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matrix functions


From: CdeMills
Subject: matrix functions
Date: Tue, 21 Dec 2010 01:34:21 -0800 (PST)

Hello,

one of the basis of linear algebra is the decomposition of a square matrix
into eigenvalues and eigenvectors, such that
[V, D] = eig(A)
A = V*D*inv(V)

This way, each Taylor series expansion can be written as
f(A) = f(A0) + c1 A + c2 A^2 + c3 A^3 + ...
      = f(A0) + c1 [V D inv(V)] + c2[ V D inv(V) V D inv(V) ] + c3 [V D
inv(V)] ^3
      = V[ c0 + c1*D + c2*D^2 + c3*D^3]*inv(V)
      = V[f(D)]inv(V)
This, provided that the factorisation on the first line exists, every
function can be expanded in a matrix form by applying it element-by-element
on the diagonal matrix D. I've seen there exists an expm and logm functions,
is there some generic function accepting a function handle and a square
matrix as inputs, performing the factorisation and applying the function
handle on the eigenvalues ?

Regards

Pascal

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