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Principal square root of a positive semidefinite matrix
(
A
)
...
Mathematics
Area of mathematics
Algebra
Linear algebra
Quadratic form
Positive semidefinite matrix
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Words: 52
Articles: 1
If
A
=
Q
diag
(
λ
1
,
…
,
λ
n
)
Q
T
is real symmetric and positive semidefinite, its principal square root is
A
=
Q
diag
(
λ
1
,
…
,
λ
n
)
Q
T
.
(164)
It is symmetric and positive semidefinite, and is positive definite exactly when
A
is.
Table of contents
52
1
Polar decomposition of an invertible real matrix
Principal square root of a positive semidefinite matrix
23
Ancestors
(7)
Positive semidefinite matrix
Quadratic form
Linear algebra
Algebra
Area of mathematics
Mathematics
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