Computing real square roots of a real matrix

Higham, Nicholas J. (1987) Computing real square roots of a real matrix. Linear Algebra and its Applications, 88-89. pp. 405-430. ISSN 0024-3795

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Abstract

Björck and Hammarling [1] describe a fast, stable Schur method for computing a square root X of a matrix A (X2 = A). We present an extension of their method which enables real arithmetic to be used throughout when computing a real square root of a real matrix. For a nonsingular real matrix A conditions are given for the existence of a real square root, and for the existence of a real square root which is a polynomial in A; the number of square roots of the latter type is determined. The conditioning of matrix square roots is investigated, and an algorithm is given for the computation of a well-conditioned square root.

Item Type: Article
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 15 Linear and multilinear algebra; matrix theory
MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis
Depositing User: Ms Lucy van Russelt
Date Deposited: 05 Jul 2006
Last Modified: 20 Oct 2017 14:12
URI: http://eprints.maths.manchester.ac.uk/id/eprint/364

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