Digital Signal Processing Reference
In-Depth Information
Note that
D k
k
k X
(
A
)(
X
,...,
X
) =
k
! (
)
(5.5.3)
and if k
>
n or m
>
k , then
D m
k
X 1
X m
(
A
)(
,...,
) =
0
.
(5.5.4)
k
In [ 8 ], Bhatia and Friedland gave the norm of the first derivative of the map
as
follows:
k
D
A
=
p k 1 (
s 1 (
A
),...,
s k (
A
)).
The following theorem by Jain [ 14 ] is an extension of this for its higher order deriv-
atives.
Theorem 5.2
Fo r 1
m
k
n
D m
k
A
=
m
!
p k m (
s 1 (
A
),...,
s k (
A
)).
(5.5.5)
n this reduces to Theorem 2.4 for the determinant map. As a
corollary, a perturbation bound can be obtained using Taylor's theorem.
Note that for k
=
Corollary 5.3
For any X
∈ M (
n
)
k
k
k
m
(
A
+
X
) −∧
(
A
)
p k m (
s 1 (
A
), . . . ,
s k (
A
))
X
.
(5.5.6)
m
=
1
Consequently,
k
k
k
k
(
A
+
X
) −∧
(
A
) (
A
+
X
)
A
.
(5.5.7)
5.6 Symmetric Tensor Power
) → M ( n + k 1
k
)
k
Consider the map
: M (
n
which takes an n
×
n matrix A
to its k th symmetric tensor power. For elements γ
= 1 ,...,γ m )
G m , n and
G k , n we write γ
{ γ 1 ,...,γ m }⊆
α = 1 ,...,α k )
α if 1
m
k and
{ α 1 ,...,α k }
, with multiplicities allowed such that if α
occurs in α ,say d α
times,
cannot occur in γ
times. Also if γ α , then α γ will
then α
for more than d α
denote the element
1 ,...,γ k m )
of G k m , n , where γ ∈{ α 1 ,...,α k }
that is, γ
and occurs in α γ exactly d α
is some α i
d γ
times where d α and d γ
denote the
multiplicities of α i in α , and γ , respectively.
Let Y be a n + m 1
m
× n + m 1
m
matrix and for 1
m
k let γ, δ
G k m , n .We
,the n + k 1
k
× n + k 1
k
matrix whose indexing set is G k , n , and for
denote by Y
) (γ, δ)
(
k
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