Appendix C

Functions of MatricesThe existence of the Jordan form also makes it possible to define various functions of ma-trices. Suppose

f (λ) =

∞∑n=0

anλn (3.1)

for all |λ| < R. There is a formula for f (A) ≡∑∞

n=0 anAn which makes sense whenever

ρ (A) < R. Thus you can speak of sin (A) or eA for A an n×n matrix. To begin with, define

fP (λ) ≡P∑

n=0

anλn

so for k < P

f(k)P (λ) =

P∑n=k

ann · · · (n− k + 1)λn−k

=

P∑n=k

an

(n

k

)k!λn−k. (3.2)

Thusf(k)P (λ)

k!=

P∑n=k

an

(n

k

)λn−k (3.3)

To begin with consider f (Jm (λ)) where Jm (λ) is an m×m Jordan block. Thus Jm (λ) =D +N where Nm = 0 and N commutes with D. Therefore, letting P > m

P∑n=0

anJm (λ)n

=

P∑n=0

an

n∑k=0

(n

k

)Dn−kNk

=

P∑k=0

P∑n=k

an

(n

k

)Dn−kNk

=

m−1∑k=0

NkP∑

n=k

an

(n

k

)Dn−k. (3.4)

From 3.3 this equalsm−1∑k=0

Nk diag

(f(k)P (λ)

k!, · · · ,

f(k)P (λ)

k!

)(3.5)

where for k = 0, · · · ,m−1, define diagk (a1, · · · , am−k) the m×m matrix which equals zeroeverywhere except on the kth super diagonal where this diagonal is filled with the numbers,{a1, · · · , am−k} from the upper left to the lower right. With no subscript, it is just thediagonal matrices having the indicated entries. Thus in 4 × 4 matrices, diag2 (1, 2) wouldbe the matrix 

0 0 1 0

0 0 0 2

0 0 0 0

0 0 0 0

 .

397

Appendix CFunctions of MatricesThe existence of the Jordan form also makes it possible to define various functions of ma-trices. SupposeFO) = doar” (3.1)n=0for all |\| < R. There is a formula for f (A) = 30°, a@nA” which makes sense wheneverp(A) < R. Thus you can speak of sin (A) or e4 for A an n xn matrix. To begin with, definePfe(A)= S> Apr”n=0so fork <PPMA) = Sanne (n-k+1)a"*n=kP n= Ya, ( Jann’ (3.2)kn=kThus(k) Por,fp) = Sean (;) vn (3.3)nTo begin with consider f (Jim (A)) where Ji (D+N where N”™ =0 and N commutes withPS> AnJm (A)”n=0kA) is an m x m Jordan block. Thus Jim (A) =D. Therefore, letting P > mllM>£M:"oN=N_viz.n=0 k=0P P n= YY a({)orensk=0 n=km—-1 P n_ Nk pr-kSo an ( ‘) (3.4)k=0 n=kFrom 3.3 this equalsm1 (k) N (k) d5 wang (2 W),... 2 ") (3.5)k! k!k=0where for k = 0,--- ,m-—1, define diag, (a1,+-+ ,@m— x) the m x m matrix which equals zeroeverywhere except on the k*” super diagonal where this diagonal is filled with the numbers,{a1,+-- ,@m—x} from the upper left to the lower right. With no subscript, it is just thediagonal matrices having the indicated entries. Thus in 4 x 4 matrices, diag, (1,2) wouldbe the matrix00 1 00 0 0 2000 000 0 0397