[Math] power series expansion of the square root of a Hermitian matrix

linear algebramatricespower series

Is there a power series expansion of the square root of a Hermitian matrix, as a procedure to calculate the square root without taking the inverse or diagonalizing the matrix? I find for scalar number $x$, $$\sqrt{x}=\sum_{k=0}^\infty \frac{(-1)^k \left((-1+x)^k \left(-\frac12\right)_k\right)}{k!}\qquad\text{for }|-1+x|<1$$, under what condition can I use the same expansion for a matrix?

Best Answer

If $H$ is semi-definite positive, choose $c$ positive and large enough so that $H\le2cI$ and use $$ \sqrt{H}=\sqrt{c}\sqrt{I-(I-c^{-1}H)}=\sqrt{c}I-\sqrt{c}\sum_{k=1}^{+\infty}\frac1{2k-1}{2k\choose k}\frac1{4^k}(I-c^{-1}H)^k. $$