Math 2.0

Linear and multilinear algebra; matrix theory Concept

Square root of a positive semidefinite matrix

Summary

The square root of a positive semidefinite matrix AA is the unique positive semidefinite matrix BB with B2=AB^2 = A.

Further reading

  1. Web https://en.wikipedia.org/wiki/Square_root_of_a_matrix, Positive semidefinite matrices
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