Begin2.DVI

(Ben Green) #1
the summation produces the zero matrix. This establishes the Hamilton-Cayley

theorem.

Evaluation of Functions


Let f(x)denote a scalar function of x, where all derivatives with respect to xare

defined at x= 0.Functions which satisfy this condition can then be represented as a

power series expansion about the point x= 0. This power series expansion has the

form

f(x) =

∑∞

k=0

ckxk,

where ckare the coefficients of the power series. Let Adenote an n×nmatrix with

characteristic equation C(λ) = 0 which has the roots (eigenvalues) λi,(i= 1, 2 ,.. ., n ).

The infinite power series for f(x)can be represented in the alternative form

f(x) = C(x)

∑∞

k=0

c∗kxk+R(x), (10 .44)

where c∗kare new coefficients to be determined, C(x)is the characteristic polynomial

associated with the matrix A, and R(x)is a remainder polynomial of degree less than

or equal to (n−1) which can be expressed in the form

R(x) = β 1 xn−^1 +β 2 xn−^2 +···+βn− 1 x+βn

where β 1 , β 2 ,... , β nare constants. By the Hamiliton–Cayley theorem C(A) = [0], thus,

the matrix function f(A)becomes

f(A) = R(A), (10 .45)

which implies the matrix function f(A)can be expressed as some linear combination

of the matrices {I, A, A^2 ,... , A n−^1 }and consequently must have the form

f(A) = R(A) = β 1 An−^1 +β 2 An−^2 +··· +βn− 1 A+βnI

where β 1 ,... , β nare constants to be determined. This result is not unexpected since

it has been previously shown how one can use the Hamilton–Cayley theorem to

express all powers of A, greater than or equal to the dimension nof A, in terms of

linear combinations of the integer powers of Aless than or equal to n− 1 .Also, from

equation (10.44), one can write the nspecial relations

f(λi) = R(λi), i = 1, 2 ,... , n, (10 .46)
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