Companion matrix
In linear algebra, the Frobenius companion matrix of the monic polynomial
is the square matrix defined as
- .
Some authors use the transpose of this matrix, which (dually) cycles coordinates, and is more convenient for some purposes, like linear recurrence relations.
Characterization
The characteristic polynomial as well as the minimal polynomial of C(p) are equal to p.[1]
In this sense, the matrix C(p) is the "companion" of the polynomial p.
If A is an n-by-n matrix with entries from some field K, then the following statements are equivalent:
- A is similar to the companion matrix over K of its characteristic polynomial
- the characteristic polynomial of A coincides with the minimal polynomial of A, equivalently the minimal polynomial has degree n
- there exists a cyclic vector v in for A, meaning that {v, Av, A2v, ..., An−1v} is a basis of V. Equivalently, such that V is cyclic as a -module (and ); one says that A is non-derogatory.
Not every square matrix is similar to a companion matrix. But every square matrix A is similar to a matrix made up of blocks of companion matrices. If we also demand that these polynomials divide each other, they are uniquely determined by A. For details, see rational canonical form.
Diagonalizability
If p(t) has distinct roots λ1, ..., λn (the eigenvalues of C(p)), then C(p) is diagonalizable as follows:
where V is the Vandermonde matrix corresponding to the λ's.
In that case,[2] traces of powers m of C readily yield sums of the same powers m of all roots of p(t),
If p(t) has a non-simple root, then C(p) isn't diagonalizable (its Jordan canonical form contains one block for each distinct root).
Linear recursive sequences
Given a linear recursive sequence with characteristic polynomial
the (transpose) companion matrix
generates the sequence, in the sense that
increments the series by 1.
The vector (1,t,t2, ..., tn-1) is an eigenvector of this matrix for eigenvalue t, when t is a root of the characteristic polynomial p(t).
For c0 = −1, and all other ci=0, i.e., p(t) = tn−1, this matrix reduces to Sylvester's cyclic shift matrix, or circulant matrix.
From linear ODE to linear ODE system
Consider first a homogeneous system in normal form.
A linear ODE of order n for the scalar function y
can be equivalently described as a coupled linear ODE system of order 1 for the vector function z = (y, y(1), ..., y(n-1))T
where C(p)T is the transpose of the companion matrix for the monic polynomial p(t) = c0 + c1 t + ... + cn-1tn-1 + tn.
In the ODE setting the coefficients {ci}i=0n-1 may be also functions of the independent variable as well and not just scalar values.
The system is in general coupled because z(1)n depends not only on zn. If C(p) is invertible then it is possible to decouple it by making a coordinate transformation as described in the section on Diagonalizability.
For inhomogeneous case
the inhomogenity term will be become a vector function of the form F(x)= (0, ..., 0, f(x))T
- .
Notes
- Horn, Roger A.; Charles R. Johnson (1985). Matrix Analysis. Cambridge, UK: Cambridge University Press. pp. 146–147. ISBN 0-521-30586-1. Retrieved 2010-02-10.
- Bellman, Richard (1987), Introduction to Matrix Analysis, SIAM, ISBN 0898713994 .