ai it · 2020. 11. 10. · 3 li uetrixe xponentials ai ilo x n dta constantnxn matrix df the...

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3 LI Uetrixe xponentials Ai ilo x n dtA constantnxn matrix Df The matrixexponentr letA.is a matrix defined by ocho identity matrix et A I t t A i i t A t j t A t ___ t A h ______ 2 1 this is a generalization of eta 0 元吉 f d us The so I'm to x is given by t et AE ffay.gl 0 To check this y lt eat y o let Ai t t At it A't it it t Ait t ti t fi Pit 0 1 Ait t NE t f EAT ___ A l i t A it t EAT It ˊ__ Act Ai

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  • 3 LI Uetrixe xponentials

    Ai ilo x n

    dtAconstantnxn matrix

    Df The matrixexponentrletA.is a matrix

    defined byocho

    identity matrix

    etA I t t A i i t A t j t A t ___

    志志 t Ah ______ 2

    1 this is a generalization of eta0

    元吉 f d

    us The soI'm to x is given by⼥ t etAE ffay.gl 0 太

    To check this y l t eat y o

    ⻘ let Ai 龀 t t At it A't it ⺮⻔灯

    志 it t Ait t ti t fi Pit0 1 Ait t NE t f EAT ___A l i t A it t EAT It ˊ__ ActAi

  • ⼼ 在1 e E I E E

    a How to compute etA

    z is an efficient way of approximatingversionsetA but not feasible to compute theexact value

    0hnnnnnrofetA.coEach column of etA solves 㗠 AtThese columns are a fundamental set ofSolis

    such a matrix is called

    letn.NL afundane.yyfirst columnof etAaProperties of etA

    eltts A et A esA

    opsmore generally

    et A ēt A I 悲etA__AketA

    fetA_ AetA e0A

    I

    If BC t B B and C do not commute

    then generally et Btc x etB etc

  • Ncturalfnndamentalsetmethod

    c.fr a polynomial plz Point RII tR.tt Pmdefine

    p A PA t P A it Rn At Pm I

    a Recall that p ID P点 P悲⼗ ⼀ tint Pm

    plD etA

    P 其metA P感 etAt tp_fetAp.nett

    PoNetA P.AmetA p_AetA PmetA

    lPoA t RA t 1⼈ At Pm I let A

    p A etA

    p D etA

    P1A etA matrix hey identity

    TI Cayley_Hamilton Thecharacteristicpolynom.int

    of A了个

    队 Z det l Z I A the deg n nanSatisfies

    只1A o

    ⼆ Check C H thm for Af

  • pin det Iz l 9 I 1⼆ 州㠭 到

    沿焒州㓵z 3 2 2 2E 6 Z 9 4

    22 6 Z 5

    叭 A 1弜261 51691

    1㗊 11 1㓡1

    matrix hey identity t CH than

    m PAID etA

    0

    ⼀ Every element of etA solves PAID y 0

    1 an in_th order homogeneous linear ODE