Matrix square root and Cholesky factorization

18 Ansichten (letzte 30 Tage)
Andrea Tantucci
Andrea Tantucci am 9 Mai 2022
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
  4 Kommentare
Torsten
Torsten am 9 Mai 2022
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.
Andrea Tantucci
Andrea Tantucci am 9 Mai 2022
Ok i understand, thank you very much

Melden Sie sich an, um zu kommentieren.

Antworten (0)

Kategorien

Mehr zu Spline Postprocessing finden Sie in Help Center und File Exchange

Tags

Produkte


Version

R2022a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by