^{1}To obtain the square root of a matrix, say matrix , follow these steps.

- 1.
- Determine the eigenvalues of the matrix.
- 2.
- For each eigenvalue determine the correspending eigenvector
- 3.
- Construct the Matrix whose columns are the eigenvectors . i.e. the ﬁrst column will be the vector etc...
- 4.
- Construct matrix with diagonal elements that contains the . i.e. , , and so forth. (This is the Jordan form for real distinct eigenvalues)
- 5.
- Now

In Matlab, the command expm() can be used to calculate sqrt of a matrix.