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In [[Matrix (mathematics)|matrix theory]], the '''Frobenius covariants''' of a [[square matrix]] {{mvar|A}} are special polynomials of it, namely [[projection (linear algebra)|projection]] matrices ''A''<sub>''i''</sub> associated with the [[eigenvalue, eigenvector and eigenspace|eigenvalues and eigenvectors]] of {{mvar|A}}.<ref name=horn>Roger A. Horn and Charles R. Johnson (1991), ''Topics in Matrix Analysis''.{{Page needed|date=March 2015}} Cambridge University Press, ISBN 978-0-521-46713-1</ref> They are named after the mathematician [[Ferdinand Georg Frobenius|Ferdinand Frobenius]].
In [[Matrix (mathematics)|matrix theory]], the '''Frobenius covariants''' of a [[square matrix]] {{mvar|A}} are special polynomials of it, namely [[projection (linear algebra)|projection]] matrices ''A''<sub>''i''</sub> associated with the [[eigenvalue, eigenvector and eigenspace|eigenvalues and eigenvectors]] of {{mvar|A}}.<ref name=horn>Roger A. Horn and Charles R. Johnson (1991), ''Topics in Matrix Analysis''. Cambridge University Press, ISBN 978-0-521-46713-1</ref>{{Page needed|date=March 2015}} They are named after the mathematician [[Ferdinand Georg Frobenius|Ferdinand Frobenius]].


Each covariant is a [[projection (linear algebra)|projection]] on the [[eigenvalue, eigenvector and eigenspace|eigenspace]] associated with the eigenvalue {{math|''λ''<sub>''i''</sub>}}.
Each covariant is a [[projection (linear algebra)|projection]] on the [[eigenvalue, eigenvector and eigenspace|eigenspace]] associated with the eigenvalue {{math|''λ''<sub>''i''</sub>}}.

Revision as of 11:47, 18 April 2015

In matrix theory, the Frobenius covariants of a square matrix A are special polynomials of it, namely projection matrices Ai associated with the eigenvalues and eigenvectors of A.[1][page needed] They are named after the mathematician Ferdinand Frobenius.

Each covariant is a projection on the eigenspace associated with the eigenvalue λi. Frobenius covariants are the coefficients of Sylvester's formula, which expresses a function of a matrix f(A) as a matrix polynomial, namely a linear combination of that function's values on the eigenvalues of A.

Formal definition

Let A be a diagonalizable matrix with k distinct eigenvalues, λ1, …, λk. The Frobenius covariant Ai, for i = 1,…, k, is the matrix

It is essentially the Lagrange polynomial with matrix argument.

Computing the covariants

The Frobenius covariants of a matrix A can be obtained from any eigendecomposition A = SDS−1, where S is non-singular and D is diagonal with Di,i = λi. If A has no multiple eigenvalues, then let ci be the ith left eigenvector of A, that is, the i th column of S; and let ri be the i th right eigenvector of A, namely the i th row of S−1. Then Ai = ci ri.

If A has multiple eigenvalues, then Ai = Σj cj rj, where the sum is over all rows and columns associated with the eigenvalue λi.[1]: p.521 

Example

Consider the two-by-two matrix:

This matrix has two eigenvalues, 5 and −2. The corresponding eigen decomposition is

Hence the Frobenius covariants, manifestly projections, are

with

References

  1. ^ a b Roger A. Horn and Charles R. Johnson (1991), Topics in Matrix Analysis. Cambridge University Press, ISBN 978-0-521-46713-1