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The Square Root of a Matrix

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  • Abadir Karim M.

    (Imperial College London)

Abstract

This 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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File URL: http://www.degruyter.com/view/j/jtse.2012.4.issue-2/1941-1928.1140/1941-1928.1140.xml?format=INT
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Bibliographic Info

Article provided by De Gruyter in its journal Journal of Time Series Econometrics.

Volume (Year): 4 (2012)
Issue (Month): 2 (November)
Pages: 1-7

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Handle: RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:4

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  1. Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469, October.
  2. 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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