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.

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Year of publication:	2012-06
Authors:	Abadir, Karim M.
Institutions:	Rimini Centre for Economic Analysis (RCEA)
Subject:	square root function \| matrix algebra \| Jordan decomposition

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Extent:	application/pdf
Series:	Working Paper Series.
Type of publication:	Book / Working Paper
Classification:	C39 - Econometric Methods: Multiple/Simultaneous Equation Models. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010551747