The Square Root of a Matrix
AbstractThis note derives an explicit formula for the numerical calculation of the square root of a matrix, when this function exists. An example is given as an illustration of the formula. The condition for the existence of the square root is also illustrated.
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Bibliographic InfoArticle provided by De Gruyter in its journal Journal of Time Series Econometrics.
Volume (Year): 4 (2012)
Issue (Month): 2 (November)
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Web page: http://www.degruyter.com
Other versions of this item:
- C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Abadir,Karim M. & Magnus,Jan R., 2005.
Cambridge University Press, number 9780521822893, December.
- Abadir, K.M. & Magnus, J.R., 2001.
"Notation in Econometrics: A Proposal for a Standard,"
2001-8, Tilburg University, Center for Economic Research.
- Karim M. Abadir & Jan R. Magnus, 2002. "Notation in econometrics: a proposal for a standard," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 76-90, June.
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