Matrix Square Root

AKA: Square Root of a Matrix.
See: Matrix Product, Mathematics, Square Root, Matrix (Mathematics), Mathematics of Computation.

References

(Wikipedia, 2017) ⇒ https://en.wikipedia.org/wiki/Square_root_of_a_matrix Retrieved:2017-6-26.
- In mathematics, the square root of a matrix extends the notion of square root from numbers to matrices.
  Matrix is said to be a square root of if the matrix product is equal to .

(Wikipedia, 2021) ⇒ https://en.wikipedia.org/wiki/Square_root_of_a_matrix Retrieved:2021-9-24.
- In mathematics, the square root of a matrix extends the notion of square root from numbers to matrices. A matrix is said to be a square root of if the matrix product $BB$ is equal to .
  Some authors use the name square root or the notation $A 1/2$ only for the specific case when is positive semidefinite, to denote the unique matrix that is positive semidefinite and such that $BB = B T B = A$ (for real-valued matrices, where $B T$ is the transpose of ).
  Less frequently, the name square root may be used for any factorization of a positive semidefinite matrix as , as in the Cholesky factorization, even if $BB \neq A$ . This distinct meaning is discussed in '.