In mathematics, and more specifically matrix theory, the spread of a matrix is the largest distance in the

complex plane In mathematics, the complex plane is the plane formed by the complex numbers, with a Cartesian coordinate system such that the -axis, called the real axis, is formed by the real numbers, and the -axis, called the imaginary axis, is formed by th ...

between any two

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 denot ...

s of the matrix.

Definition

Let

A

be a

square matrix In mathematics, a square matrix is a matrix with the same number of rows and columns. An ''n''-by-''n'' matrix is known as a square matrix of order Any two square matrices of the same order can be added and multiplied. Square matrices are ofte ...

with eigenvalues

\lambda_1, \ldots, \lambda_n

. That is, these values

\lambda_i

are the

complex number In mathematics, a complex number is an element of a number system that extends the real numbers with a specific element denoted , called the imaginary unit and satisfying the equation i^= -1; every complex number can be expressed in the for ...

s such that there exists a vector

v_i

on which

A

acts by

scalar multiplication In mathematics, scalar multiplication is one of the basic operations defining a vector space in linear algebra (or more generally, a module in abstract algebra). In common geometrical contexts, scalar multiplication of a real Euclidean vector ...

: :

Av_i=\lambda_i v_i.

Then the spread of

A

is the

non-negative number In mathematics, the sign of a real number is its property of being either positive, negative, or zero. Depending on local conventions, zero may be considered as being neither positive nor negative (having no sign or a unique third sign), or it ...

s(A) = \max \.

Examples

*For the

zero matrix In mathematics, particularly linear algebra, a zero matrix or null matrix is a matrix all of whose entries are zero. It also serves as the additive identity of the additive group of m \times n matrices, and is denoted by the symbol O or 0 followed ...

and 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 ...

, the spread is zero. The zero matrix has only zero as its eigenvalues, and the identity matrix has only one as its eigenvalues. In both cases, all eigenvalues are equal, so no two eigenvalues can be at nonzero distance from each other. *For a projection, the only eigenvalues are zero and one. A

projection matrix In statistics, the projection matrix (\mathbf), sometimes also called the influence matrix or hat matrix (\mathbf), maps the vector of response values (dependent variable values) to the vector of fitted values (or predicted values). It describes ...

therefore has a spread that is either

0

(if all eigenvalues are equal) or

1

(if there are two different eigenvalues). *All eigenvalues of a

unitary matrix In linear algebra, a Complex number, complex Matrix (mathematics), square matrix is unitary if its conjugate transpose is also its Invertible matrix, inverse, that is, if U^* U = UU^* = UU^ = I, where is the identity matrix. In physics, esp ...

A

lie on the

unit circle In mathematics, a unit circle is a circle of unit radius—that is, a radius of 1. Frequently, especially in trigonometry, the unit circle is the circle of radius 1 centered at the origin (0, 0) in the Cartesian coordinate system in the Eucli ...

. Therefore, in this case, the spread is at most equal to the

diameter In geometry, a diameter of a circle is any straight line segment that passes through the center of the circle and whose endpoints lie on the circle. It can also be defined as the longest chord of the circle. Both definitions are also valid fo ...

of the circle, the number 2. *The spread of a matrix depends only on the

spectrum A spectrum (plural ''spectra'' or ''spectrums'') is a condition that is not limited to a specific set of values but can vary, without gaps, across a continuum. The word was first used scientifically in optics to describe the rainbow of color ...

of the matrix (its multiset of eigenvalues). If a second matrix

B

of the same size is

invertible In mathematics, the concept of an inverse element generalises the concepts of opposite () and reciprocal () of numbers. Given an operation denoted here , and an identity element denoted , if , one says that is a left inverse of , and that ...

, then

BAB^

has the same spectrum as

A

. Therefore, it also has the same spread as

A

References

* Marvin Marcus and Henryk Minc, ''A survey of matrix theory and matrix inequalities'',

Dover Publications Dover Publications, also known as Dover Books, is an American book publisher founded in 1941 by Hayward and Blanche Cirker. It primarily reissues books that are out of print from their original publishers. These are often, but not always, books ...

, 1992, {{isbn, 0-486-67102-X. Chap.III.4. Linear algebra Matrix theory

Definition

Examples

See also

References