Is there a simple relation between the entropy of a matrix and its characteristic polynomial? - MathOverflow most recent 30 from http://mathoverflow.net 2013-05-24T05:30:22Z http://mathoverflow.net/feeds/question/102569 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/102569/is-there-a-simple-relation-between-the-entropy-of-a-matrix-and-its-characteristic Is there a simple relation between the entropy of a matrix and its characteristic polynomial? Jess Riedel 2012-07-18T17:52:11Z 2012-07-18T19:21:33Z <p>Assume $M$ is an invertible positive matrix of rank $N$. The Von Neumann entropy $H$ of a matrix $M$ with eigenvalues ${ \lambda_n }$is</p> <p>$H[M] = -\sum_{n=1}^N \lambda_n \ln \lambda_n$.</p> <p>In principle, the eigenvalues are encoded in the characteristic polynomial </p> <p>$\phi_t (M) = \mathrm{det}(tI-M) = \prod_n(t-\lambda_n) = t^{N} + a_{N-1} t^{N-1} \cdots + a_1 t +a_0$.</p> <p>The trace $\mathrm{Tr}\, M$ is given by the coefficient $a_{N-1}$ in the characteristic polynomial: </p> <p>$\lim_{t \to \infty} \frac{\phi_t (M)-t^N}{t^{N-1}} = a_{N-1} = (-1)^{N-1} \, \mathrm{Tr}\, M = (-1)^{N-1} \sum_n \lambda_n$.</p> <p>Is there a similar relationship between the entropy and the characteristic polynomial? </p> http://mathoverflow.net/questions/102569/is-there-a-simple-relation-between-the-entropy-of-a-matrix-and-its-characteristic/102570#102570 Answer by Will Sawin for Is there a simple relation between the entropy of a matrix and its characteristic polynomial? Will Sawin 2012-07-18T18:15:26Z 2012-07-18T18:15:26Z <p>Yes. The entropy is a power series in the coefficients of the characteristic polynomial. (If the eigenvalues all lie on the same side of $0$.)</p> <p>Expand $\lambda_n \ln \lambda_n$ as a power series in $\lambda_n$. This allows you to write $H[M]$ as an infinite sum of symmetric polynomials in the $\lambda_n$. A symmetric polynomial in the $\lambda_n$ can be written as a polynomial of the elementary symmetric polynomials, which are $a_0,...,a_{N-1}$. So you can write $H[M]$ as an infinite sum of polynomials in the $\lambda_n$.</p> <p>Is that a simple enough relation?</p> http://mathoverflow.net/questions/102569/is-there-a-simple-relation-between-the-entropy-of-a-matrix-and-its-characteristic/102572#102572 Answer by Julian Rosen for Is there a simple relation between the entropy of a matrix and its characteristic polynomial? Julian Rosen 2012-07-18T19:21:33Z 2012-07-18T19:21:33Z <p>I'm not sure if this qualifies as simple (or if this is helpful at all), but we have $$\frac{\phi'_M(t)}{\phi_M(t)}=\sum_n\frac{1}{t-\lambda_n}$$</p> <p>Using the residue theorem, we can write $$H[M]=\frac{-1}{2\pi i}\oint\frac{\phi'_M(z)}{\phi_M(z)}z\log(z)\,dz$$ where the integral is taken over a closed contour containing all of the eigenvalues of $M$ (I guess we're either working on the Riemann surface of $\log(z)$, or we chose a branch of $\log(z)$).</p>