Triangular Square Root of a Matrix

Discussion in 'MATLAB' started by Zahra Khan, Nov 21, 2007.

  1. Zahra Khan

    Zahra Khan Guest

    Hi!
    I'm trying to compute the triangular square root of a
    matrix for an astrodynamics application.
    Does anyone know of any MATLAB functions to do this?

    Specifically, a lower triangular matrix W is the triangular
    square root of a matrix P if:

    W*W'=P

    Thanks
    Z
     
    Zahra Khan, Nov 21, 2007
    #1

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  2. Zahra Khan

    Rune Allnor Guest

    Isn't that the Cholesky decomposition of P?

    Rune
     
    Rune Allnor, Nov 21, 2007
    #2

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  3. Zahra Khan

    Gene Dial Guest

    If P is symmetric positive definite, Cholesky algorithm.
     
    Gene Dial, Nov 21, 2007
    #3

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