Calculation Results
1. What is a matrix square root?
A matrix \(X\) is called a square root of a square matrix \(A\) if
In general a matrix may have zero, one, or many square roots (over the reals or complex numbers). For real symmetric positive definite matrices there exists a unique symmetric positive definite square root, called the principal square root, usually denoted \(A^{1/2}\).
2. How to compute a matrix square root — common methods
- Diagonal (or diagonalizable) matrices: If \(A = VDV^{-1}\) with \(D=\operatorname{diag}(d_i)\), then one square root is \[ X = V\,\operatorname{diag}(\pm\sqrt{d_i})\,V^{-1}, \] provided the \(d_i\) admit square roots (e.g. \(d_i>0\) for real principal roots).
- Symmetric positive definite case: if \(A\) is symmetric positive definite and \(A=V D V^{T}\) orthogonally diagonalizes, the principal (symmetric) square root is \[ A^{1/2} = V \operatorname{diag}(\sqrt{d_i}) V^{T}. \]
- Schur method (numerical): compute real Schur \(A = Q T Q^{T}\) with \(T\) quasi-triangular, compute a square root \(S\) of \(T\) blockwise, then set \(X = Q S Q^{T}\).
- Matrix Newton iteration (numerical): \[ X_{k+1} = \tfrac{1}{2}\left(X_k + X_k^{-1} A\right), \] starting from a suitable \(X_0\), converges quadratically to a square root under conditions.
3. Worked examples
Example 1 — diagonal matrix (easy)
Since \(A\) is diagonal, take square roots of diagonal entries (principal positive roots):
Check: \(\begin{pmatrix}2 &0\\0&3\end{pmatrix}^2 = \begin{pmatrix}4&0\\0&9\end{pmatrix}.\)
Example 2 — symmetric positive-definite 2×2 (diagonalization)
Let
Compute eigen-decomposition. Eigenvalues are \(\lambda_1=9,\ \lambda_2=1\); orthonormal eigenvectors form
Principal square root (use positive roots):
Carrying out the multiplication (since \(V\) is orthogonal):
Check: \(\begin{pmatrix}2&1\\1&2\end{pmatrix}^2=\begin{pmatrix}5&4\\4&5\end{pmatrix}=A.\)
4. Common mistakes
- Treating square root element-wise: \(A^{1/2}\) is not generally \((\sqrt{a_{ij}})\).
- Assuming existence for arbitrary matrices: not every real matrix has a real square root (or a symmetric real square root). Check eigenvalues and Jordan blocks.
- Using diagonalization without checking: diagonalization requires a full set of eigenvectors; if \(A\) is not diagonalizable use Schur/Jordan methods.
- Mixing signs: eigenvalues have two square roots \(\pm\sqrt{\lambda}\); principal square root uses the positive branch for positive eigenvalues.
- Neglecting numerical stability: computing square roots for nearly defective matrices requires stable algorithms (Schur + careful block solves or Newton iteration).
5. Practice problems
Try these problems. Click Show Answer to reveal the (principal) square root.
Exercise 1
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Exercise 2
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(See worked Example 2.)
Exercise 3
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This is the principal symmetric square root (use positive root \(\sqrt{3}\)).
Exercise 4
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Diagonal case: take positive square roots on the diagonal.
To study matrix square roots further, you may also want the matrix rank calculator, SVD calculator, and RREF calculator.