Function of a square matrix with repeated eigenvalues

DOI10.1016/J.AMC.2003.12.003MaRDI QIDQ1764708zbMATH OpenOpenAlexFDO

Authors Feng Cheng Chang

Publication date 22 February 2005

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2003.12.003

zbMATH Keywords

associated companion matrixfunctions of matricesfundamental formulaJordan matrixKrylov matrixmodal matrixsimilarity matrix transformationVandermonde matrix

Mathematics Subject Classification ID

Canonical forms, reductions, classification (15A21) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Hermitian, skew-Hermitian, and related matrices (15B57)

Review text

An analytical function \(f(A)\) of an arbitrary \(n\times n\) constant matrix \(A\) is determined and expressed by the ``fundamental formula, a linear combination of constituent matrices, and then the constituent matrices \(Z_{kh}\), which depend on \(A\) but not on the function \(f(s)\), are computed. The associated companion matrix \(C\) and Jordan matrix \(J\) are then expressed when all the eigenvalues with multiplicities are known. Several other related matrices, such as the Vandermonde matrix \(V\), the modal matrix \(W\), the Krylov matrix \(K\) and their inverses, are also derived and depicted as in a 2-D or 3-D mapping diagram. Efficient and direct approaches for \(Z_{kh}\) can be found by a linear combination of matrices, that may be further simplified by writing them in ``super column matrix forms.

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Cites work

• A new approach to matrix Heaviside expansion†
• scientific article; zbMATH DE number 3138903 (Why is no real title available?)

Cited in

(7)

• A new aspect of Hankel matrices via Krylov matrix
• Functions of matrices
• An Elementary Approach to the Functional Calculus for Matrices
• A novel approach to determination of a transition function with repeated eigenvalues constant matrix
• On matrix functions in case of confluent characteristic roots
• Eigenprojections and functions of a square matrix
• Linear differential equation with constant coefficients solved by matrix formulation

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