Newton’s method for the matrix square root
Newton’s method for the matrix square root
One approach to computing a square root of a matrix <italic>A</italic> is to apply Newton’s method to the quadratic matrix equation <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper F left-parenthesis upper X right-parenthesis identical-to upper X squared minus upper A equals 0"> <mml:semantics> <mml:mrow> <mml:mi>F</mml:mi> <mml:mo stretchy="false">(</mml:mo> <mml:mi>X</mml:mi> <mml:mo stretchy="false">)</mml:mo> <mml:mo>≡<!-- ≡ …