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Square root of a matrix information


In mathematics, the square root of a matrix extends the notion of square root from numbers to matrices. A matrix B is said to be a square root of A if the matrix product BB is equal to A.[1]

Some authors use the name square root or the notation A1/2 only for the specific case when A is positive semidefinite, to denote the unique matrix B that is positive semidefinite and such that BB = BTB = A (for real-valued matrices, where BT is the transpose of B).

Less frequently, the name square root may be used for any factorization of a positive semidefinite matrix A as BTB = A, as in the Cholesky factorization, even if BB ≠ A. This distinct meaning is discussed in Positive definite matrix § Decomposition.

  1. ^ Higham, Nicholas J. (April 1986), "Newton's Method for the Matrix Square Root" (PDF), Mathematics of Computation, 46 (174): 537–549, doi:10.2307/2007992, JSTOR 2007992

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