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A matrix B is said to be a square root of A if the matrix product BB is equal to A. [1] Some authors use the name square root or the notation A 1/2 only for the specific case when A is positive semidefinite, to denote the unique matrix B that is positive semidefinite and such that BB = B T B = A (for real-valued matrices, where B T is the ...
Square roots that are not the all-zeros matrix come in pairs: if R is a square root of M, then −R is also a square root of M, since (−R)(−R) = (−1)(−1)(RR) = R 2 = M. A 2×2 matrix with two distinct nonzero eigenvalues has four square roots. A positive-definite matrix has precisely one positive-definite square root.
In linear algebra, the characteristic polynomial of a square matrix is a polynomial which is invariant under matrix similarity and has the eigenvalues as roots.It has the determinant and the trace of the matrix among its coefficients.
A square matrix is a matrix with the same number of rows and columns. [5] An n-by-n matrix is known as a square matrix of order n. Any two square matrices of the same order can be added and multiplied. The entries a ii form the main diagonal of a square matrix. They lie on the imaginary line that runs from the top left corner to the bottom ...
Let A be a square n × n matrix with n linearly independent eigenvectors q i (where i = 1, ..., n).Then A can be factored as = where Q is the square n × n matrix whose i th column is the eigenvector q i of A, and Λ is the diagonal matrix whose diagonal elements are the corresponding eigenvalues, Λ ii = λ i.
If X is a diagonal matrix, sin X and cos X are also diagonal matrices with (sin X) nn = sin(X nn) and (cos X) nn = cos(X nn), that is, they can be calculated by simply taking the sines or cosines of the matrices's diagonal components. The analogs of the trigonometric addition formulas are true if and only if XY = YX: [2]
Spaces within a formula must be directly managed (for example by including explicit hair or thin spaces). Variable names must be italicized explicitly, and superscripts and subscripts must use an explicit tag or template. Except for short formulas, the source of a formula typically has more markup overhead and can be difficult to read.
One concern with the Cholesky decomposition to be aware of is the use of square roots. If the matrix being factorized is positive definite as required, the numbers under the square roots are always positive in exact arithmetic. Unfortunately, the numbers can become negative because of round-off errors, in which case the algorithm cannot ...