grandes-ecoles 2023 Q21

grandes-ecoles · France · mines-ponts-maths1__psi 3x3 Matrices Determinant of Parametric or Structured Matrix
Let $A \in S _ { n } ^ { + + } ( \mathbf { R } )$ and $M \in S _ { n } ( \mathbf { R } )$, and let $\varepsilon_0 > 0$ be such that for all $t \in ] - \varepsilon _ { 0 } , \varepsilon _ { 0 } [ , A + t M \in S _ { n } ^ { + + } ( \mathbf { R } )$. Let $\alpha \in ] - \frac { 1 } { n } , + \infty \left[ \backslash \{ 0 \} \right.$ and $\varphi _ { \alpha } ( t ) = \frac { 1 } { \alpha } \operatorname { det } ^ { - \alpha } ( A + t M )$. Show that $\varphi _ { \alpha }$ is twice differentiable at 0 and that
$$\varphi _ { \alpha } ^ { \prime \prime } ( 0 ) = \operatorname { det } ^ { - \alpha } ( A ) \left( \alpha \operatorname { Tr } ^ { 2 } \left( A ^ { - 1 } M \right) + \operatorname { Tr } \left( \left( A ^ { - 1 } M \right) ^ { 2 } \right) \right) .$$
Let $A \in S _ { n } ^ { + + } ( \mathbf { R } )$ and $M \in S _ { n } ( \mathbf { R } )$, and let $\varepsilon_0 > 0$ be such that for all $t \in ] - \varepsilon _ { 0 } , \varepsilon _ { 0 } [ , A + t M \in S _ { n } ^ { + + } ( \mathbf { R } )$. Let $\alpha \in ] - \frac { 1 } { n } , + \infty \left[ \backslash \{ 0 \} \right.$ and $\varphi _ { \alpha } ( t ) = \frac { 1 } { \alpha } \operatorname { det } ^ { - \alpha } ( A + t M )$. Show that $\varphi _ { \alpha }$ is twice differentiable at 0 and that

$$\varphi _ { \alpha } ^ { \prime \prime } ( 0 ) = \operatorname { det } ^ { - \alpha } ( A ) \left( \alpha \operatorname { Tr } ^ { 2 } \left( A ^ { - 1 } M \right) + \operatorname { Tr } \left( \left( A ^ { - 1 } M \right) ^ { 2 } \right) \right) .$$