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The principal matrix logarithm and square root exist off the closed negative-real axis

Statement

Let S=C∖(−∞,0], and let A∈Cn×n, n≥1, satisfy σ(A)⊂S. The analytic primary matrices L(A)=(Log⁡)(A) and R(A)=(zLog⁡1/2)(A) exist and satisfy exp⁡(L(A))=A,R(A)2=A. Moreover, σ(L(A)) lies in the strip {w:−π<Im⁡w<π}, and σ(R(A)) lies in the open right half-plane. These are the unique matrices Y and Q satisfying respectively exp⁡(Y)=A and Q2=A with the stated spectral restrictions; this specifies what “logarithm” and “square root” mean in the uniqueness clause.

Facts & Assumptions

Given: A finite complex matrix A with spectrum in the slit plane S.

[F1]

On S, the principal logarithm is holomorphic and satisfies exp⁡(Log⁡z)=z; its values have imaginary part in (−π,π) (The principal logarithm is the normalised holomorphic branch on the slit plane, Complex logarithms, the principal logarithm, and principal and multivalued complex powers).

[F2]

The principal branch power is zLog⁡1/2=exp⁡(12Log⁡z) and is holomorphic on S (Complex powers defined from a holomorphic logarithm branch).

[F3]

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).

[F4]

The Sylvester map X↦BX+XC is uniquely solvable for every right-hand side when σ(B)∩(−σ(C))=∅ (A Sylvester equation is uniquely solvable exactly when the spectra are disjoint).

[F5]

On a finite-dimensional complex normed space the bounded-operator exponential is the absolutely convergent power series ∑k≥0Tk/k! (Every finite-dimensional normed space is Banach, The exponential series of a bounded operator).

Proof

1.1F3F5algebra

On a Jordan block J=λI+N of size d, the primary value of a holomorphic h is ∑k<dh(k)(λ)Nk/k!. Products of such truncated Taylor polynomials agree modulo Nd with the truncated Taylor polynomial of the scalar product, by the finite Leibniz rule. For composition h∘g, assume g is holomorphic near λ and h near g(λ). Write g(J)=g(λ)I+V, where V=∑j=1d−1g(j)(λ)Nj/j! and Vd=0. Every Jordan block of g(J) therefore has eigenvalue g(λ) and size at most d, so [F3] gives h(g(J))=∑k=0d−1h(k)(g(λ))Vk/k!. Substituting the finite jet for V yields precisely the Taylor jet of h∘g at λ modulo Nd, since every discarded term has degree at least d. Thus analytic identities on a neighborhood of λ 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 ∑n≥0Jnn!=∑k=0d−1Nkk!(∑r≥0λrr!)=∑k=0d−1eλNkk!. Only finitely many nilpotent powers occur, so rearranging the absolutely convergent sum is legitimate.

2.1F1F2F3step 1.1algebra

Applying step 1.1 to exp⁡∘Log⁡(z)=z and (zLog⁡1/2)2=z gives exp⁡(L(A))=A and R(A)2=A block by block and then by similarity. The eigenvalues of these primary matrices are their scalar values at the eigenvalues of A, so [F1] and [F2] give the stated strip and right-half-plane restrictions.

2.2F1F3step 1.1algebra

Suppose Y is another logarithm of A with spectrum in the open strip. On a Jordan block at μ∈σ(Y), exp⁡(μ) lies in S and Log⁡(exp⁡z)=z on a neighborhood of μ. Step 1.1 therefore gives Log⁡(exp⁡(J))=J. Applying this on every block of Y and using similarity invariance yields L(A)=Log⁡(exp⁡(Y))=Y.

3.1givenF4step 2.1algebra∎

Suppose Q2=A and σ(Q) lies in the open right half-plane. Put D=Q−R(A). Then QD+DR(A)=Q(Q−R(A))+(Q−R(A))R(A)=Q2−R(A)2=0. The spectra of Q and R(A) lie in the right half-plane, so σ(Q)∩(−σ(R(A)))=∅. By [F4], the homogeneous Sylvester equation has only the zero solution; hence D=0 and Q=R(A).

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