Movatterモバイル変換


[0]ホーム

URL:


Jump to content
WikipediaThe Free Encyclopedia
Search

Companion matrix

From Wikipedia, the free encyclopedia
Square matrix constructed from a monic polynomial

Inlinear algebra, theFrobeniuscompanion matrix of themonic polynomialp(x)=c0+c1x++cn1xn1+xn{\displaystyle p(x)=c_{0}+c_{1}x+\cdots +c_{n-1}x^{n-1}+x^{n}}is thesquare matrix defined as

C(p)=[000c0100c1010c2001cn1].{\displaystyle C(p)={\begin{bmatrix}0&0&\dots &0&-c_{0}\\1&0&\dots &0&-c_{1}\\0&1&\dots &0&-c_{2}\\\vdots &\vdots &\ddots &\vdots &\vdots \\0&0&\dots &1&-c_{n-1}\end{bmatrix}}.}

Some authors use thetranspose of this matrix,C(p)T{\displaystyle C(p)^{T}}, which is more convenient for some purposes such as linearrecurrence relations (see below).

C(p){\displaystyle C(p)} is defined from the coefficients ofp(x){\displaystyle p(x)}, while thecharacteristic polynomial as well as theminimal polynomial ofC(p){\displaystyle C(p)} are equal top(x){\displaystyle p(x)}.[1] In this sense, the matrixC(p){\displaystyle C(p)} and the polynomialp(x){\displaystyle p(x)} are "companions".

Similarity to companion matrix

[edit]

Any matrixA with entries in afieldF has characteristic polynomialp(x)=det(xIA){\displaystyle p(x)=\det(xI-A)}, which in turn has companion matrixC(p){\displaystyle C(p)}. These matrices are related as follows.

The following statements are equivalent:

If the above hold, one says thatA isnon-derogatory.

Not every square matrix is similar to a companion matrix, but every square matrix is similar to ablock diagonal matrix made of companion matrices. If we also demand that the polynomial of each diagonal block divides the next one, they are uniquely determined byA, and this gives therational canonical form ofA.

Diagonalizability

[edit]

The roots of the characteristic polynomialp(x){\displaystyle p(x)} are theeigenvalues ofC(p){\displaystyle C(p)}. If there aren distinct eigenvaluesλ1,,λn{\displaystyle \lambda _{1},\ldots ,\lambda _{n}}, thenC(p){\displaystyle C(p)} isdiagonalizable asC(p)=V1DV{\displaystyle C(p)=V^{-1}\!DV}, whereD is the diagonal matrix andV is theVandermonde matrix corresponding to theλ's:D=[λ1000λ2000λn],V=[1λ1λ12λ1n11λ2λ22λ2n11λnλn2λnn1].{\displaystyle D={\begin{bmatrix}\lambda _{1}&0&\!\!\!\cdots \!\!\!&0\\0&\lambda _{2}&\!\!\!\cdots \!\!\!&0\\0&0&\!\!\!\cdots \!\!\!&\lambda _{n}\end{bmatrix}},\qquad V={\begin{bmatrix}1&\lambda _{1}&\lambda _{1}^{2}&\!\!\!\cdots \!\!\!&\lambda _{1}^{n-1}\\1&\lambda _{2}&\lambda _{2}^{2}&\!\!\!\cdots \!\!\!&\lambda _{2}^{n-1}\\[-1em]\vdots &\vdots &\vdots &\!\!\!\ddots \!\!\!&\vdots \\1&\lambda _{n}&\lambda _{n}^{2}&\!\!\!\cdots \!\!\!&\lambda _{n}^{n-1}\end{bmatrix}}.}Indeed, a reasonably hard computation shows that the transposeC(p)T{\displaystyle C(p)^{T}} has eigenvectorsvi=(1,λi,,λin1){\displaystyle v_{i}=(1,\lambda _{i},\ldots ,\lambda _{i}^{n-1})} withC(p)T(vi)=λivi{\displaystyle C(p)^{T}\!(v_{i})=\lambda _{i}v_{i}}, which follows fromp(λi)=c0+c1λi++cn1λin1+λin=0{\displaystyle p(\lambda _{i})=c_{0}+c_{1}\lambda _{i}+\cdots +c_{n-1}\lambda _{i}^{n-1}+\lambda _{i}^{n}=0}. Thus, its diagonalizingchange of basis matrix isVT=[v1TvnT]{\displaystyle V^{T}=[v_{1}^{T}\ldots v_{n}^{T}]}, meaningC(p)T=VTD(VT)1{\displaystyle C(p)^{T}=V^{T}D\,(V^{T})^{-1}}, and taking the transpose of both sides givesC(p)=V1DV{\displaystyle C(p)=V^{-1}\!DV}.

