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https://issues.apache.org/jira/browse/MATH-883?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles updated MATH-883:
------------------------
Attachment: MATH-883.patch
OK to apply the attached patch?
> "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
> Labels: features
> Fix For: 3.1
>
> Attachments: MATH-883.patch
>
>
> 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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