Matrix functions[edit]

Given an analytic function

and the characteristic polynomial p(x) of degree n of an n × n matrix A, the function can be

expressed using long division as

where q(x) is some quotient polynomial and r(x) is a remainder polynomial such that 0 ≤

deg r(x) < n.
By the Cayley–Hamilton theorem, replacing x by the matrix A gives p(A) = 0, so one has

Thus, the analytic function of the matrix A can be expressed as a matrix polynomial of

degree less than n.
Let the remainder polynomial be

Since p(λ) = 0, evaluating the function f(x) at the n eigenvalues of A yields

This amounts to a system of n linear equations, which can be solved to

determine the coefficients ci. Thus, one has

When the eigenvalues are repeated, that is λi = λj for some i ≠ j, two or
more equations are identical; and hence the linear equations cannot be
solved uniquely. For such cases, for an eigenvalue λ with multiplicity m, the
first m – 1 derivatives of p(x) vanish at the eigenvalue. This leads to the
extra m – 1 linearly independent solutions

which, combined with others, yield the required n equations to solve

for ci.
Finding a polynomial that passes through the points (λi,  f (λi)) is
essentially an interpolation problem, and can be solved
using Lagrange or Newton interpolation techniques, leading
to Sylvester's formula.
For example, suppose the task is to find the polynomial representation
of

The characteristic polynomial is p(x) = (x − 1)(x − 3) = x2 − 4x +

3, and the eigenvalues are λ = 1, 3. Let r(x) = c0 + c1x.
Evaluating f(λ) = r(λ) at the eigenvalues, one obtains two linear
equations, et = c0 + c1 and e3t = c0 + 3c1.
Solving the equations yields c0 = (3et − e3t)/2 and c1 = (e3t − et)/2.
Thus, it follows that

If, instead, the function were f(A) = sin At, then the coefficients

would have been c0 = (3 sin t − sin 3t)/2 and c1 = (sin 3t −
sin t)/2; hence

As a further example, when considering

then the characteristic polynomial is p(x) = x2 + 1, and

the eigenvalues are λ = ±i.
As before, evaluating the function at the eigenvalues
gives us the linear equations eit = c0 + i
c1 and e−it = c0 − ic1; the solution of which gives, c0 =
(eit + e−it)/2 = cos t and c1 = (eit − e−it)/2i = sin t. Thus,
for this case,

which is a rotation matrix.