MATH319 Slides

25 Functions of a matrix

Lemma The matrix norm satisfies

∥A+B∥≤∥A∥+∥B∥;∥λ⁢A∥=|λ|⁢∥A∥;∥A⁢B∥≤∥A∥⁢∥B∥.

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)=am⁢zm+…+a0 we build polynomials

g⁢(A)=am⁢Am+am-1⁢Am-1+…+a0⁢I

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