Recent content by cpp6f

  1. C

    Graduate Derivative of matrix square root

    I forgot to mention that A is positive definitive. So the principle square root of A (the square root that is also positive definitive)
  2. C

    Graduate Derivative of matrix square root

    If I have a matrix valued function A(x) of some scalar x, how do I compute the derivative of the square root of A with respect to x? It seems like it should be simple, but I can't find it anywhere on the internet. Thanks!
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    Graduate Nearest block diagonal matrix to a given matrix

    Okay, I figured it out myself. After thinking about it for a week, I solve it right after posting!
  4. C

    Graduate Nearest block diagonal matrix to a given matrix

    Suppose I have a matrix that I want to reduce to block diagonal form. Obviously, the block diagonal form is not unique as each of the diagonal blocks is defined only to within a unitary rotation. So I want to find the block diagonal matrix that is closest to the original matrix in terms of the...