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矩阵的平方根

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hbghlyj 发表于 2023-1-4 17:26 |阅读模式
使用这帖的结论可以证明>1阶的矩阵$$A=\left(\begin{array}{ccccc}0 & 1 & 0 & \cdots & 0 \\ 0 & 0 & 1 & \cdots & 0 \\[-4px] \vdots & \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & 0 & \cdots & 1 \\ 0 & 0 & 0 & \cdots & 0\end{array}\right)$$没有平方根.

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 楼主| hbghlyj 发表于 2023-1-4 17:28
Complex matrix without a square root - Math Counterexamples

First, one can note that if \(T\) is similar to \(V\) with \(T = P^{-1} V P\) and \(V\) has a square root \(U\) then \(T\) also has a square root as \(V=U^2\) implies \(T=\left(P^{-1} U P\right)^2\).

Diagonalizable matrices

Suppose that \(T\) is similar to a diagonal matrix \[
D=\begin{bmatrix}
d_1 & 0 & \dots & 0 \\
0 & d_2 & \dots & 0 \\
\vdots & \vdots & \ddots & 0 \\
0 & 0 & \dots & d_n
\end{bmatrix}\] Any complex number has two square roots, except \(0\) which has only one. Therefore, each \(d_i\) has at least one square root \(d_i^\prime\) and the matrix \[
D^\prime=\begin{bmatrix}
d_1^\prime & 0 & \dots & 0 \\
0 & d_2^\prime & \dots & 0 \\
\vdots & \vdots & \ddots & 0 \\
0 & 0 & \dots & d_n^\prime
\end{bmatrix}\] is a square root of \(D\).

Invertible matrices

A complex matrix \(T\) is similar to a matrix \[
J=\begin{bmatrix}
J_1 & & \\
& \ddots &\\
& & J_p
\end{bmatrix}\] where each block \(J_i\) is a square matrix of the form \[
J_i=\begin{bmatrix}
\lambda_i & 1 & &\\
& \lambda_i & \ddots &\\
& & \ddots & 1\\
& & & \lambda_i
\end{bmatrix}\] \(J\) is called the Jordan normal form of \(T\). If \(T\) is supposed to be invertible, the \(\lambda_i\) are non-zero and \(J\) has a square root. For the proof, we prove that a Jordan block \[
J(\lambda)=\begin{bmatrix}
\lambda & 1 & &\\
& \lambda & \ddots &\\
& & \ddots & 1\\
& & & \lambda
\end{bmatrix}\] with \(\lambda \neq 0\) has a square root. Writing \(J(\lambda)= \lambda(I+N)\), where \(N=\frac{J(0)}{\lambda}\) and \(I\) the identity matrix, it is sufficient to prove that \(I+N\) has a square root \(K\) for any nilpotent matrix \(N\) as then \(cK\) is a square root of \(J(\lambda)\) for \(c\) a square root of \(\lambda\).

Recall the Taylor expansion of \(\sqrt{1+x}\) \[
\sqrt{1+x} = 1 + \frac{1}{2} x + \frac{\left(\frac{1}{2}\right)\left(\frac{-1}{2}\right)}{2!} x^2 + \dots + \frac{\left(\frac{1}{2}\right)\left(\frac{-1}{2}\right)\dots \left(\frac{1}{2}-(n-1)\right)}{n!} x^n + \dots\] Plug in \(N\) for \(x\), we get a finite sum as \(N\) is nilpotent. Squaring both side of the equality we get that \[
I+N=\left[1 + \frac{1}{2} N + \frac{\left(\frac{1}{2}\right)\left(\frac{-1}{2}\right)}{2!} N^2 + \dots + \frac{\left(\frac{1}{2}\right)\left(\frac{-1}{2}\right)\dots \left(\frac{1}{2}-(n-1)\right)}{n!} N^n\right]^2\] concluding the proof.

Singular matrices

The case of singular matrices is more complex. For example the matrix \[
A=\begin{bmatrix}
1 & 0 & 0\\
0 & 0 & 0\\
0 & 0 & 0
\end{bmatrix}\] has infinitely many square roots including the matrices \[
A^\prime_t=\begin{bmatrix}
1 & 0 & 0\\
0 & 0 & t\\
0 & 0 & 0\end{bmatrix}\] for \(t \in \mathbb C\).

However the nilpotent matrix \[
B=\begin{bmatrix}
0 & 1\\
0 & 0
\end{bmatrix}\] doesn’t have a square root
. Indeed, if \(B^\prime\) was a square root of \(B\), \(B^\prime\) would also be nilpotent and therefore be similar to \(B\) or the zero matrix using the Jordan canonical form of \(B^\prime\). However both squares of those matrices are equal to the zero matrix.

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 楼主| hbghlyj 发表于 2023-1-4 18:15
zh.wikipedia.org/wiki/矩阵对数#存在性
对于一个复矩阵,该矩阵存在矩阵对数当且仅当它是可逆的。如果一个矩阵没有负实特征值,那么它的矩阵对数不是唯一的,其中,在{z∈𝐂 | -π<Im z <π}中的对数称为对数主值。
对于一个实矩阵,该矩阵存在实矩阵对数当且仅当它是可逆的并且负特征值对应的每个若尔当块出现偶数次。如果可逆实矩阵不满足若尔当块的条件,那么它只有非实对数。在实数的情况下体现为:对数在$-1$处不是实的。

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 楼主| hbghlyj 发表于 2023-1-4 18:51

2阶正定矩阵的平方根

$A$为2阶正定矩阵, 求正定矩阵$B$使$\DeclareMathOperator{\tr}{tr}A=B^2$.
ripublication.com/ijde/ijdev6n1-2_08.pdf
$B$的特征多项式为$x^2-(\tr B)x+\det B$, 由Cayley-Hamilton定理, $B^2-(\tr B)B+(\det B)I=0$, 即$$B={A+(\det B)I\over \tr B}$$
显然$\det B=\sqrt{\det A}$, 只需求出$\tr B$.
设$A$的特征值为$λ_1,λ_2$, 则$\tr B=\sqrt{λ_1}+\sqrt{λ_2}=\sqrt{λ_1+λ_2+2\sqrt{λ_1λ_2}}=\sqrt{\tr A+2\sqrt{\det A}}$, 得到$$B=\frac{A+\sqrt{\det A}\,I}{\sqrt{\tr A+2\sqrt{\det A}}}$$
例子
$A=\pmatrix{1&1\\0&1},\tr A=2,\det A=1,$
$$B=\frac{A+I}{2}=\pmatrix{1&\frac12\\0&1}$$

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