MATH319 Slides

25 Functions of a matrix

Lemma The matrix norm satisfies

A+BA+B;λA=|λ|A;ABAB.

Definition As in MATH220, we form polynomials in A. Let I be the n×n identity matrix. We can form A,A2,A3, by matrix multiplication, and hence given g(z)=amzm++a0 we build polynomials

g(A)=amAm+am-1Am-1++a0I

for complex coefficients aj. We regard A0=I, the identity matrix.