In the
mathematical field of
linear algebra
Linear algebra is the branch of mathematics concerning linear equations such as:
:a_1x_1+\cdots +a_nx_n=b,
linear maps such as:
:(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n,
and their representations in vector spaces and through matrices.
...
and
convex analysis, the numerical range or field of values of a
complex matrix
Matrix most commonly refers to:
* ''The Matrix'' (franchise), an American media franchise
** ''The Matrix'', a 1999 science-fiction action film
** "The Matrix", a fictional setting, a virtual reality environment, within ''The Matrix'' (franchis ...
''A'' is the set
:
where
denotes the
conjugate transpose of the
vector . The numerical range includes, in particular, the diagonal entries of the matrix (obtained by choosing ''x'' equal to the unit vectors along the coordinate axes) and the eigenvalues of the matrix (obtained by choosing ''x'' equal to the eigenvectors).
In engineering, numerical ranges are used as a rough estimate of
eigenvalue
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted b ...
s of ''A''. Recently, generalizations of the numerical range are used to study
quantum computing
Quantum computing is a type of computation whose operations can harness the phenomena of quantum mechanics, such as superposition, interference, and entanglement. Devices that perform quantum computations are known as quantum computers. Though ...
.
A related concept is the numerical radius, which is the largest absolute value of the numbers in the numerical range, i.e.
:
Properties
# The numerical range is the
range
Range may refer to:
Geography
* Range (geographic), a chain of hills or mountains; a somewhat linear, complex mountainous or hilly area (cordillera, sierra)
** Mountain range, a group of mountains bordered by lowlands
* Range, a term used to i ...
of the
Rayleigh quotient
In mathematics, the Rayleigh quotient () for a given complex Hermitian matrix ''M'' and nonzero vector ''x'' is defined as:
R(M,x) = .
For real matrices and vectors, the condition of being Hermitian reduces to that of being symmetric, and the con ...
.
# (Hausdorff–Toeplitz theorem) The numerical range is convex and compact.
#
for all square matrix
and complex numbers
and
. Here
is the
identity matrix
In linear algebra, the identity matrix of size n is the n\times n square matrix with ones on the main diagonal and zeros elsewhere.
Terminology and notation
The identity matrix is often denoted by I_n, or simply by I if the size is immaterial o ...
.
#
is a subset of the closed right half-plane if and only if
is positive semidefinite.
# The numerical range
is the only function on the set of square matrices that satisfies (2), (3) and (4).
# (Sub-additive)
, where the sum on the right-hand side denotes a
sumset.
#
contains all the
eigenvalue
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted b ...
s of
.
# The numerical range of a
matrix is a filled
ellipse
In mathematics, an ellipse is a plane curve surrounding two focus (geometry), focal points, such that for all points on the curve, the sum of the two distances to the focal points is a constant. It generalizes a circle, which is the special ty ...
.
#
is a real line segment