The Square Root of a Matrix

Karim M. Abadir ()
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Karim M. Abadir: Imperial College Business School, UK

Working Paper series from Rimini Centre for Economic Analysis

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 given.

Keywords: square root function; matrix algebra; Jordan decomposition (search for similar items in EconPapers)
JEL-codes: C39 (search for similar items in EconPapers)
Date: 2012-06
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Citations: View citations in EconPapers (1)

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Related works:
Journal Article: The Square Root of a Matrix (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:rim:rimwps:21_12

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