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

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
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function [X,k] = sqrtm_pd(A)
%SQRTM_PD    Square root of positive definite matrix via polar decomposition.
%   [X,K] = SQRT_PD(A) computes the Hermitian positive definite
%   square root X of the Hermitian positive definite matrix A.
%   It computes the Hermitian polar factor of the Cholesky factor of A.
%   K is the number of Newton polar iterations used.

R = chol(A);
[U,H,k] = polar_newton(R);
X = H;