[Numpy-discussion] Matrix square root

[Andrew Nesbit]

Bernard Frankpitt <frankpit at erols.com> writes:

[snip... finding matrix square root through eigenvalue decomposition.]

> The only problem with this approach is that you have to find all the
> eigenvalues and eigenvectors to get the spectral decomposition.  For
> large, poorly conditioned matrices this can be a source of significant
> errors, and a lot of work. An alternative, and often faster and more
> accurate approach is to use a series expansion for the square
> root. Evaluating the series expansion only requires multiplication.

This technique sounds like it's definitely worth checking out.

Thankyou for the tip.

Andrew.