The Square Root of a Matrix

Abadir Karim M.
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Abadir Karim M.: Imperial College London

Journal of Time Series Econometrics, 2012, vol. 4, issue 2, 7

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.

Keywords: square root function; matrix algebra; Jordan decomposition (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1515/1941-1928.1140

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