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- From: Kevin.D.Brunson.1@nd.edu (Kevin D. Brunson)
- Newsgroups: comp.theory
- Subject: Matrix Square Root
- Message-ID: <Kevin.D.Brunson.1-080992181444@davmac27.oshaughnessy.lab.nd.edu>
- Date: 8 Sep 92 23:27:08 GMT
- Sender: news@news.nd.edu (USENET News System)
- Organization: Notre Dame
- Lines: 13
-
-
- This is the first message I have posted to this service so I hope that
- this is the most appropriate group.
- The problem I have seems like a simple one: How do I calculate the
- square root of a symetric matrix? Theoretically, if a matrix A is positive
- semidefinite then there exists a matrix B that is the square root of A such
- that A = B*B. I have consulted Lancaster and Tismenetsky's "The Theory of
- Matrices" but a programmable algorithm is not obvious. The matrix I have
- generated in monte carlo experiments is 10 x 10 but I could use a smaller
- one if I could find an operationalization of a method.
- Hope I hear from someone.
-
- Kevin Brunson
-