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Analytic primary matrix functions by Jordan blocks
Definition
Let with , let be open with , where is the eigenvalue set from Eigenvalues, eigenvectors, eigenspaces , and the spectrum of an endomorphism, and let be holomorphic in the sense of Complex differentiability at a point, the complex derivative, holomorphic functions, and entire functions. Choose a Jordan representation in the convention of Jordan bases and Jordan canonical forms over the base field, which exists by Jordan form over the base field exists exactly when the characteristic polynomial splits and Fundamental theorem of algebra: every nonconstant complex polynomial has a complex root: where and has ones on its first superdiagonal and is nilpotent of order at most . Define the Jordan expression The analytic primary matrix function is this expression, with the same single scalar branch and its derivatives used in every block at a repeated eigenvalue. Its independence of the chosen Jordan representation is discharged by Jordan, contour, similarity, and normal-functional-calculus formulas agree ↗.
Depends on
- Finite Hermite data at distinct eigenvalues have a unique polynomial representative
- Jordan bases and Jordan canonical forms over the base field
- Jordan form over the base field exists exactly when the characteristic polynomial splits
- Fundamental theorem of algebra: every nonconstant complex polynomial has a complex root
- Complex differentiability at a point, the complex derivative, holomorphic functions, and entire functions
- Eigenvalues, eigenvectors, eigenspaces $E_\lambda(T)=\ker(T-\lambda I)$, and the spectrum $\sigma_F(T)$ of an endomorphism
Used by
- Finite analytic evaluation from a supplied exact Jordan decomposition Algorithm
- Finite Schur–Parlett recurrence with block merging and inconclusive statuses Algorithm
- Finite-budget Newton iteration for the matrix sign Algorithm
- Primary matrix sign for spectra off the imaginary axis Definition
- A resolvent contour bound transfers scalar rational error to matrices Theorem
- A verified Jordan evaluation returns the primary matrix function Theorem
- Jordan, contour, similarity, and normal-functional-calculus formulas agree Theorem
- The exponential Fréchet derivative has an integral and block-matrix formula Theorem
- The principal matrix logarithm and square root exist off the closed negative-real axis Theorem
Dependency tree · two levels
17 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Jan Zur, Matrix Functions, TU Berlin full lecture notes (standard reference, not scraped)
- Nicholas J. Higham, Functions of Matrices, Handbook of Linear Algebra, Chapter 17 (standard reference, not scraped)