Gilles created MATH-883:
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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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