Hi Rick,

I have a question but didn't know exactly where I should post it. It concerns finding the root of a square matrix (particularly a correlation matrix). I've been using the ROOT function which returns the Cholesky root. There seem to be several other ways to obtain a root matrix (e.g. the GSORTH call). Is there a method that is more computationally stable than others? I need to do this in some simulations and the ROOT function seems to balk once in a while. I would appreciate your comments.