Higher order derivatives of the adjugate matrix and the Jordan form

Abstract

In this short note, we show that the higher-order derivatives of the adjugate matrix Adj(z−A), are related to the nilpotent matrices and projections in the Jordan decomposition of the matrix A. These relations appear as a factorization of the derivative of the adjugate matrix as a product of factors related to the eigenvalues, nilpotent matrices and projectors. The novel relations are obtained using the Riesz projector and functional calculus. The results presented here can be considered to be a generalization of Thompson and McEnteggert's theorem relating the adjugate matrix to the orthogonal projection on the eigenspace of simple eigenvalues for symmetric matrices. They can also be seen as a complement to some earlier results by B. Parisse, M. Vaughan that relate derivatives of the adjugate matrix to the invariant subspaces associated with an eigenvalue. Our results can also be interpreted as a general eigenvector-eigenvalue identity. Many previous works have dealt with relations between the projectors on the eigenspaces and the derivatives of the adjugate matrix with the characteristic spaces but it seems that there is no explicit mention in the literature of the factorization of the higher-order derivatives of the adjugate matrix as a matrix multiplication involving nilpotent and projector matrices, which appear in the Jordan decomposition theorem.