泰勒公式及应用翻译(原文)

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1 On Taylor’s formula for the resolvent of a complex matrix Matthew X. Hea, Paolo E. Ricci b,_ Article history:Received 25 June 2007 Received in revised form 14 March 2008 Accepted 25 March 2008 Keywords: Powers of a matrix Matrix invariants Resolvent

1. Introduction As a consequence of the Hilbert identity in [1], the resolvent )(AR=

1)(Aof a nonsingular square matrix A( denoting the identity matrix) is

shown to be an analytic function of the parameter  in any domain D with empty intersection with the spectrum Aof A. Therefore, by using Taylor expansion in a

neighborhood of any fixed D0, we can find in [1] a representation formula for )(AR using all powers of )(0AR.

In this article, by using some preceding results recalled, e.g., in [2], we write down a representation formula using only a finite number of powers of )(0AR. This seems

to be natural since only the first powers of )(0AR are linearly independent.The main tool in this framework is given by the multivariable polynomials ),...,,(21,rnkvvvF (,...1,0,1n;rmk,...,2,1) (see [2–6]), depending on the

invariants ),...,,(21rvvv of )(AR); here m denotes the degree of the minimal polynomial. 2. Powers of matrices and nkF, functions We recall in this section some results on representation formulas for powers of matrices (see e.g. [2–6] and the references therein). For simplicity we refer to the case when the matrix is nonderogatory so that rm.

Proposition 2.1. Let A be an )2(rrr complex matrix, and denote by

ruuu,...,,21 the invariants of A, and by rjjrjjuAP0)1()det()(. 2

its characteristic polynomial (by convention 10u); then for the powers of A with nonnegative integral exponents the following representation formula holds true: ),,(),...,,(),...,(211,2211,2171,1rnrrrnrinnuuuFAuuuFAuuFA. (2.1)

The functions ),,(1,rnkuuF that appear as coefficients in (2.1) are defined by the recurrence relation ),()1(),(),,(),,(,1,1,12,211,11,rrnkrrrnkrnkrnkuuFuuuFuuuFuuuF, )1;,,1(nrk (2.2) and initial conditions: ,),,(,12,17hkhkruuF ),,1,(rhk. (2.3)

Furthermore, if A is nonsingular )0(ru, then formula (2.1) still holds for negative values of n, provided that we define the nkF, function for negative values of n as follows: )1,,,(),,(7112,171,uuuuuFuuFrrrrnkrnk,)1;,,1(nrk. 3. Taylor expansion of the resolvent We consider the resolvent matrix )(AR defined as follows:

1)()(AARR

. (3.1)

Note that sometimes there is a change of sign in Eq. (3.1), but this of course is not essential. It is well known that the resolvent is an analytic (rational) function of  in every domain D of the complex plane excluding the spectrum of A, and furthermore it is

vanishing at infinity so the only singular points (poles) of )(AR are the eigenvalues of A. In [6] it is proved that the invariants rvvv,,,21 of )(AR are linked with those of A by the equations ljjljjlujljrv0()1()(,),,2,1(rl. (3.2)

As a consequence of Proposition 2.1, and Eq. (3.2), the integral powers of )(AR 3

can be represented as follows. Theorem 3.1 For every Aand Nn,

10211,)())(,),(),(()(rkkrnkrnARvvvFAR, (3.3)

where the )(lv ),,2,1(rlare given by Eq.(3.2). Denoting by )(A the spectral radius of A, for every , such that ),,min()(A the Hilbert identity holds true(see [1]): )()()()()(ARARARAR. (3.4)

Therefore for every A, we have

)()(2ARdAdR, (3.5)

and in general )()1()(1AkRdARdkkkk

,);,2,1(Ak (3.6)

so, for every )(,0ARDcan be expanded in the Taylor series kkkkAkRAR))(()1()(0010, (3.7)

which is absolutely and uniformly convergent in D. Defining )(,),(000110rrvvvv, (3.8) ),,(010,,0rnknkvvFF, (3.9)

where the )(lv are defined by Eq. (3.2), we can prove the following theorem. Theorem 3.2 The Taylor expansion (3.7) of the resolvent )(AR in a neighborhood of any regular point 0 can be written in the form

)()()1()(01000,0ARFARnrhkkknrk. (3.10) Therefore we can derive as a consequence: Corollary 3.1 For every A0and rL,2,1 the series expansions