Matrix square root and Cholesky factorization
이전 댓글 표시
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
댓글 수: 4
Torsten
2022년 5월 9일
What do you want to hold ?
If you want S'*S = M, use chol(M), if you want S*S=M, use sqrtm(M).
Andrea Tantucci
2022년 5월 9일
Torsten
2022년 5월 9일
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
2022년 5월 9일
답변 (0개)
카테고리
도움말 센터 및 File Exchange에서 Spline Postprocessing에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!