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I am working with the Cauchy Integral Formula for a matrix $A$ over a closed contour $C$. I have the following calculation, I believe this is correct, but I don't understand why I am allowed to interchange the sum and integral?

$f(A)=\frac{1}{2\pi i}\int\limits_Cf(z)(zI-A)^{-1}dz \\ = \frac{1}{2\pi i}\int\limits_Cf(z) \frac{1}{z} \sum_{n=0}^\infty \frac{A^n}{z^n} dz \\ = \frac{1}{2\pi i} \sum_{n=0}^\infty \left(\int\limits_Cf(z) \frac{1}{z^{n+1}} dz \right) A^n \\ = \sum_{n=0}^\infty \left( \frac{1}{2\pi i}\int\limits_Cf(z) \frac{1}{z^{n+1}} dz \right) A^n \\ = \sum_{n=0}^\infty \frac{f^{(n)}(0)}{n!} A^n.$

I believe it is something to do with having $||A||<|z|$ and also uniform convergence, but don't really know why it is uniformly convergent, and why that means we can interchange the sum and integral.

Any explanation would be appreciated.

Thanks.

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1 Answer 1

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It looks like your countour has the property that $\|A\|<|z|$ for all points in the curve. By compactness you can deduce that $\|A\|\leq\delta|z|$ for some $\delta$ with $0<\delta<1$. So $\|A\|/|z|<\delta$, and this implies that the series $\sum_n A^n/z^n$ is uniformly convergent, because $$ \left\|\sum_n\frac{A^n}{z^n}\right\|\leq\sum_n\frac{\|A\|^n}{|z|^n}=\sum_n\left(\frac{\|A\|}{|z|}\right)^n\leq\sum_n\delta^n $$

For a uniformly convergent power series, the integral of the series is the series of the integrals (i.e. you can interchange the sum and the integral).

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