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Matrix Square Root


A matrix square root of a square matrix A is a matrix X satisfying

 X^2=A.

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 [0 1; 0 0] has no square root, while the 2×2 identity matrix has infinitely many.

If A 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^(1/2). 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 A=QDQ^T with Q an orthogonal matrix, this root is

 A^(1/2)=QD^(1/2)Q^T,

where the diagonal matrix D^(1/2) contains the nonnegative square roots of the eigenvalues. Matrix square roots are computed in the Wolfram Language using MatrixPower[a, 1/2].


See also

Eigen Decomposition, Matrix Power, Positive Semidefinite Matrix, Square Root

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References

Higham, N. J. Functions of Matrices: Theory and Computation. Philadelphia, PA: SIAM, 2008.Higham, N. J. "What Is a Matrix Square Root?" May 21, 2020. https://nhigham.com/2020/05/21/what-is-a-matrix-square-root/.Johnson, C. R.; Okubo, K.; and Reams, R. "Uniqueness of Matrix Square Roots and an Application." Lin. Alg. Appl. 323, 51-60, 2001. https://doi.org/10.1016/S0024-3795(00)00243-3.

Cite this as:

Weisstein, Eric W. "Matrix Square Root." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MatrixSquareRoot.html

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