How to Prove the Logarithm Property for Matrices with Convergent Power Series?

  • MHB
  • Thread starter Euge
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    2016
In summary, the logarithm property for matrices with convergent power series states that the logarithm of a square matrix A can be expressed as a power series with (A-I) as a factor. This can be proven using the Taylor series expansion for the natural logarithm function and has important applications in linear algebra. However, it is limited to matrices with a convergent power series and cannot be extended to non-square matrices.
  • #1
Euge
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MHB
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Here is this week's POTW:

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Define the logarithm of an $n\times n$ matrix $A$ by the power series

$$\sum_{k = 1}^\infty \frac{(-1)^{k-1}(A - I)^k}{k}$$

which converges for $\|A - I\| < 1$ (the standard matrix norm is being used here). Prove that for all $n\times n$ matrices $A$ and $B$ with $\|A - I\| < 1$, $\|B - I\| < 1$, $\|AB - I\| < 1$, and $AB = BA$,

$$\log(AB) = \log A + \log B$$

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Remember to read the http://www.mathhelpboards.com/showthread.php?772-Problem-of-the-Week-%28POTW%29-Procedure-and-Guidelines to find out how to http://www.mathhelpboards.com/forms.php?do=form&fid=2!
 
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  • #2
This week's problem was solved correctly by Opalg. You can read his solution below.
Let $D = \{z\in\mathbb{C}: |z-1|<1\}$ and $\exp D = \{e^z:z\in D\}.$ Neither of these sets intersect the negative real axis, so the logarithm is defined as a holomorphic function on both sets, and satisfies the condition \(\displaystyle \log z = \sum_{k=1}^\infty \frac{(-1)^{k-1}(z-1)^k}k\) for $z\in D.$The holomorphic functional calculus says that given an $n\times n$ matrix $T$ whose spectrum [set of eigenvalues] lies in some domain $U$, there is a continuous unital homomorphism $\phi_T$ from the algebra of holomorphic functions on $U$ (with the topology of uniform convergence on compact subsets) to the $n\times n$ matrices, with $\phi_T(z) = T.$ In particular, if $U = D$ or $U = \exp D$ then this mapping takes the logarithm function to a matrix $\log T$. The continuity of $\phi_T$ ensures that when $U = D$ this definition of $\log T$ agrees with that in the statement of the problem. Also, the exponential and logarithm functions are inverses of each other between the spaces $D$ and $\exp D$.Given $A$ and $B$ as in the problem, the conditions $\|A - I\|<1$ and $\|B - I\|<1$ ensure that the spectrum of each matrix lies in $D$. Let $X = \log A$ and $Y = \log B.$ Then $YX = XY$, because polynomials in $A$ and $B$ commute. Thus $$\exp(X+Y) = \sum_{n=0}^\infty \frac{(X+Y)^n}{n!} = \sum_{n=0}^\infty \sum_{k=0}^n \frac{X^kY^{n-k}}{k!(n-k)!} = \sum_{s=0}^\infty \frac{X^s}{s!} \sum_{t=0}^\infty \frac{Y^t}{t!} = \exp X \exp Y,$$ the change in order of summation being justified because of the uniform convergence of the series on compact sets.Therefore $\exp (\log A + \log B) = \exp(X+Y) = \exp X\exp Y = AB$. The condition $\|AB - I\|<1$ ensures that the spectrum of $AB\;(=\exp (\log A + \log B))$ is in $D$, so we can apply the logarithm function to both sides to conclude that $\log A + \log B = \log(AB)$.
 

Related to How to Prove the Logarithm Property for Matrices with Convergent Power Series?

1. What is the logarithm property for matrices with convergent power series?

The logarithm property for matrices with convergent power series states that for a square matrix A, if I is the identity matrix of the same size, then the logarithm of A can be expressed as a power series where each term is a multiple of (A-I).

2. How can the logarithm property be proved for matrices with convergent power series?

The logarithm property can be proved by using the Taylor series expansion for the natural logarithm function. By substituting A into the series and using the fact that (A-I) is nilpotent, we can simplify the series to only include terms with (A-I) raised to a power. This shows that the logarithm of A can be expressed as a power series with (A-I) as a factor, proving the property.

3. What is the significance of proving the logarithm property for matrices with convergent power series?

Proving the logarithm property for matrices with convergent power series is important in many applications of linear algebra, such as in solving differential equations and computing matrix exponentials. It allows for a more efficient and accurate way to compute the logarithm of a matrix.

4. Are there any limitations to the logarithm property for matrices with convergent power series?

Yes, the logarithm property only holds for matrices with a convergent power series. If the matrix A has eigenvalues that are not distinct, the series may not converge and the property cannot be applied.

5. Can the logarithm property be extended to non-square matrices?

No, the logarithm property only applies to square matrices. For non-square matrices, there is no unique way to define a logarithm, as the product of two matrices is not always defined and therefore the inverse of a matrix may not exist.

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