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sqroot Scilab Group Scilab Function sqroot
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sqroot - W*W' hermitian factorization
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X : symmetric non negative definite real or complex matrix
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returns W such that X=W*W' (uses SVD).
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X=rand(5,2)*rand(2,5);X=X*X';
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X=rand(5,2)+%i*rand(5,2);X=X*X';