Definite matrix: Difference between revisions

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Cholesky decomposition: Corrected a statement
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Some authors use the name ''square root'' and <math>M^\frac{1}{2}</math> for any such decomposition, or specifically for the [[Cholesky decomposition]],
or any decomposition of the form <math>M = B B</math>;
otherothers only use it for the non-negative square root.
 
If <math> M > N > 0 </math> then <math>M^\frac{1}{2} > N^\frac{1}{2} > 0</math>.