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On Fractional Powers of a Matrix

 

作者: FrederickV. Waugh,   MartinE. Abel,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1967)
卷期: Volume 62, issue 319  

页码: 1018-1021

 

ISSN:0162-1459

 

年代: 1967

 

DOI:10.1080/01621459.1967.10500913

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Statisticians occasionally need to compute a fractional power of a matrix. In certain practical cases a matrixAis given, and the statistician wants to compute thepth power ofA, wherepis a fractional or negative number; that is, a matrixR, such thatR1/p=A. He can often get a satisfactory approximation toApby using several leading terms of a power series. This procedure is similar to that of inverting certain matrices by power series.

 

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