The Square Root of a Matrix

7 Pages Posted: 15 Jan 2012 Last revised: 26 Feb 2012

See all articles by Karim M. Abadir

Karim M. Abadir

Imperial College Business School

Date Written: January 14, 2012

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.

Suggested Citation

Abadir, Karim M., The Square Root of a Matrix (January 14, 2012). Available at SSRN: https://ssrn.com/abstract=1985279 or http://dx.doi.org/10.2139/ssrn.1985279

Karim M. Abadir (Contact Author)

Imperial College Business School ( email )

South Kensington Campus
Exhibition Road
London SW7 2AZ, SW7 2AZ
United Kingdom

HOME PAGE: http://www3.imperial.ac.uk/portal/page?_pageid=61,629646&_dad=portallive&_schema=PORTALLIVE

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