Taylor expansion for matrix logarithm

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Discussion Overview

The discussion revolves around the Taylor expansion of the matrix logarithm for positive hermitian matrices A and B, specifically the expression for \log(A+tB) at t=0. Participants seek derivations and clarifications regarding the validity of the proposed formula and its assumptions.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant presents a formula for the Taylor expansion of \log(A+tB) but notes the lack of a source or proof for this identity.
  • Another participant offers an alternative expression for the logarithm, suggesting that \log(A+tB) can be rewritten as \log A + \log(I+tA^{-1}B), leading to a linear term involving A-1B.
  • A third participant provides a link to a document that may contain a derivation of the Taylor expansion.
  • A later reply questions the validity of the alternative expression unless matrices A and B commute, indicating a potential limitation in the proposed approach.

Areas of Agreement / Disagreement

Participants do not appear to reach consensus on the validity of the initial formula or the alternative expression. Multiple competing views remain regarding the derivation and assumptions involved.

Contextual Notes

There is uncertainty regarding the commutativity of matrices A and B, which may affect the validity of the logarithmic identities discussed. The lack of a clear derivation for the initial formula also presents a limitation in the discussion.

Backpacker
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A paper I'm reading states the that: for positive hermitian matrices A and B, the Taylor expansion of \log(A+tB) at t=0 is

\log(A+tB)=\log(A) + t\int_0^\infty \frac{1}{B+zI}A \frac{1}{B+zI} dz + \mathcal{O}(t^2).

However, there is no source or proof given, and I cannot seem to find a derivation of this identity anywhere! Any help would be appreciated. Thanks.
 
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Backpacker said:
A paper I'm reading states the that: for positive hermitian matrices A and B, the Taylor expansion of \log(A+tB) at t=0 is

\log(A+tB)=\log(A) + t\int_0^\infty \frac{1}{B+zI}A \frac{1}{B+zI} dz + \mathcal{O}(t^2).

However, there is no source or proof given, and I cannot seem to find a derivation of this identity anywhere! Any help would be appreciated. Thanks.

Welcome to PF, Backpacker! :smile:

I don't recognize your formula, but:

$$\log(A+tB)=\log(A(I+tA^{-1}B)= \log A + \log(I+tA^{-1}B) = \log A + tA^{-1}B + \mathcal{O}(t^2)$$
 
I like Serena said:
$$\log(A(I+tA^{-1}B)= \log A + \log(I+tA^{-1}B) $$
This doesn't seem quite right, unless ## A ## and ## B ## commute.
 

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