How can I diagonalize matrices A and B to solve the matrix exponential problem?

Its eigenvalues are both 0, so it's not diagonalizable, and it doesn't satisfy its own characteristic polynomial (since (0)^2-0 = 0 ≠ A).
  • #1
JamesGoh
143
0

Homework Statement



Given matrix A= [1,1;0,0] and matrix B = [1,-1;0,0]

n.b. the semicolon separates the matrix rows

find exp(A)exp(B)



Homework Equations



[itex]exp^{A}=\sum\frac{A^{n}}{n!}=I + A + \frac{A^{2}}{2} + \frac{A^{3}}{6} + ... + \frac{A^{n}}{n!}[/itex]

for n= 0 to infinity

The Attempt at a Solution



The answer the tutor give is the following matrix

exp(A).exp(B) = [e^2,-(e-1)^2 ; 0,1]

this would imply that A and B are diagonalisable (since they need to be in order to get the form of the answer)

However, if I worked out the characteristic ppolynomial of A and B, I would only get one eigenvalue, not two distinct eigenvalues which rules out any chance of diagaonlisation

Is there a way to diagaonlise A and B ?
 
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  • #2
JamesGoh said:

Homework Statement



Given matrix A= [1,1;0,0] and matrix B = [1,-1;0,0]

n.b. the semicolon separates the matrix rows

find exp(A)exp(B)



Homework Equations



[itex]exp^{A}=\sum\frac{A^{n}}{n!}=I + A + \frac{A^{2}}{2} + \frac{A^{3}}{6} + ... + \frac{A^{n}}{n!}[/itex]

for n= 0 to infinity

The Attempt at a Solution



The answer the tutor give is the following matrix

exp(A).exp(B) = [e^2,-(e-1)^2 ; 0,1]

this would imply that A and B are diagonalisable (since they need to be in order to get the form of the answer)

However, if I worked out the characteristic ppolynomial of A and B, I would only get one eigenvalue, not two distinct eigenvalues which rules out any chance of diagaonlisation
I get two eigenvalues for each matrix, so I don't know what you did that you came up with only one apiece.
JamesGoh said:
Is there a way to diagaonlise A and B ?
 
  • #3
You can also do this problem without diagonalizing either matrix. Use your relevant equation, which should be slightly amended. It's not a finite sum.
[tex]exp^{A}=\sum\frac{A^{n}}{n!}=I + A + \frac{A^{2}}{2} + \frac{A^{3}}{6} + ... + \frac{A^{n}}{n!} + ...[/tex]
 
  • #4
A standard result for an nxn matrix with all eigenvalues different is: if r_1, r_2,...,r_n are the eigenvalues, there exist matrices E_1,E_2,...,E_n such that for any analytic function f(x) = sum c_n x^n (with radius of convergence containing all the r_j) then f(A) = c_0*I + c_1*A + c_2*A^2 + ... = sum_j f(r_j)* E_j . Here the E_j are the same for any f, so cn be found, for example, by looking at f(x) = 1 = x^0, f(x) = x, f(x) = x^2, etc. Having the E_j, now use f(x) = exp(x) to get exp(A).

For a 2x2 matrix with eigenvalues 'a' and 'b' we have I = E1 + E2, which comes from using f(x) = 1. Similarly, A = a*E1 + b*E2 (using f(x) = x).

RGV
 
  • #5
Mark44 said:
I get two eigenvalues for each matrix, so I don't know what you did that you came up with only one apiece.

What was your characteristic polynomial for A ? What eigenvalues did you get for A ?


Also, what char. polynomial and eigenvalues did you get for B ?
 
  • #6
Those are both "Jordan form" matrices so the numbers on the diagonal are the eigenvalues.
 
  • #7
JamesGoh said:
What was your characteristic polynomial for A ? What eigenvalues did you get for A ?

Also, what char. polynomial and eigenvalues did you get for B ?
What did you get?
 
  • #8
vela said:
What did you get?

I got 0 and 1 as the eigenvalues for both matrix A and Matrix B.

The characteristic polynomial I got for A was [itex]λ^{2}-λ[/itex]

Similary, my char. polynomial for B is [itex]λ^{2}-λ[/itex]
 
  • #9
So you got two distinct eigenvalues, and you can diagonalize them both.

As Mark mentioned, you can calculate eA and eB without diagonalizing though. A matrix satisfies its characteristic polynomial, so A2-A=0. Using that fact, you can easily simplify the series.
 
  • #10
Thanks for that. I was asking in the first placecause I knew the diagonal form of both A and B would be

[ 0, 1 ; 0, 0]

which is nowhere close to the tutor's answer
 
  • #11
That's not the diagonal form of either A or B.

Also, your tutor calculated exp(A)exp(B), which isn't the diagonalization of A or B.
 
  • #12
but doesn't the Diagonal matrix contain the eigenvalues down the main diagonal and 0's elsewhere ?

what don't I understand ?
 
  • #13
The matrix you wrote was
\begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}which isn't diagonal.
 

FAQ: How can I diagonalize matrices A and B to solve the matrix exponential problem?

1. What is the Matrix Exponential Problem?

The Matrix Exponential Problem is a mathematical problem that involves finding the exponential of a square matrix. This involves raising the matrix to a power, which is not as straightforward as it is with numbers.

2. Why is the Matrix Exponential Problem important?

The Matrix Exponential Problem has applications in various fields including physics, engineering, and economics. It is used to solve differential equations and model systems in these fields. It also has connections to other areas of mathematics such as linear algebra and graph theory.

3. How is the Matrix Exponential Problem solved?

The Matrix Exponential Problem can be solved using several methods, such as diagonalization, Jordan decomposition, and the Cayley-Hamilton theorem. These methods involve manipulating the matrix to simplify the calculation of the exponential.

4. What are the properties of the Matrix Exponential?

The Matrix Exponential has several important properties, such as linearity, invertibility, and similarity. It also has a unique solution for every initial condition, making it a useful tool in solving differential equations. Additionally, the exponential of a sum of matrices is equal to the product of the exponentials of each individual matrix.

5. Are there any real-world applications of the Matrix Exponential?

Yes, the Matrix Exponential is used in various real-world applications. For example, it is used in population modeling, chemical kinetics, and electrical circuit analysis. It is also used in image processing and data compression techniques.

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