Recent content by cpp6f

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

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!

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

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...