Analytic function of a matrix: Difference between revisions

Revision as of 20:10, 19 March 2018

Revision as of 23:23, 27 April 2018

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==== Hermitian matrices ====

A [[Hermitian matrix]] has all real eigenvalues and can always be diagonalized by a [[unitary matrix]] P, according to the [[spectral theorem]].

In this case, the Jordan definition is natural. Moreover, this definition allows one to extend standard inequalities for

real functions:

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* [[Algebraic Riccati equation]]

* [[Matrix_polynomial|Matrix polynomial]]

* [[Square root of a matrix|Matrix root]]

* [[Matrix logarithm]]