Frobenius covariant

In matrix theory, the Frobenius covariants of a square matrix A are matrices A_i associated with the eigenvalues and eigenvectors of A. Each covariant is a projection on the eigenspace associated with λ_i.

Frobenius covariants are the coefficients of Sylvester's formula, that expresses a function of a matrix f(A) as a linear cobination of its values on the eigenvalues of A. They are named after the mathematician Ferdinand Frobenius.

Formal definition

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

$A_{i}=\prod _{j=1 \atop j\neq i}^{k}{\frac {1}{\lambda _{i}-\lambda _{j}}}(A-\lambda _{j}I).$

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 D_i,i = λ_i. If A has no multiple eigenvalues, then let c_i be the ith left eigenvector of A, that is, the ith column of S; and let r_i be the ith right eigenvector of A, namely the ith row of S⁻¹. Then A_i = c_ir_i.

If A has multiple eigenvalues then A_i = Σ_j c_jr_j, where the sum is over all rows and columns associated with the eigenvalue λ_i.

Example

Consider the two-by-two matrix:

$A={\begin{bmatrix}1&3\\4&2\end{bmatrix}}.$

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

$A={\begin{bmatrix}3&1/7\\4&-1/7\end{bmatrix}}{\begin{bmatrix}5&0\\0&-2\end{bmatrix}}{\begin{bmatrix}3&1/7\\4&-1/7\end{bmatrix}}^{-1}={\begin{bmatrix}3&1/7\\4&-1/7\end{bmatrix}}{\begin{bmatrix}5&0\\0&-2\end{bmatrix}}{\begin{bmatrix}1/7&1/7\\4&-3\end{bmatrix}}.$

Hence the Frobenius covariants are

${\begin{aligned}A_{1}&=c_{1}r_{1}={\begin{bmatrix}3\\4\end{bmatrix}}{\begin{bmatrix}1/7&1/7\end{bmatrix}}={\begin{bmatrix}3/7&3/7\\4/7&4/7\end{bmatrix}}\\A_{2}&=c_{2}r_{2}={\begin{bmatrix}1/7\\-1/7\end{bmatrix}}{\begin{bmatrix}4&-3\end{bmatrix}}={\begin{bmatrix}4/7&-3/7\\-4/7&3/7\end{bmatrix}}.\end{aligned}}$