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Feb
18
comment Symbolic Optimisation
excellent thanks
Feb
9
comment Obtaining the square-root of a general positive definite matrix
Thanks - reducing it to a nearly-symmetric matrix solves the speed problem. One could use RootReduce[] as a hack too.
Feb
9
comment Obtaining the square-root of a general positive definite matrix
sorry, that was unclear. I have edited and simplified the question (hopefully what I'm trying to achieve is clear now). Basically, I have a horrible square root to find , which will exist, but I don't actually need to know the analytical result, just which entries in the solution matrix will be different from zero.
Feb
8
comment Obtaining the square-root of a general positive definite matrix
Is there a mapping rule I can use to test this?
Feb
8
comment Obtaining the square-root of a general positive definite matrix
Hi guys, this was my post originally but I lost my account name form yesterday. The matrix comes from the solution to a algebraic ricatti equation. Now, I know F is positive semi definite since it comes from some transition and diffusion matrices in a statespace representation. Obviously this is going to be an ugly output, but thinking about it , I only need to know which elements of the solution are different from zero.