We can read the eigenvectors ofC(p){\displaystyle C(p)} withC(p)(wi)=λiwi{\displaystyle C(p)(w_{i})=\lambda _{i}w_{i}} from the equationC(p)=V1DV{\displaystyle C(p)=V^{-1}\!DV}: they are the column vectors of theinverse Vandermonde matrixV1=[w1TwnT]{\displaystyle V^{-1}=[w_{1}^{T}\cdots w_{n}^{T}]}. This matrix is known explicitly, giving the eigenvectorswi=(L0i,,L(n1)i){\displaystyle w_{i}=(L_{0i},\ldots ,L_{(n-1)i})}, with coordinates equal to the coefficients of theLagrange polynomialsLi(x)=L0i+L1ix++L(n1)ixn1=jixλjλjλi=p(x)(xλi)p(λi).{\displaystyle L_{i}(x)=L_{0i}+L_{1i}x+\cdots +L_{(n-1)i}x^{n-1}=\prod _{j\neq i}{\frac {x-\lambda _{j}}{\lambda _{j}-\lambda _{i}}}={\frac {p(x)}{(x-\lambda _{i})\,p'(\lambda _{i})}}.}Alternatively, the scaled eigenvectorsw~i=p(λi)wi{\displaystyle {\tilde {w}}_{i}=p'\!(\lambda _{i})\,w_{i}} have simpler coefficients.

Ifp(x){\displaystyle p(x)} has multiple roots, thenC(p){\displaystyle C(p)} is not diagonalizable. Rather, theJordan canonical form ofC(p){\displaystyle C(p)} contains oneJordan block for each distinct root; if the multiplicity of the root ism, then the block is anm ×m matrix withλ{\displaystyle \lambda } on the diagonal and 1 in the entries just above the diagonal. in this case,V becomes aconfluent Vandermonde matrix.[2]

Linear recursive sequences

[edit]

Alinear recursive sequence defined byak+n=c0akc1ak+1cn1ak+n1{\displaystyle a_{k+n}=-c_{0}a_{k}-c_{1}a_{k+1}\cdots -c_{n-1}a_{k+n-1}} fork0{\displaystyle k\geq 0} has the characteristic polynomialp(x)=c0+c1x++cn1xn1+xn{\displaystyle p(x)=c_{0}+c_{1}x+\cdots +c_{n-1}x^{n-1}+x^{n}}, whose transpose companion matrixC(p)T{\displaystyle C(p)^{T}} generates the sequence:[ak+1ak+2ak+n1ak+n]=[010000100001c0c1c2cn1][akak+1ak+n2ak+n1].{\displaystyle {\begin{bmatrix}a_{k+1}\\a_{k+2}\\\vdots \\a_{k+n-1}\\a_{k+n}\end{bmatrix}}={\begin{bmatrix}0&1&0&\cdots &0\\0&0&1&\cdots &0\\\vdots &\vdots &\vdots &\ddots &\vdots \\0&0&0&\cdots &1\\-c_{0}&-c_{1}&-c_{2}&\cdots &-c_{n-1}\end{bmatrix}}{\begin{bmatrix}a_{k}\\a_{k+1}\\\vdots \\a_{k+n-2}\\a_{k+n-1}\end{bmatrix}}.}The vectorv=(1,λ,λ2,,λn1){\displaystyle v=(1,\lambda ,\lambda ^{2},\ldots ,\lambda ^{n-1})} is an eigenvector of this matrix, where the eigenvalueλ{\displaystyle \lambda } is a root ofp(x){\displaystyle p(x)}. Setting the initial values of the sequence equal to this vector produces a geometric sequenceak=λk{\displaystyle a_{k}=\lambda ^{k}} which satisfies the recurrence. In the case ofn distinct eigenvalues, an arbitrary solutionak{\displaystyle a_{k}} can be written as a linear combination of such geometric solutions, and the eigenvalues of largest complex norm give anasymptotic approximation.

