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Definite matrix
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=== Square root === {{main|Square root of a matrix}} A Hermitian matrix <math>M</math> is positive semidefinite if and only if there is a positive semidefinite matrix <math>B</math> (in particular <math>B</math> is Hermitian, so <math>B^* = B</math>) satisfying <math>M = B B.</math> This matrix <math>B</math> is unique,<ref>{{harvtxt|Horn|Johnson|2013}}, p. 439, Theorem 7.2.6 with <math>k = 2</math></ref> is called the ''non-negative [[square root of a matrix|square root]]'' of <math>M,</math> and is denoted with <math>B = M^\frac{1}{2}.</math> When <math>M</math> is positive definite, so is <math>M^\frac{1}{2},</math> hence it is also called the ''positive square root'' of <math>M .</math> The non-negative square root should not be confused with other decompositions <math>M = B^* B.</math> Some authors use the name ''square root'' and <math>M^\frac{1}{2}</math> for any such decomposition, or specifically for the [[Cholesky decomposition]], or any decomposition of the form <math>M = B B;</math> others only use it for the non-negative square root. If <math>M \succ N \succ 0</math> then <math>M^\frac{1}{2} \succ N^\frac{1}{2} \succ 0.</math>
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