W*W' hermitian factorization
sqroot(X)
symmetric non negative definite real or complex matrix
returns W such that X=W*W' (uses SVD).
X=W*W'
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)