Evaluating functions at matrices
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Try:
So far, I know that if $f(x) = sum a_i x^i$ is a polynomial, then for square matrix $A$ one has $f(A) = sum a_i A^i $ where $A^0 = I$. However, here we have non-polynomials functions that can be approximated by polynomials via taylors trick. However, do we get the result if we apply directly A into f? that is
$$ f(A) = begin{bmatrix} e^{-3 pi /8} & 1 & e^{-pi/8} \
1 & e^{4 pi /8} & 1 \
e^{- pi /8} & 1 & e^{3pi/8} \ end{bmatrix}$$
And similarly, for $g$ and $h$. Can we do this? Or do we need to expand each in taylor's series?
linear-algebra
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add a comment |
$begingroup$
Try:
So far, I know that if $f(x) = sum a_i x^i$ is a polynomial, then for square matrix $A$ one has $f(A) = sum a_i A^i $ where $A^0 = I$. However, here we have non-polynomials functions that can be approximated by polynomials via taylors trick. However, do we get the result if we apply directly A into f? that is
$$ f(A) = begin{bmatrix} e^{-3 pi /8} & 1 & e^{-pi/8} \
1 & e^{4 pi /8} & 1 \
e^{- pi /8} & 1 & e^{3pi/8} \ end{bmatrix}$$
And similarly, for $g$ and $h$. Can we do this? Or do we need to expand each in taylor's series?
linear-algebra
$endgroup$
add a comment |
$begingroup$
Try:
So far, I know that if $f(x) = sum a_i x^i$ is a polynomial, then for square matrix $A$ one has $f(A) = sum a_i A^i $ where $A^0 = I$. However, here we have non-polynomials functions that can be approximated by polynomials via taylors trick. However, do we get the result if we apply directly A into f? that is
$$ f(A) = begin{bmatrix} e^{-3 pi /8} & 1 & e^{-pi/8} \
1 & e^{4 pi /8} & 1 \
e^{- pi /8} & 1 & e^{3pi/8} \ end{bmatrix}$$
And similarly, for $g$ and $h$. Can we do this? Or do we need to expand each in taylor's series?
linear-algebra
$endgroup$
Try:
So far, I know that if $f(x) = sum a_i x^i$ is a polynomial, then for square matrix $A$ one has $f(A) = sum a_i A^i $ where $A^0 = I$. However, here we have non-polynomials functions that can be approximated by polynomials via taylors trick. However, do we get the result if we apply directly A into f? that is
$$ f(A) = begin{bmatrix} e^{-3 pi /8} & 1 & e^{-pi/8} \
1 & e^{4 pi /8} & 1 \
e^{- pi /8} & 1 & e^{3pi/8} \ end{bmatrix}$$
And similarly, for $g$ and $h$. Can we do this? Or do we need to expand each in taylor's series?
linear-algebra
linear-algebra
asked Dec 24 '18 at 8:01
JamesJames
2,638325
2,638325
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1 Answer
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You cannot apply $f$ to each element of the matrix. For a simple counterexample consider $A=begin {bmatrix} 0 &1 \0 & 0 end {bmatrix}$. Let $f(x)=x^{2}$. Then $f(A)=A^{2}$ is the zero matrix but if you apply $f$ to each element you get $A$. One way of finding functions of the matrix is to diagonalize. The given matrix is p0sitive definite so it can be written as $S^{-1}DS$ where $D$ is diagonal. We have $f(A)=S^{-1}f(D)S$ and $f(D)$ can be calculated by applying $f$ to the diagonal elements. This works each of the three functions under consideration.
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$begingroup$
How then do you evaluate such expressions?
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– James
Dec 24 '18 at 8:15
1
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@JimmySabater I have given a suggestion for finding functions of the given matrix.
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– Kavi Rama Murthy
Dec 24 '18 at 8:29
add a comment |
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1 Answer
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1 Answer
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$begingroup$
You cannot apply $f$ to each element of the matrix. For a simple counterexample consider $A=begin {bmatrix} 0 &1 \0 & 0 end {bmatrix}$. Let $f(x)=x^{2}$. Then $f(A)=A^{2}$ is the zero matrix but if you apply $f$ to each element you get $A$. One way of finding functions of the matrix is to diagonalize. The given matrix is p0sitive definite so it can be written as $S^{-1}DS$ where $D$ is diagonal. We have $f(A)=S^{-1}f(D)S$ and $f(D)$ can be calculated by applying $f$ to the diagonal elements. This works each of the three functions under consideration.
