Matrix square root for a not-perfectly PSD matrix #8
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This method zeros out any negative eigenvalues before taking the matrix square root. This ensures that the matrix square root of a known-to-be PSD matrix continues to have real eigenvalues. This is useful sometimes in cases where one wants something like$\sqrt{A^\dagger A}$ but $A^\dagger A$ is imperfectly computed and has numerically small negative eigenvalues.