Seminar series
Date
Thu, 19 Oct 2006
Time
14:00 -
15:00
Location
Comlab
Speaker
Prof Nick Higham
Organisation
University of Manchester
The aim of this talk is to give some understanding of the theory of matrix $p$'th roots (solutions to the nonlinear matrix equation $X^{p} = A$), to explain how and how not to compute roots, and to describe some applications. In particular, an application in finance will be described concerning roots of transition matrices from Markov models.