Square root of a matrix?

Konrad Hinsen hinsen at cnrs-orleans.fr
Mon Feb 5 12:18:39 EST 2001


sampe99 at my-deja.com writes:

> I'm looking for a module or a function that can
> preferably perform a n-root of a matrix or the x-
> power of a matrix (where x is a float). The
> second best alternative is a square root of a
> matrix.
> 
> The matrix is not symmetric so a cholesky
> factorization is not an option.

This is not really a Python question...

The most general approach is via eigenvalues, but for numerical
applications you should try to profit from any specificities of
your problem in order to get the best accuracy and speed. So the
starting point should be a book on numerical linear algebra,
or a more general one such as Numerical Recipes.
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