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CHAPTER 9 Calculus of Vector- and Matrix-Valued Functions In Section 1 of this chapter we develop the calculus of vector- and matrix-valued functions. There are two ways of going about it: by representing vectors and matrices in terms of their components and entries with respect to some basis and using the calculus of number-valued functions or by redoing the theory in the context of linear spaces. Here we opt for the second approach, because of its simplicity and because it is the conceptual way to think about the subject; but we reserve the right to go to components when necessary. In what follows, the field of scalars is the real or complex numbers. In Chapter 7 we defined the length of vectors and the norm of matrices; see (1) and (32). This made it possible to define convergence of sequences as follows. (i) A sequence xk of vectors in R1 converges to the vector x if lim l lxk - x1l = 0. k x (ii) A sequence Ak of n x n matrices converges to A if lim IlAk - All = 0. kx We could have defined convergence of sequences of vectors and matrices, without introducing the notion of size, by requiring that each component of xk tend to the corresponding component of x and, in the case of matrices, that each entry of Ak tend to the corresponding entry of A. But using the notion of size introduces a simplification in notation and thinking, and is an aid in proof. There is more about size in Chapter 14 and 15. Linear Algebra and Its Applications. Second Edition, by Peter D. Lax Copyright 2007 John Wiley Sons, Inc. 121 122 LINEAR ALGEBRA AND ITS APPLICATIONS 1. THE CALCULUS OF VECTOR- AND MATRIX-VALUED FUNCTIONS Let x(t) be a vector-valued function