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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-883) "getSquareRoot" in "EigenDecomposition"
Date Sat, 27 Oct 2012 00:23:11 GMT
Gilles created MATH-883:
---------------------------

             Summary: "getSquareRoot" in "EigenDecomposition"
                 Key: MATH-883
                 URL: https://issues.apache.org/jira/browse/MATH-883
             Project: Commons Math
          Issue Type: New Feature
            Reporter: Gilles
            Assignee: Gilles
            Priority: Minor
             Fix For: 3.1


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"|http://en.wikipedia.org/wiki/Square_root_of_a_matrix]).

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

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