Matrix square root and Cholesky factorization

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Andrea Tantucci
Andrea Tantucci 2022-5-9
评论： Andrea Tantucci 2022-5-9
Hello i would like to find the square root of a symmetric and positive definite matrix. If i use chol (Cholesky factorization), the upper triangular matrix can be used as the original matrix square root or i need to do some more passages?
Thanks in advance
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Torsten
Torsten 2022-5-9
The usual square root S of a matrix M is a matrix with S*S=M, and you get this S via S = sqrtm(M).
If you want to define a matrix S with S'*S = M as the square root of M, you can do this. Then S = chol(M).
It's your decision.

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