• DocumentCode
    830472
  • Title

    Derivatives of the characteristic polynomial, trace, and determinant with respect to a matrix

  • Author

    Brewer, John W.

  • Author_Institution
    University of California, Davis, CA, USA
  • Volume
    24
  • Issue
    5
  • fYear
    1979
  • fDate
    10/1/1979 12:00:00 AM
  • Firstpage
    787
  • Lastpage
    790
  • Abstract
    Matrix calculus [2], [7] is used to derive formulas for the derivatives of the coefficients of the characteristic polynomial with respect to any matrix of physical parameters. Two of these derivatives may be related to the matrix derivatives of the determinant and the negative trace. The use of these derivative formulas is restricted to "nonderogatory" matrices. This is a large class of matrices which includes all matrices with nonrepeated eigenvalues. The use and validity of the formulas is demonstrated by showing that they provide a correct and well-known result for a particular special case. Higher order matrix derivatives are easily obtained once formulas for the first-order derivatives are known.
  • Keywords
    Determinants; Differentiation; Linear time-invariant (LTI) systems; Matrices; Polynomials; Sensitivity analysis; Calculus; Control theory; Eigenvalues and eigenfunctions; Linear algebra; Linear systems; Matrices; Mechanical engineering; Polynomials;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1979.1102144
  • Filename
    1102144