PyTorch: Square root of a positive semi-definite matrix

[KFrank]

Hello Leo!

@Leockl

Using PyTorch, I am wanting to work out the square root of a positive semi-definite matrix.

Perform the eigendecomposition of your matrix and then take the
square-root of your eigenvalues. (If any of your eigenvalues of your
semi-definite matrix show up as numerically negative, replace them
with zero.)

For more detail, see this post:

Raising a tensor to a fractional power

Hi mmutic! A standard approach to exponentiating a matrix is to calculate its eigendecomposition and then exponentiate the eigenvalues. Here is a pytorch version 0.3.0 script that illustrates this: import torch print (torch.__version__) m = torch.FloatTensor([[.5,.5],[.7,.9]]) # original matrix # desired result mres = torch.FloatTensor ([[ 2.69776664, -1.10907208], [-1.55270001, 1.81051025]]) evals, evecs = torch.eig (m, eigenvectors = True) # get eigendecomposition evals = e…

Best.

K. Frank