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  1. Commons Math
  2. MATH-883

"getSquareRoot" in "EigenDecomposition"

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Details

    • New Feature
    • Status: Closed
    • Minor
    • Resolution: Fixed
    • None
    • 3.1
    • None

    Description

      I propose to add a method "getSquareRoot" in class "EigenDecomposition" (package "o.a.c.m.linear").
      When assuming that the matrix is symmetric and positive definite, the implementation is trivial (see "By diagonalisation").

      I would also suggest that the "isSymmetric" method be moved from "EigenDecomposition" to "MatrixUtils".

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        1. MATH-883.diff
          5 kB
          Gilles Sadowski

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            erans Gilles Sadowski
            erans Gilles Sadowski
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              Created:
              Updated:
              Resolved: