A matrix square root of a square matrix is a matrix
satisfying
The square uses matrix multiplication, not entry-by-entry multiplication. A matrix can have no square
root, finitely many square roots, or infinitely many square roots, even among complex matrices. For example, the nonzero nilpotent
matrix
has no square root, while the
identity matrix
has infinitely many.
If
has no eigenvalues on the nonpositive real
axis, it has a unique square root whose eigenvalues
have positive real parts. This is its principal matrix
square root, denoted
.
A real symmetric matrix that is positive
semidefinite also has a unique real symmetric
matrix square root that is positive
semidefinite. If its eigen decomposition
is
with
an orthogonal matrix, this root is
where the diagonal matrix contains the nonnegative square
roots of the eigenvalues. Matrix square roots
are computed in the Wolfram Language
using MatrixPower[a,
1/2].