sqroot

Scilab Function
Last update : April 1993

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).

### Examples

    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` ,