleted inserted replaced
-1:000000000000 0:8f23314345f4
1 function [X,k] = sqrtm_pd(A)
2 %SQRTM_PD Square root of positive definite matrix via polar decomposition.
3 % [X,K] = SQRT_PD(A) computes the Hermitian positive definite
4 % square root X of the Hermitian positive definite matrix A.
5 % It computes the Hermitian polar factor of the Cholesky factor of A.
6 % K is the number of Newton polar iterations used.
7
8 R = chol(A);
9 [U,H,k] = polar_newton(R);
10 X = H;