ask@allegra.UUCP (A.S. Krishnakumar) (10/30/84)
A correction to the note of ...browngr!jfh regarding square root of a matrix: A real symmetric matrix has real, but not necessarily non-negative eigenvalues. The square root algorithm given by jfh requires that A be positive semi-definite. It is easy to see why it must be so. The eigenvalues of A are the squares of those of B and hence must be non-negative (this assumes, of course, that we are restricting ourselves to real matrices). With this proviso, the algorithm is correct. Krishna