The Square Root of a Matrix
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 given.
|Date of creation:||Jun 2012|
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- 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.
- repec:cup:cbooks:9780521822893 is not listed on IDEAS
- Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469, October.
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