To find the square root of the n X n matrix C, I use the eigenvalue decomposition [E L] = eig(C); to obtain sqrtC = E*sqrt(L)*E'. Now, I would like an analytic expression for sqrtC(n,c) when C is a correlation coefficient matrix with equal nondiagonal components c: For n = 2, C = [1 c; c 1] For n = 3, C = [1 c c; c 1 c; c c 1] etc. Any ideas? Greg