Timeline for Finding the Square-Root of a Non-diagonalizable Positive Matrix
Current License: CC BY-SA 2.5
5 events
| when toggle format | what | by | license | comment | |
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| Sep 15, 2023 at 11:57 | comment | added | Demurgos | @user2734 DOI link for the paper you linked: doi.org/10.1016/0024-3795(87)90118-2 (Computing real square roots of a real matrix by Nicholas J. Higham) | |
| Feb 4, 2010 at 15:03 | comment | added | algori | unknown -- here we have to find powers of the same matrix, not to multiply arbitrary matrices; computing powers is cheap e.g. one can find a Jordan form first (which the general method involves anyway). | |
| Feb 4, 2010 at 7:45 | comment | added | user2734 | After some googling, I've found this paper: maths.manchester.ac.uk/~nareports/narep89.pdf. The paper should contain an efficient algorithm for real matrices, and references for algorithms for complex matrices. It seems to me that using a polynomial function for the square root might be inefficient (a lot of matrix multiplications). | |
| Feb 4, 2010 at 7:18 | history | edited | algori | CC BY-SA 2.5 |
fixed a typo in the formula
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| Feb 4, 2010 at 6:20 | history | answered | algori | CC BY-SA 2.5 |