grandes-ecoles 2023 Q17

grandes-ecoles · France · mines-ponts-maths1__pc Proof Computation of a Limit, Value, or Explicit Formula

Let $A \in S_n^{++}(\mathbf{R})$ and $M \in S_n(\mathbf{R})$. Let the application $f_A$ defined on $\mathbf{R}$ by $$f_A(t) = \operatorname{det}(A + tM).$$ Show that $f_A(t) \underset{t \rightarrow 0}{=} \operatorname{det}(A) + \operatorname{det}(A) \operatorname{Tr}(A^{-1}M) t + o(t)$.
Hint: You may begin by treating the case where $A = I_n$.

Let $A \in S_n^{++}(\mathbf{R})$ and $M \in S_n(\mathbf{R})$. Let the application $f_A$ defined on $\mathbf{R}$ by
$$f_A(t) = \operatorname{det}(A + tM).$$
Show that $f_A(t) \underset{t \rightarrow 0}{=} \operatorname{det}(A) + \operatorname{det}(A) \operatorname{Tr}(A^{-1}M) t + o(t)$.

Hint: You may begin by treating the case where $A = I_n$.

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