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Functional calculus

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Theory allowing one to apply mathematical functions to mathematical operators
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Inmathematics, afunctional calculus is a theory allowing one to applymathematical functions tomathematical operators.[1] It is now a branch (more accurately, several related areas) of the field offunctional analysis, connected withspectral theory. (Historically, the term was also used synonymously withcalculus of variations; this usage is obsolete, except forfunctional derivative. Sometimes it is used in relation to types offunctional equations, or in logic for systems ofpredicate calculus.)

Iff{\displaystyle f} is a function, say a numerical function of areal number, andM{\displaystyle M} is an operator, there is no particular reason why the expressionf(M){\displaystyle f(M)} should make sense. If it does, then we are no longer usingf{\displaystyle f} on its originalfunction domain. In the tradition ofoperational calculus, algebraic expressions in operators are handled irrespective of their meaning. This passes nearly unnoticed if we talk about 'squaring a matrix', though, which is the case off(x)=x2{\displaystyle f(x)=x^{2}} andM{\displaystyle M} ann×n{\displaystyle n\times n}matrix. The idea of a functional calculus is to create aprincipled approach to this kind ofoverloading of the notation.

The most immediate case is to applypolynomial functions to asquare matrix, extending what has just been discussed. In the finite-dimensional case, the polynomial functional calculus yields quite a bit of information about the operator. For example, consider the family of polynomials which annihilates an operatorT{\displaystyle T}. This family is anideal in the ring of polynomials. Furthermore, it is a nontrivial ideal: letN{\displaystyle N} be the finite dimension of the algebra of matrices, then{I,T,T2,,TN}{\displaystyle \{I,T,T^{2},\ldots ,T^{N}\}} is linearly dependent. Soi=0NαiTi=0{\displaystyle \sum _{i=0}^{N}\alpha _{i}T^{i}=0} for some scalarsαi{\displaystyle \alpha _{i}}, not all equal to 0. This implies that the polynomiali=0Nαixi{\displaystyle \sum _{i=0}^{N}\alpha _{i}x^{i}} lies in the ideal. Since the ring of polynomials is aprincipal ideal domain, this ideal is generated by some polynomialm{\displaystyle m}. Multiplying by a unit if necessary, we can choosem{\displaystyle m} to be monic. When this is done, the polynomialm{\displaystyle m} is precisely theminimal polynomial ofT{\displaystyle T}. This polynomial gives deep information aboutT{\displaystyle T}. For instance, a scalarα{\displaystyle \alpha } is an eigenvalue ofT{\displaystyle T} if and only ifα{\displaystyle \alpha } is a root ofm{\displaystyle m}. Also, sometimesm{\displaystyle m} can be used to calculate theexponential ofT{\displaystyle T} efficiently.

The polynomial calculus is not as informative in the infinite-dimensional case. Consider theunilateral shift with the polynomials calculus; the ideal defined above is now trivial. Thus one is interested in functional calculi more general than polynomials. The subject is closely linked tospectral theory, since for adiagonal matrix ormultiplication operator, it is rather clear what the definitions should be.

See also

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References

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  1. ^https://users.metu.edu.tr/baver/chapter5.pdffrom Preface on page 8.

Further reading

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Basic concepts
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