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 illustrated.

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Year of publication:	2012
Authors:	Abadir Karim M.
Published in:	Journal of Time Series Econometrics. - De Gruyter, ISSN 1941-1928. - Vol. 4.2012, 2, p. 1-7
Publisher:	De Gruyter

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010666676