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Calculating the square root of n×n positive-semidefinite real matrix A
- From: Jonathan Leto <jaleto at gmail dot com>
- To: gsl-discuss at sourceware dot org
- Cc: "Laskin, Nick" <nick dot laskin at tdsecurities dot com>
- Date: Thu, 1 Jul 2010 13:24:06 -0700
- Subject: Calculating the square root of n×n positive-semidefinite real matrix A
Howdy,
I maintain the Math::GSL CPAN [0] module and recently a user asked me
how to calculate the square root of a n×n positive-semidefinite real
matrix A. I browsed
through the GSL documentation and did not immediately find anything.
Is there a way to do this currently with GSL?
Thanks,
Duke
[0] - http://search.cpan.org/dist/Math-GSL/
--
Jonathan "Duke" Leto
jonathan@leto.net
http://leto.net