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
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