Which natural functions of a matrix are continuous?
Statement
Which of these are continuous on their natural domain: , , on , the number of distinct real eigenvalues of , ?
Hint
Test on .
For the eigenvalue count with , find a family of matrices with no real eigenvalues that converges to a matrix with one.
Show solutionHide solution
Solution
Idea. A function with values in is continuous iff it is locally constant. So it suffices to find, for each integer-valued function, a convergent sequence along which the value jumps.
Answer. Only and are continuous.
and . is linear. is a polynomial, nonzero on , so is continuous on .
Rank. and for all , but . Not continuous (it is only lower semicontinuous: Problem 83).
. By rank-nullity , so the same sequence gives .
Number of distinct real eigenvalues. Take and
Its characteristic polynomial is , with no real root for , so the count is . As , , which has the real eigenvalue : count . The count jumps. (For use block diagonal matrices.)
The jump can also go down. has distinct real eigenvalues for but has . So the count is neither upper nor lower semicontinuous.
Remark. Counting eigenvalues *with multiplicity in * gives the constant , and the multiset of complex eigenvalues does depend continuously on (Problem 81).