$endgroup$
$begingroup$
How then do you evaluate such expressions?
$endgroup$
– James
Dec 24 '18 at 8:15
1
$begingroup$
@JimmySabater I have given a suggestion for finding functions of the given matrix.
$endgroup$
– Kavi Rama Murthy
Dec 24 '18 at 8:29
add a comment |
$begingroup$
You cannot apply $f$ to each element of the matrix. For a simple counterexample consider $A=begin {bmatrix} 0 &1 \0 & 0 end {bmatrix}$. Let $f(x)=x^{2}$. Then $f(A)=A^{2}$ is the zero matrix but if you apply $f$ to each element you get $A$. One way of finding functions of the matrix is to diagonalize. The given matrix is p0sitive definite so it can be written as $S^{-1}DS$ where $D$ is diagonal. We have $f(A)=S^{-1}f(D)S$ and $f(D)$ can be calculated by applying $f$ to the diagonal elements. This works each of the three functions under consideration.
$endgroup$
$begingroup$
How then do you evaluate such expressions?
$endgroup$
– James
Dec 24 '18 at 8:15
1
$begingroup$
@JimmySabater I have given a suggestion for finding functions of the given matrix.
$endgroup$
– Kavi Rama Murthy
Dec 24 '18 at 8:29
add a comment |
$begingroup$
You cannot apply $f$ to each element of the matrix. For a simple counterexample consider $A=begin {bmatrix} 0 &1 \0 & 0 end {bmatrix}$. Let $f(x)=x^{2}$. Then $f(A)=A^{2}$ is the zero matrix but if you apply $f$ to each element you get $A$. One way of finding functions of the matrix is to diagonalize. The given matrix is p0sitive definite so it can be written as $S^{-1}DS$ where $D$ is diagonal. We have $f(A)=S^{-1}f(D)S$ and $f(D)$ can be calculated by applying $f$ to the diagonal elements. This works each of the three functions under consideration.
$endgroup$
You cannot apply $f$ to each element of the matrix. For a simple counterexample consider $A=begin {bmatrix} 0 &1 \0 & 0 end {bmatrix}$. Let $f(x)=x^{2}$. Then $f(A)=A^{2}$ is the zero matrix but if you apply $f$ to each element you get $A$. One way of finding functions of the matrix is to diagonalize. The given matrix is p0sitive definite so it can be written as $S^{-1}DS$ where $D$ is diagonal. We have $f(A)=S^{-1}f(D)S$ and $f(D)$ can be calculated by applying $f$ to the diagonal elements. This works each of the three functions under consideration.
edited Dec 24 '18 at 8:27
answered Dec 24 '18 at 8:06
Kavi Rama MurthyKavi Rama Murthy
72.2k53170
72.2k53170
$begingroup$
How then do you evaluate such expressions?
$endgroup$
– James
Dec 24 '18 at 8:15
1
$begingroup$
@JimmySabater I have given a suggestion for finding functions of the given matrix.
$endgroup$
– Kavi Rama Murthy
Dec 24 '18 at 8:29
add a comment |
$begingroup$
How then do you evaluate such expressions?
$endgroup$
– James
Dec 24 '18 at 8:15
1
$begingroup$
@JimmySabater I have given a suggestion for finding functions of the given matrix.
$endgroup$
– Kavi Rama Murthy
Dec 24 '18 at 8:29
$begingroup$
How then do you evaluate such expressions?
$endgroup$
– James
Dec 24 '18 at 8:15
$begingroup$
How then do you evaluate such expressions?
$endgroup$
– James
Dec 24 '18 at 8:15
1
1
$begingroup$
@JimmySabater I have given a suggestion for finding functions of the given matrix.
$endgroup$
– Kavi Rama Murthy
Dec 24 '18 at 8:29
$begingroup$
@JimmySabater I have given a suggestion for finding functions of the given matrix.
$endgroup$
– Kavi Rama Murthy
Dec 24 '18 at 8:29
add a comment |
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