Trace of the Exponential of a Square Matrix

In summary: Plug in the solutions to the four equations above and the answer simplifies to$$ \text{trace} \left(e^{\pi/4 \: B}\right) = e^{-\pi/4} \left( 2 \sqrt{2} + \pi + \sqrt{2}\pi \right) \approx 5.8696 $$In summary, to find the trace of a ##4 \times 4## matrix ##\mathbb{U} = \exp(\mathbb{A})##, where ##\mathbb{A} = \begin{pmatrix} 0 & 0 & 0 & \pi/4 \\ 0 & 0 & \pi/
  • #1
VSayantan
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Homework Statement


Find the trace of a ##4\times 4## matrix ##\mathbb U=exp(\mathbb A)##, where
$$\mathbb A = \begin {pmatrix} 0&0&0&{\frac {\pi}{4}}\\ 0&0&{\frac {\pi}{4}}&0\\ 0&{\frac {\pi}{4}}&0&0\\ {\frac {\pi}{4}}&0&0&0 \end {pmatrix}$$

Homework Equations


$$e^{(\mathbb A)}=\mathbb P {e^{\mathbb D}} {\mathbb P}^{-1}$$

The Attempt at a Solution


Eigenvalues of ##\mathbb (A)## are ##{\lambda}_1=-\frac {\pi}{4}##, ##{\lambda}_2=-\frac {\pi}{4}##, ##{\lambda}_3=\frac {\pi}{4}## and ##{\lambda}_4=\frac {\pi}{4}##.
The corresponding eigenvectors are
$${\vec v}_1=\begin {pmatrix} 0\\ -1\\1\\0 \end {pmatrix}$$
$${\vec v}_2=\begin {pmatrix} -1\\ 0\\0\\1 \end {pmatrix}$$
$${\vec v}_3=\begin {pmatrix} 0\\ 1\\1\\0 \end {pmatrix}$$
$${\vec v}_4=\begin {pmatrix} 1\\ 0\\0\\1 \end {pmatrix}$$

So, $$\mathbb P = \begin {pmatrix} 0&-1&0&1\\ -1&0&1&0\\ 1&0&1&0\\ 0&1&0&1 \end {pmatrix}$$

$$Co{\mathbb P} = \begin {pmatrix} 0&2&0&-2\\ 2&0&-2&0\\ -2&0&-2&0\\ 0&-2&0&-2 \end {pmatrix}$$

$${(Co{\mathbb P})}^T = \begin {pmatrix} 0&2&-2&0\\ 2&0&0&-2\\ 0&-2&-2&0\\ -2&0&0&-2 \end {pmatrix}$$

$$det{\mathbb P} = \begin {vmatrix} 0&-1&0&1\\ -1&0&1&0\\ 1&0&1&0\\ 0&1&0&1 \end {vmatrix}$$
Which gives
$$det{\mathbb P} = -4$$

Now, $${\mathbb P}^{-1} = \frac {{(Co{\mathbb P})}^T}{det{\mathbb P}}$$
So, $${\mathbb P}^{-1} = {\frac {1}{- 4}}{\begin {pmatrix} 0&2&-2&0\\ 2&0&0&-2\\ 0&-2&-2&0\\ -2&0&0&-2 \end {pmatrix}}$$

After simplification
$${\mathbb P}^{-1} = \begin {pmatrix} 0&{-\frac {1}{2}}&{\frac {1}{2}}&0\\ {-\frac {1}{2}}&0&0&{\frac {1}{2}}\\ 0&{\frac {1}{2}}&{\frac {1}{2}}&0\\ {\frac {1}{2}}&0&0&{\frac {1}{2}} \end {pmatrix}$$

Then $${{\mathbb P}^{-1}}{\mathbb A}{\mathbb P} = {\begin {pmatrix} 0&{-\frac {1}{2}}&{\frac {1}{2}}&0\\ {-\frac {1}{2}}&0&0&{\frac {1}{2}}\\ 0&{\frac {1}{2}}&{\frac {1}{2}}&0\\ {\frac {1}{2}}&0&0&{\frac {1}{2}}\end {pmatrix}} {\begin {pmatrix} 0&0&0&{\frac {\pi}{4}}\\ 0&0&{\frac {\pi}{4}}&0\\ 0&{\frac {\pi}{4}}&0&0\\ {\frac {\pi}{4}}&0&0&0 \end {pmatrix}}{\begin {pmatrix} 0&-1&0&1\\ -1&0&1&0\\ 1&0&1&0\\ 0&1&0&1\end {pmatrix}}$$
This simplifies, giving the diagonal matrix $${{\mathbb P}^{-1}}{\mathbb A}{\mathbb P} =\begin {pmatrix} -{\frac {\pi}{4}}&0&0&0\\ 0&-{\frac {\pi}{4}}&0&0\\ 0&0&{\frac {\pi}{4}}&0\\ 0&0&0&{\frac {\pi}{4}} \end {pmatrix}$$

Now, I don't know if $$e^{{{\mathbb P}^{-1}}{\mathbb A}{\mathbb P}} =\begin {pmatrix} e^{-{\frac {\pi}{4}}}&0&0&0\\ 0&e^{-{\frac {\pi}{4}}}&0&0\\ 0&0&e^{{\frac {\pi}{4}}}&0\\ 0&0&0&e^{{\frac {\pi}{4}}} \end {pmatrix}$$

If it is so, ##trace {[\mathbb P {e^{\mathbb D}} {\mathbb P}^{-1}]}## looks not ok.

Can anyone suggest any simpler way to handle such a problem?
 
