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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- Karim M. Abadir & Jan R. Magnus, 2002.
"Notation in econometrics: a proposal for a standard,"
Royal Economic Society, vol. 5(1), pages 76-90, June.
- Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Discussion Paper 2001-8, Tilburg University, Center for Economic Research.
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