Evaluation of an analytical function of an arbitrary matrix with multiple eigenvalues

Feng-Cheng Chang · Proceedings of the IEEE · 1977

An analytic function of an arbitrary square matrix with multiple eigenvalues is expressed as linear combinations of constituent matrices. Two simple and practicible equations for the constituent matrices are then formulated which involve the determination of a Vandermonde matrix and a modal matrix with their inversions. The technique is especially useful in hand calculation even if the given matrix is very large.

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