Math 2.0

Linear and multilinear algebra; matrix theory Definition

Matrix function

Builds on Power seriesSquare matrixSpectral radius

Definition

Let f(z)=∑k=0∞ckzkf(z) = \sum_{k=0}^{\infty} c_k z^k be a complex power series with radius of convergence R>0R > 0, where R=∞R = \infty is allowed. Let n≥1n \ge 1 and let AA be an n×nn \times n complex matrix whose spectral radius satisfies ρ(A)<R\rho(A) < R. Then the series ∑k=0∞ckAk\sum_{k=0}^{\infty} c_k A^k converges, with A0=IA^0 = I, and its sum is the matrix f(A)f(A).

Remarks

If A=PDP−1A = P D P^{-1} with D=diag⁡(λ1,…,λn)D = \operatorname{diag}(\lambda_1, \ldots, \lambda_n), then f(A)=Pdiag⁡(f(λ1),…,f(λn))P−1f(A) = P \operatorname{diag}(f(\lambda_1), \ldots, f(\lambda_n)) P^{-1}. The matrix f(A)f(A) is always a polynomial in AA, so it commutes with AA. Example: f(z)=1/(1−z)=∑kzkf(z) = 1/(1 - z) = \sum_k z^k has R=1R = 1, and N=(0100)N = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} has ρ(N)=0\rho(N) = 0. Since N2=0N^2 = 0, f(N)=I+Nf(N) = I + N, and indeed (I−N)(I+N)=I−N2=I(I - N)(I + N) = I - N^2 = I. Non-example: for the same ff and A=2IA = 2I, ρ(A)=2>1\rho(A) = 2 > 1, and the series ∑k2kI\sum_k 2^k I diverges. For ff holomorphic near the spectrum of AA, the Cauchy integral or the Jordan form gives a more general definition; see the holomorphic functional calculus.

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  1. Power series concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Analytic_function_of_a_matrix
About this page
TagWDQTBSK6ES
URIm2://WDQTBSK6ES
Kinddefinition
WritingW0 stub
MSC15A16, 47A60
DefinesMatrix function
UsesPower series, Square matrix, Spectral radius
Changed2 November 2026

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