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 given.
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Bibliographic InfoPaper provided by The Rimini Centre for Economic Analysis in its series Working Paper Series with number 21_12.
Date of creation: Jun 2012
Date of revision:
square root function; matrix algebra; Jordan decomposition;
Other versions of this item:
- C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-06-25 (All new papers)
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, October.
- 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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