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The principal matrix logarithm and square root exist off the closed negative-real axis
Statement
Let , and let , , satisfy . The analytic primary matrices and exist and satisfy Moreover, lies in the strip , and lies in the open right half-plane. These are the unique matrices and satisfying respectively and with the stated spectral restrictions; this specifies what “logarithm” and “square root” mean in the uniqueness clause.
Facts & Assumptions
Given: A finite complex matrix with spectrum in the slit plane .
On , the principal logarithm is holomorphic and satisfies ; its values have imaginary part in (The principal logarithm is the normalised holomorphic branch on the slit plane, Complex logarithms, the principal logarithm, and principal and multivalued complex powers).
The principal branch power is and is holomorphic on (Complex powers defined from a holomorphic logarithm branch).
The primary matrix function is given by finite Taylor jets on each Jordan block and is similarity invariant (Analytic primary matrix functions by Jordan blocks, Jordan, contour, similarity, and normal-functional-calculus formulas agree).
The Sylvester map is uniquely solvable for every right-hand side when (A Sylvester equation is uniquely solvable exactly when the spectra are disjoint).
On a finite-dimensional complex normed space the bounded-operator exponential is the absolutely convergent power series (Every finite-dimensional normed space is Banach, The exponential series of a bounded operator).
Proof
On a Jordan block of size , the primary value of a holomorphic is . Products of such truncated Taylor polynomials agree modulo with the truncated Taylor polynomial of the scalar product, by the finite Leibniz rule. For composition , assume is holomorphic near and near . Write , where and . Every Jordan block of therefore has eigenvalue and size at most , so [F3] gives . Substituting the finite jet for yields precisely the Taylor jet of at modulo , since every discarded term has degree at least . Thus analytic identities on a neighborhood of remain valid on this Jordan block. In particular, the matrix exponential series agrees with the primary value of the scalar exponential: the binomial theorem and absolute convergence in [F5] give Only finitely many nilpotent powers occur, so rearranging the absolutely convergent sum is legitimate.
Applying step 1.1 to and gives and block by block and then by similarity. The eigenvalues of these primary matrices are their scalar values at the eigenvalues of , so [F1] and [F2] give the stated strip and right-half-plane restrictions.
Suppose is another logarithm of with spectrum in the open strip. On a Jordan block at , lies in and on a neighborhood of . Step 1.1 therefore gives . Applying this on every block of and using similarity invariance yields .
Suppose and lies in the open right half-plane. Put . Then . The spectra of and lie in the right half-plane, so . By [F4], the homogeneous Sylvester equation has only the zero solution; hence and .
Depends on
- Analytic primary matrix functions by Jordan blocks
- Jordan, contour, similarity, and normal-functional-calculus formulas agree
- Complex logarithms, the principal logarithm, and principal and multivalued complex powers
- Complex powers defined from a holomorphic logarithm branch
- The principal logarithm is the normalised holomorphic branch on the slit plane
- A Sylvester equation is uniquely solvable exactly when the spectra are disjoint
- The exponential series of a bounded operator
- Every finite-dimensional normed space is Banach
Used by
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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)