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Journal of Time Series Econometrics

Editor-in-Chief: Hidalgo, Javier

2 Issues per year


Mathematical Citation Quotient (MCQ) 2015: 0.04

Online
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1941-1928
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The Square Root of a Matrix

Karim M. Abadir
  • Imperial College London
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. Export Citation

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