8.2: The Resolvent
- Page ID
- 21848
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)The Transfer Function
One means by which to come to grips with \(R(s)\) is to treat it as the matrix analog of the scalar function
\[\frac{1}{s-b} \nonumber\]
This function is a scaled version of the even simpler function \(\frac{1}{1-z}\) This latter function satisfies the identity (just multiply across by \(1-z\) to check it)
\[\frac{1}{1-z} = 1+z+z^2+\cdots+z^{n-1}+\frac{z^n}{1-z} \nonumber\]
for each positive integer n. Furthermore, if \(|z| < 1\) then \(z^{n} \rightarrow 0\) as \(n \rightarrow \infty\) and so Equation becomes, in the limit,
\[\frac{1}{1-z} = \sum_{n = 0}^{\infty} z^n \nonumber\]
the familiar geometric series. Returning to Equation we write
\[\frac{1}{s-b} = \frac{\frac{1}{s}}{1-\frac{b}{s}} = \frac{1}{s}+\frac{b}{s^2}+ \cdots +\frac{b^{n-1}}{s^n}+\frac{b^n}{s^n} \frac{1}{s-b} \nonumber\]
and hence, so long as \(|s|>|b|\) we find,
\[\frac{1}{s-b} = \frac{1}{s} \sum_{n = 0}^{\infty} \left(\frac{b}{s}\right)^{n} \nonumber\]
This same line of reasoning may be applied in the matrix case. That is,
\[(sI-B)^{-1} = s^{-1} \left(I-\frac{B}{s}\right)^{-1} \left(\frac{1}{s}+\frac{B}{s^2}+ \cdots +\frac{B^{n-1}}{s^n}+\frac{B^n}{s^n}(sI-B)^{-1}\right) \nonumber\]
and hence, so long as \(|s| > ||B||\) where \(||B||\) is the magnitude of the largest element of \(B\)
\[\frac{1}{sI-B} = s^{-1} \sum_{n = 0}^{\infty} \left(\frac{B}{s}\right)^{n} \nonumber\]
Although Equation is indeed a formula for the transfer function you may, regarding computation, not find it any more attractive than the Gauss-Jordan method. We view Equation however as an analytical rather than computational tool. More precisely, it facilitates the computation of integrals of \(R(s)\). However, \(C_{\rho}\) is the circle of radius \(\rho\) centered at the origin and \(\rho > ||B||\) then
\[\begin{align*} \int_{C_{\rho}} (sI-B)^{-1} ds &= \sum_{n = 0}^{\infty} B^n \int_{C_{\rho}} s^{-1-n} ds \\[4pt] &= 2 \pi i I \end{align*}\]
This result is essential to our study of the eigenvalue problem. As are the two resolvent identities. Regarding the first we deduce from the simple observation
\[(s_{2}I-B)^{-1}-(s_{1}I-B)^{-1} = (s_{2}I-B)^{-1}(s_{1}I-B-s_{2}I+B)(s_{1}I-B)^{-1} \nonumber\]
that
\[R(s_{2})-R(s_{1}) = (s_{1}-s_{2})R(s_{2})R(s_{1}) \nonumber\]
The second identity is simply a rewriting of
\[(sI-B)(sI-B)^{-1} = (sI-B)^{-1}(sI-B) = I \nonumber\]
namely,
\[\begin{align*}BR(s) &=R(s)B \\[4pt] &= sR(s)-I \end{align*}\]