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Journal of Time Series Econometrics

Editor-in-Chief: Hidalgo, Javier

2 Issues per year


Mathematical Citation Quotient (MCQ) 2016: 0.10

Online
ISSN
1941-1928
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The Square Root of a Matrix

Karim M. Abadir
Published Online: 2012-11-14 | DOI: https://doi.org/10.1515/1941-1928.1140

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

About the article

Published Online: 2012-11-14


Citation Information: Journal of Time Series Econometrics, ISSN (Online) 1941-1928, DOI: https://doi.org/10.1515/1941-1928.1140.

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©2012 Walter de Gruyter GmbH & Co. KG, Berlin/Boston. Copyright Clearance Center

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