Given a matrix, how to solve X so that X*X=A in Mata?

[Ingrid Qiu]

sqrt() returns the element-wise square root of a matrix. Are there any function that can directly solve this matrix equation? Thanks.

[Christophe Kolodziejczyk]

help mata cholesky()

[Ingrid Qiu]

Thank you. By using the result of cholesky(), I only need a few more steps of transformation to get the square root of the symmetric matrix.

[Christophe Kolodziejczyk]

if A i symmetric you can use matpowersym(A,.5)

[Ingrid Qiu]

Oh, that sounds good. I will try that. Thanks.