Numerical range
In the mathematical field of linear algebra and convex analysis, the numerical range or field of values of a complex n × n matrix A is the set
where x* denotes the conjugate transpose of the vector x.
In engineering, numerical ranges are used as a rough estimate of eigenvalues of A. Recently, generalizations of numerical range are used to study quantum computing.
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 of the Rayleigh quotient.
- The numerical range is convex and compact.
- for all square matrix A and complex numbers α and β. Here I is the identity matrix.
- 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, and.
- , where the sum on the right-hand side denotes a sumset.
- contains all the eigenvalues of A.
- The numerical range of a 2×2 matrix is an elliptical disk.
- is a real line segment if and only if A is a Hermitian matrix with its smallest and the largest eigenvalues being α and β
- If A is a normal matrix then is the convex hull of its eigenvalues.
- If α is a sharp point on the boundary of, then α is a normal eigenvalue of A.
- is a norm on the space of n×n matrices.
- , where denotes the operator norm.
Generalisations
- C-numerical range
- Higher-rank numerical range
- Joint numerical range
- Product numerical range
- Polynomial numerical hull