The Logarithm of A Non-diagonalizable Matrix
The algorithm illustrated above does not work for non-diagonalizable matrices, such as
For such matrices one needs to find its Jordan decomposition and, rather than computing the logarithm of diagonal entries as above, one would calculate the logarithm of the Jordan blocks.
The latter is accomplished by noticing that one can write a Jordan block as
where K is a matrix with zeros on and under the main diagonal. (The number λ is nonzero by the assumption that the matrix whose logarithm one attempts to take is invertible.)
Then, by the Mercator series
one gets
This series in general does not converge for every matrix K, as it would not for any real number with absolute value greater than unity, however, this particular K is a nilpotent matrix, so the series actually has a finite number of terms (Km is zero if m is the dimension of K).
Using this approach one finds
Read more about this topic: Logarithm Of A Matrix
Famous quotes containing the word matrix:
“In all cultures, the family imprints its members with selfhood. Human experience of identity has two elements; a sense of belonging and a sense of being separate. The laboratory in which these ingredients are mixed and dispensed is the family, the matrix of identity.”
—Salvador Minuchin (20th century)