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  • #2
VSayantan said:

Homework Equations


$$e^{(\mathbb A)}=e^{({\mathbb P}^{-1} \mathbb A \mathbb P)}$$
This equation is not correct.
 
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  • #3
DrClaude said:
This equation is not correct.

Thanks @DrClaude, for pointing out.
It should be $$e^{(\mathbb A)}=\mathbb P {e^{\mathbb D}}{\mathbb P}^{-1}$$
I corrected it.
 
  • #4
You now need to calculate ##\mathbb P {e^{\mathbb D}}{\mathbb P}^{-1}##.
 
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  • #5
DrClaude said:
You now need to calculate ##\mathbb P {e^{\mathbb D}}{\mathbb P}^{-1}##.

$$\mathbb P {e^{\mathbb D}} {\mathbb P}^{-1}=\begin {pmatrix} \cosh {\frac {\pi}{4}}&0&0&\sinh {\frac {\pi}{4}}\\ 0&\cosh {\frac {\pi}{4}}&\sinh {\frac {\pi}{4}}&0\\ 0&\sinh {\frac {\pi}{4}}&\cosh {\frac {\pi}{4}}&0\\ \sinh {\frac {\pi}{4}}&0&0&\cosh {\frac {\pi}{4}} \end {pmatrix}$$

So, I just take its ##trace##?
That's all?
 
  • #6
VSayantan said:
$$\mathbb P {e^{\mathbb D}} {\mathbb P}^{-1}=\begin {pmatrix} \cosh {\frac {\pi}{4}}&0&0&\sinh {\frac {\pi}{4}}\\ 0&\cosh {\frac {\pi}{4}}&\sinh {\frac {\pi}{4}}&0\\ 0&\sinh {\frac {\pi}{4}}&\cosh {\frac {\pi}{4}}&0\\ \sinh {\frac {\pi}{4}}&0&0&\cosh {\frac {\pi}{4}} \end {pmatrix}$$

So, I just take its ##trace##?
That's all?
Yes, but that is doing it the hard way. An often-easier approach is to note that if the eigenvalues of a ##4 \times 4## matrix ##B## are ##r_1, r_1, r_2, r_2## the general form of ##f(B)## for an analytic function ##f(\cdot)## is
$$ f(B) = E_0 f(r_1) + E_1 f^{\prime}(r_1) + F_0 f(r_2) + F_1 f^{\prime}(r_2) \hspace{3ex}(1)$$
for some fixed matrices ##E_0,E_1,F_0,F_1## that are the same for any function ##f##. Here, I take
$$B = \pmatrix{0 & 0 & 0 & 1\\0 & 0 & 1 &0\\0 &1 & 0 & 0 \\ 1 & 0 & 0 & 0},$$
so that we want to know ##f(B) = \exp( \pi/4 \: B)##.

We can determine these matrices just by using equation (1) on the four functions ##f_0(x) = 1 \Rightarrow f_0(B) = I##, ##f_1(x) = x \Rightarrow f_1(B) = B##, ##f_2(x) = x^2 \Rightarrow f_2(B) = B^2## and ##f_3(x) = x^3 \Rightarrow f_3(B) = B^3##. In this case you have ##r_1 = 1## and ##r_2 = -1##, so that gives four equations:
$$\begin{array}{ccl}
I &=& E_0 + F_0\\
B &=& E_0+E_1 -F_0 + F_1 \\
B^2 &=& E_0 + 2 E_1 + F_0 - 2 F_1 \\
B^3 &=& E_0 + 3 E_1 - F_0 + 3 F_1
\end{array}
$$
You can solve these, and then get
$$ e^{\pi/4 \: B} = E_0 e^{\pi/4} + (\pi/4) E_1 e^{\pi/4} + F_0 e^{-\pi/4} - (\pi/4) F_1 e^{-\pi/4}, $$
so that
$$\text{trace} \left(e^{\pi/4 \: B}\right) = \text{trace} (E_0) e^{\pi/4} + (\pi/4) \text{trace} (E_1) e^{\pi/4} + \text{trace}(F_0) e^{-\pi/4}
-(\pi/4) \text{trace}(F_1) e^{-\pi/4}$$
 
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FAQ: Trace of the Exponential of a Square Matrix

1. What is the "Trace of the Exponential of a Square Matrix"?

The trace of the exponential of a square matrix is a mathematical operation that involves taking the sum of the exponential values of the diagonal elements of a square matrix. It is denoted as tr(e^A) or tr(exp(A)), where A is the square matrix.

2. What is the significance of the Trace of the Exponential of a Square Matrix?

The trace of the exponential of a square matrix is often used in various fields of science, such as physics, engineering, and economics. It has applications in solving differential equations, studying dynamical systems, and analyzing the stability of systems.

3. How is the Trace of the Exponential of a Square Matrix calculated?

In order to calculate the trace of the exponential of a square matrix, you first need to calculate the exponential of the matrix by using its power series. Then, you take the sum of the exponential values of the diagonal elements of the resulting matrix to get the trace.

4. What are the properties of the Trace of the Exponential of a Square Matrix?

The trace of the exponential of a square matrix has several important properties, including linearity, cyclic property, and invariance under similarity transformations. It also satisfies the trace inequality, which states that the trace of the exponential of a matrix is always greater than or equal to the exponential of the trace of the matrix.

5. How is the Trace of the Exponential of a Square Matrix related to the eigenvalues of the matrix?

The trace of the exponential of a square matrix is equal to the sum of its eigenvalues. This relationship is known as the Cayley-Hamilton theorem. It is a useful tool for finding the eigenvalues of a matrix, as well as for simplifying complex calculations involving the trace of the exponential of a matrix.

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