Logarithm of a matrix
Appearance
The logarithm of a matrix A is a matrix B such that
- .
Numerical method: matrix diagonalization
A method for finding ln A is the following:
- Find the matrix V of eigenvectors of A (each column of V is an eigenvector of A).
- Find the inverse V−1 of V.
- Let
- Then A′ will be a diagonal matrix whose diagonal elements are eigenvalues of A.
- Replace each diagonal element of A′ by its (natural) logarithm in order to obtain .
- Then