added sqrtm

miscmaths.cc

@@ -1368,6 +1368,16 @@ ReturnMatrix sqrt(const Matrix& mat)
   return res;
 }
 
+ReturnMatrix sqrtm(const Matrix& mat)
+{
+	Matrix res, tmpU, tmpV;
+	DiagonalMatrix tmpD;
+	SVD(mat, tmpD, tmpU, tmpV);
+	res = tmpU*sqrt(tmpD)*tmpV.t();
+	res.Release();
+	return res;
+}
+
 ReturnMatrix log(const Matrix& mat)
 {
   Matrix res = mat;

miscmaths.h

@@ -214,6 +214,7 @@ namespace MISCMATHS {
   ReturnMatrix dist2(const Matrix& mat1, const Matrix& mat2);
   ReturnMatrix abs(const Matrix& mat);
   ReturnMatrix sqrt(const Matrix& mat);
+  ReturnMatrix sqrtm(const Matrix& mat);
   ReturnMatrix log(const Matrix& mat);
   ReturnMatrix exp(const Matrix& mat);
   ReturnMatrix tanh(const Matrix& mat);