Integral of Log det(1-A(x).B(x)) wrt x

In summary, the conversation discusses the possibility of finding a closed form for the integral of Log det(1-A(x).B(x)) with two square matrices A(x) and B(x) that do not commute. The conversation also introduces the additional information of a product of 4 matrices, R1.Exp[-k x].R2.Exp[-k x], and the use of polylogs and dilogarithms in closed forms. The speaker believes that a closed form may involve the dilogarithm of a matrix, but is currently focusing on one problem at a time.
  • #1
guerom00
93
0
Hello all :)

I have two square matrices whose elements are functions of a variable x, let's call them A(x) and B(x).
Those two matrices do not commute : A(x).B(x)≠B(x).A(x)
I then define the quantity Log det(1-A(x).B(x)) where 1 is the identity matrix.

I'm interested in a closed form for the integral of the above quantity wrt x i.e.
[tex]\int\,Log\,det(1-A(x).B(x))\,dx[/tex]

Do you think such a closed form exists ?

Thanks in advance :)
 
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  • #2
A closed form doesn't exist in the case of 1x1 matrices!
 
  • #3
True. So let me be more specific because, in my case, how my matrices depend on x is known :smile:

In reality I have a product of 4 matrices :
R1.Exp[-k x].R2.Exp[-k x]
Let me explain each terms :
• R1 and R2 do not depend on x but are not symmetric (hence the no commutation in all those matrices products)
• Exp[-k x] is a diagonal matrix whose elements are exp(-k x) with k a column vector.

So with these additional informations, I'm interested in a possible closed form for the quantity

[tex]\int\,Log\, det(1-R1.Exp[-k x].R2.Exp[-k x])\, dx[/tex]

:smile:
 
  • #5
Indeed there is a closed form for numbers (1x1 matrices) which necessarily commute. I'm wondering if that can be somehow generalized for non commuting matrices quantities.
I know that if a closed form exists, it will indeed involve the dilogarithm of a matrix :biggrin: I'll think of what this is later… One problem at a time :biggrin:
 

What is the integral of log det(1-A(x).B(x)) wrt x?

The integral of log det(1-A(x).B(x)) wrt x is a mathematical expression that represents the area under the curve of the function log det(1-A(x).B(x)). It is a common integral in statistical and mathematical analyses.

Why is the integral of log det(1-A(x).B(x)) wrt x important?

The integral of log det(1-A(x).B(x)) wrt x is important because it is used in various mathematical and statistical models to calculate probabilities, determine convergence, and analyze data. It is also used in applications such as signal processing and control systems.

How is the integral of log det(1-A(x).B(x)) wrt x calculated?

The integral of log det(1-A(x).B(x)) wrt x can be calculated using various methods such as substitution, integration by parts, or numerical methods. The specific method used will depend on the complexity of the function and the desired accuracy of the result.

What are some real-world applications of the integral of log det(1-A(x).B(x)) wrt x?

The integral of log det(1-A(x).B(x)) wrt x has various applications in fields such as engineering, physics, and economics. It is used to model complex systems, analyze data in time series, and calculate probabilities in statistical analyses.

Are there any challenges associated with calculating the integral of log det(1-A(x).B(x)) wrt x?

Yes, there can be challenges associated with calculating the integral of log det(1-A(x).B(x)) wrt x, especially if the function is complex. Some challenges may include finding appropriate integration techniques, dealing with infinite or undefined values, and ensuring the accuracy of the result.

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