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Analytic functions of finite dimensional linear transformations

Published online by Cambridge University Press:  24 October 2008

S. N. Afriat
S. N. Afriat
Affiliation:
The Hebrew University of JerusalemPrinceton University
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Extract

Since the first introduction of the concept of a matrix, questions about functions of matrices have had the attention of many writers, starting with Cayley(i) in 1858, and Laguerre(2) in 1867. In 1883, Sylvester(3) defined a general function φ(a) of a matrix a with simple characteristic roots, by use of Lagrange's interpolation formula, and Buchheim (4), in 1886, extended his definition to the case of multiple characteristic roots. Then Weyr(5) showed in 1887 that, for a matrix a with characteristic roots lying inside the circle of convergence of a power series φ(ζ), the power series φ(a) is convergent; and in 1900 Poincaré (6) obtained the formulae

for the sum, where C is a circle lying in and concentric with the circle of convergence, and containing all the characteristic roots in its ulterior, such a formula having effectively been suggested by Frobenius(7) in 1896 for defining a general function of a matrix. Phillips (8), in 1919, discovered the analogue, for power series in matrices, of Taylor's theorem. In 1926 Hensel(9) completed the result of Weyr by showing that a necessary and sufficient condition for the convergence of φ(a) is the convergence of the derived series φ(r)(α) (0 ≼ r < mα; α) at each characteristic root α of a, of order r at most the multiplicity mα of α. In 1928 Giorgi(10) gave a definition, depending on the classical canonical decomposition of a matrix, which is equivalent to the contour integral formula, and Fantappie (11) developed the theory of this formula, and obtained the expression

for the characteristic projectors.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 55 , Issue 1 , January 1959 , pp. 51 - 61
Copyright
Copyright © Cambridge Philosophical Society 1959

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References

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