Function of a square matrix with repeated eigenvalues

摘要

An analytical function f(A) of an arbitrary n x n constant matrix A is determined and expressed by the "fundamental formula", the linear combination Of Constituent matrices. The constituent matrices Z(kh), which depend on A but not on the function f(s), are computed from the given matrix A, that may have repeated eigenvalues. The associated companion matrix C and Jordan matrix J are then expressed when all the eigenvalues with multiplicities are known. Several other related matrices, such as Vandermonde matrix V, modal matrix W, Krylov matrix K and their inverses, are also derived and depicted as in a 2-D or 3-D mapping diagram. The constituent matrices Z(kh) of A are thus obtained by these matrices through similarity matrix transformations. Alternatively, efficient and direct approaches for Z(kh), can be found by the linear combination of matrices, that may be further simplified by writing them in "super column matrix" forms. Finally, a typical example is provided to show the merit of several approaches for the Constituent matrices of a given matrix A. (C) 2003 Elsevier Inc. All rights reserved.