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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