sqrtm(): Matrix Square Root

sqrtm() computes a matrix B whose product B×B equals the input matrix. It is used in covariance transformations, control theory, and advanced linear algebra.

Matrix, not entry-wise root

sqrtm differs from applying sqrt() to entries. Results can be complex and may not be unique. Verify a candidate by multiply()ing it by itself, and inspect shape with size().

For symmetric positive-definite matrices, decompositions such as lu() or qr() may be useful depending on the task. Account for numerical error when checking equality.