sqroot W*W' hermitian factorization

## Syntax

    sqroot(X)

## Arguments

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