From linear ODE to first-order linear ODE system

[edit]

Similarly to the above case of linear recursions, consider a homogeneouslinear ODE of ordern for the scalar functiony=y(t){\displaystyle y=y(t)}:y(n)+cn1y(n1)++c1y(1)+c0y=0.{\displaystyle y^{(n)}+c_{n-1}y^{(n-1)}+\dots +c_{1}y^{(1)}+c_{0}y=0.}This can be equivalently described as a coupled system of homogeneous linear ODE of order 1 for the vector functionz(t)=(y(t),y(t),,y(n1)(t)){\displaystyle z(t)=(y(t),y'(t),\ldots ,y^{(n-1)}(t))}:z=C(p)Tz{\displaystyle z'=C(p)^{T}z}whereC(p)T{\displaystyle C(p)^{T}} is the transpose companion matrix for the characteristic polynomialp(x)=xn+cn1xn1++c1x+c0.{\displaystyle p(x)=x^{n}+c_{n-1}x^{n-1}+\cdots +c_{1}x+c_{0}.}Here the coefficientsci=ci(t){\displaystyle c_{i}=c_{i}(t)} may be also functions, not just constants.

IfC(p)T{\displaystyle C(p)^{T}} is diagonalizable, then a diagonalizing change of basis will transform this into a decoupled system equivalent to one scalar homogeneous first-order linear ODE in each coordinate.

An inhomogeneous equationy(n)+cn1y(n1)++c1y(1)+c0y=f(t){\displaystyle y^{(n)}+c_{n-1}y^{(n-1)}+\dots +c_{1}y^{(1)}+c_{0}y=f(t)}is equivalent to the system:z=C(p)Tz+F(t){\displaystyle z'=C(p)^{T}z+F(t)}with the inhomogeneity termF(t)=(0,,0,f(t)){\displaystyle F(t)=(0,\ldots ,0,f(t))}.

Again, a diagonalizing change of basis will transform this into a decoupled system of scalar inhomogeneous first-order linear ODEs.

Cyclic shift matrix

[edit]

In the case ofp(x)=xn1{\displaystyle p(x)=x^{n}-1}, when the eigenvalues are the complexroots of unity, the companion matrix and its transpose both reduce to Sylvester's cyclicshift matrix, acirculant matrix.

Multiplication map on a simple field extension

[edit]

Consider a polynomialp(x)=xn+cn1xn1++c1x+c0{\displaystyle p(x)=x^{n}+c_{n-1}x^{n-1}+\cdots +c_{1}x+c_{0}} with coefficients in afieldF{\displaystyle F}, and supposep(x){\displaystyle p(x)} isirreducible in thepolynomial ringF[x]{\displaystyle F[x]}. Thenadjoining a rootλ{\displaystyle \lambda } ofp(x){\displaystyle p(x)} produces afield extensionK=F(λ)F[x]/(p(x)){\displaystyle K=F(\lambda )\cong F[x]/(p(x))}, which is also a vector space overF{\displaystyle F} with standard basis{1,λ,λ2,,λn1}{\displaystyle \{1,\lambda ,\lambda ^{2},\ldots ,\lambda ^{n-1}\}}. Then theF{\displaystyle F}-linear multiplication mapping

mλ:KK{\displaystyle m_{\lambda }:K\to K} defined bymλ(α)=λα{\displaystyle m_{\lambda }(\alpha )=\lambda \alpha }

