Frobenius covariant: Difference between revisions
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In [[Matrix (mathematics)|matrix theory]], the '''Frobenius covariants''' of a [[square matrix]] |
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> They are named after the mathematician [[Ferdinand Georg Frobenius|Ferdinand Frobenius]]. |
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Roger A. Horn and Charles R. Johnson (1991), ''Topics in Matrix Analysis''. Cambridge University Press, ISBN 978-0-521-46713-1 |
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Frobenius covariants are the coefficients of [[Sylvester's formula]], |
Frobenius covariants are the coefficients of [[Sylvester's formula]], which expresses a [[matrix function|function of a matrix]] {{math|''f''(''A'')}} as a matrix polynomial, namely a linear combination |
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of that function's values on the eigenvalues of {{mvar|A}}. |
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==Formal definition== |
==Formal definition== |
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Let |
Let {{mvar|A}} be a [[diagonalizable matrix]] with {{mvar|k}} distinct eigenvalues, ''λ''<sub>1</sub>, …, ''λ''<sub>''k''</sub>. The Frobenius covariant ''A''<sub>''i''</sub>, for ''i'' = 1,…, ''k'', is the matrix |
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:<math> A_i |
:<math> A_i \equiv \prod_{j=1 \atop j \ne i}^k \frac{1}{\lambda_i-\lambda_j} (A - \lambda_j I). </math> |
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==Computing the covariants== |
==Computing the covariants== |
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The Frobenius covariants of a matrix ''A'' can be obtained from any [[eigendecomposition]] ''A'' = ''SDS''<sup>−1</sup>, where ''S'' is non-singular and ''D'' is diagonal with ''D''<sub>''i'',''i''</sub> = ''λ''<sub>''i''</sub>. |
The Frobenius covariants of a matrix ''A'' can be obtained from any [[eigendecomposition]] ''A'' = ''SDS''<sup>−1</sup>, where ''S'' is non-singular and ''D'' is diagonal with {{math|''D''<sub>''i'',''i''</sub> {{=}} ''λ''<sub>''i''</sub>}}. |
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If ''A'' has no multiple eigenvalues, then let ''c''<sub>''i''</sub> be the ''i''th left eigenvector of ''A'', that is, the ''i''th column of ''S''; and let ''r''<sub>''i''</sub> be the ''i''th right eigenvector of |
If ''A'' has no multiple eigenvalues, then let ''c''<sub>''i''</sub> be the ''i''th left eigenvector of ''A'', that is, the ''i'' th column of ''S''; and let ''r''<sub>''i''</sub> be the ''i'' th right eigenvector of {{mvar|A}}, namely the ''i'' th row of ''S''<sup>−1</sup>. Then ''A''<sub>''i''</sub> = ''c''<sub>''i''</sub> ''r''<sub>''i''</sub>. |
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If |
If {{mvar|A}} has multiple eigenvalues, then {{math|''A''<sub>''i''</sub> {{=}} Σ<sub>''j''</sub> ''c''<sub>''j''</sub> ''r''<sub>''j''</sub>}}, where the sum is over all rows and columns associated with the eigenvalue ''λ''<sub>''i''</sub>.<ref name=horn/>{{rp|p.521}} |
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==Example== |
==Example== |
Revision as of 19:51, 17 December 2013
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] 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
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