Each covariant is a projection on the eigenspace associated with the eigenvalue λi.
Frobenius covariants are the coefficients of Sylvester's formula, which expresses a function of a matrixf(A) as a matrix polynomial, namely a linear combination
of that function's values on the eigenvalues of A.
The Frobenius covariant Ai, for i = 1,..., k, is the matrix
It is essentially the Lagrange polynomial with matrix argument. If the eigenvalue λi is simple, then as an idempotent projection matrix to a one-dimensional subspace, Ai has a unit trace.
The Frobenius covariants of a matrix A can be obtained from any eigendecompositionA = SDS−1, where S is non-singular and D is diagonal with Di,i = λi.
If A has no multiple eigenvalues, then let ci be the ith right eigenvector of A, that is, the ith column of S; and let ri be the ith left eigenvector of A, namely the ith row of S−1. Then Ai = ciri.
If A has an eigenvalue λi appearing multiple times, then Ai = Σjcjrj, where the sum is over all rows and columns associated with the eigenvalue λi.[1]:p.521
Example
Consider the two-by-two matrix:
This matrix has two eigenvalues, 5 and −2; hence (A − 5)(A + 2) = 0.
The corresponding eigen decomposition is
Hence the Frobenius covariants, manifestly projections, are
Roger A. Horn and Charles R. Johnson (1991), Topics in Matrix Analysis. Cambridge University Press, ISBN978-0-521-46713-1
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