has ann ×n matrix[mλ]{\displaystyle [m_{\lambda }]} with respect to the standard basis. Sincemλ(λi)=λi+1{\displaystyle m_{\lambda }(\lambda ^{i})=\lambda ^{i+1}} andmλ(λn1)=λn=c0cn1λn1{\displaystyle m_{\lambda }(\lambda ^{n-1})=\lambda ^{n}=-c_{0}-\cdots -c_{n-1}\lambda ^{n-1}}, this is the companion matrix ofp(x){\displaystyle p(x)}:[mλ]=C(p).{\displaystyle [m_{\lambda }]=C(p).}Assuming this extension isseparable (for example ifF{\displaystyle F} hascharacteristic zero or is afinite field),p(x){\displaystyle p(x)} has distinct rootsλ1,,λn{\displaystyle \lambda _{1},\ldots ,\lambda _{n}} withλ1=λ{\displaystyle \lambda _{1}=\lambda }, so thatp(x)=(xλ1)(xλn),{\displaystyle p(x)=(x-\lambda _{1})\cdots (x-\lambda _{n}),}and it hassplitting fieldL=F(λ1,,λn){\displaystyle L=F(\lambda _{1},\ldots ,\lambda _{n})}. Nowmλ{\displaystyle m_{\lambda }} is not diagonalizable overF{\displaystyle F}; rather, we mustextend it to anL{\displaystyle L}-linear map onLnLFK{\displaystyle L^{n}\cong L\otimes _{F}K}, a vector space overL{\displaystyle L} with standard basis{11,1λ,1λ2,,1λn1}{\displaystyle \{1{\otimes }1,\,1{\otimes }\lambda ,\,1{\otimes }\lambda ^{2},\ldots ,1{\otimes }\lambda ^{n-1}\}}, containing vectorsw=(β1,,βn)=β11++βnλn1{\displaystyle w=(\beta _{1},\ldots ,\beta _{n})=\beta _{1}{\otimes }1+\cdots +\beta _{n}{\otimes }\lambda ^{n-1}}. The extended mapping is defined bymλ(βα)=β(λα){\displaystyle m_{\lambda }(\beta \otimes \alpha )=\beta \otimes (\lambda \alpha )}.

The matrix[mλ]=C(p){\displaystyle [m_{\lambda }]=C(p)} is unchanged, but as above, it can be diagonalized by matrices with entries inL{\displaystyle L}:[mλ]=C(p)=V1DV,{\displaystyle [m_{\lambda }]=C(p)=V^{-1}\!DV,}for the diagonal matrixD=diag(λ1,,λn){\displaystyle D=\operatorname {diag} (\lambda _{1},\ldots ,\lambda _{n})} and theVandermonde matrixV corresponding toλ1,,λnL{\displaystyle \lambda _{1},\ldots ,\lambda _{n}\in L}. The explicit formula for the eigenvectors (the scaled column vectors of theinverse Vandermonde matrixV1{\displaystyle V^{-1}}) can be written as:w~i=β0i1+β1iλ++β(n1)iλn1=ji(1λλj1){\displaystyle {\tilde {w}}_{i}=\beta _{0i}{\otimes }1+\beta _{1i}{\otimes }\lambda +\cdots +\beta _{(n-1)i}{\otimes }\lambda ^{n-1}=\prod _{j\neq i}(1{\otimes }\lambda -\lambda _{j}{\otimes }1)}whereβijL{\displaystyle \beta _{ij}\in L} are the coefficients of the scaled Lagrange polynomialp(x)xλi=ji(xλj)=β0i+β1ix++β(n1)ixn1.{\displaystyle {\frac {p(x)}{x-\lambda _{i}}}=\prod _{j\neq i}(x-\lambda _{j})=\beta _{0i}+\beta _{1i}x+\cdots +\beta _{(n-1)i}x^{n-1}.}

See also

[edit]

Notes

[edit]
  1. ^Horn, Roger A.; Charles R. Johnson (1985).Matrix Analysis. Cambridge, UK: Cambridge University Press. pp. 146–147.ISBN 0-521-30586-1. Retrieved2010-02-10.
  2. ^Turnbull, H. W.; Aitken, A. C. (1961).An Introduction to the Theory of Canonical Matrices. New York: Dover. p. 60.ISBN 978-0486441689.{{cite book}}:ISBN / Date incompatibility (help)
Matrix classes
Explicitly constrained entries
Constant
Conditions oneigenvalues or eigenvectors
Satisfying conditions onproducts orinverses
With specific applications
Used instatistics
Used ingraph theory
Used in science and engineering
Related terms
Retrieved from "https://en.wikipedia.org/w/index.php?title=Companion_matrix&oldid=1285634201"
Categories:
Hidden categories:

[8]ページ先頭

©2009-2025 Movatter.jp