Math 2280-2
\302\2475.5 Matrix exponentialsuse the LinearAlgebra package (instead of linalg)with(LinearAlgebra):Define the matrix we work with (row by row)A:=Matrix(3,3,[3,4,5, 0,5,4, 0,0,3]);The LinearAlgebra package has a function to compute the eigenvalues and eigenvectors of some matrix.
If the matrix is defective, some of the eigenvalues will be accompanied by an "eigenvector" that is all zeros.This does not make sense, as eigenvectors are non-zeroEigenvectors(A);The first output is a vector whose entries are the eigenvalues of A. The i-th column of the second output (a matrix) is the eigenvectorassociated with the i-th eigenvalue of the vector of eigenvalues.Id:=IdentityMatrix(3);When the matrix is defective we no longer look for a basis of eigenvectors, but one of generalized eigenvectors. Since lambda=5 is simple, the associated eigenvector is also a generalized eigenvector. For lambda=3 (multiple) the generalized eigenvectors belong to the spaceNullSpace((A-3*Id)^2); # generalized eigenspace for lambda = 3We have squared the matrix (A-3*Id) because lambda=3 is an eigenvalue of algebraic multiplicity 2.We now have a basis of generalized eigenvectors of A. We use Theorem 5.5.3 to construct linearly independent
solutions...sol1:=t->exp(5*t)*Vector([2,1,0]);
sol2:=t->exp(3*t)*Vector([1,0,0]);
sol3:=t->simplify(exp(3*t)*(Id + t*(A-3*Id)).Vector([0,-2,1]));sol3(t);... which serve to define a fundamental matrix solution... Phi:= t -> Matrix(3,3,[sol1(t),sol2(t),sol3(t)]);
Phi(t);Phi(0);... and the exponential (by eq. (36) in the book)eAt:=Phi(t).MatrixInverse(Phi(0));Compare to the result obtained via the builtin Maple command:MatrixExponential(A*t);Exercise 5.2.8, we had x' = A x withA:= Matrix(2,2,[1, -5, 1, -1]);The following is a general solution to x' = AxMatrixExponential(A*t) . Vector([a,b]);Other examples from the notesB:= Matrix(2,2,[0,1,-1,0]);MatrixExponential(B*t);A Nilpotent matrixN:=Matrix(3,3,[0,1,1,0,0,2,0,0,0]);N^2; N^3;MatrixExponential(N*t);A nilpotent matrix plus a multiple of the identity.A:= 3*Id+N;MatrixExponential(A*t);TTdSMApJM1JUQUJMRV9TQVZFLzkxMzc2NFgsJSlhbnl0aGluZ0c2IjYiW2dsISIlISEhIyoiJCIkIiIkIiIhRigiIiUiIiZGKEYqRilGJzYiTTdSMApJM1JUQUJMRV9TQVZFLzk5NTk2MFgqJSphbGdlYnJhaWNHNiI2IltnbCEjJSEhISIkIiQiIiYiIiRGKDYiTTdSMApJNFJUQUJMRV9TQVZFLzIzNDQ5MDBYLCUqYWxnZWJyYWljRzYiNiJbZ2whIiUhISEjKiIkIiQiIiMiIiIiIiFGKEYpRilGKUYpRik2Ig==TTdSMApJNFJUQUJMRV9TQVZFLzIzNDcxMjhYLCUpYW55dGhpbmdHNiMlKWlkZW50aXR5RzYiW2dsISIiISEhIyEiJCIkNiI=TTdSMApJNFJUQUJMRV9TQVZFLzEwMTY4ODhYKiUpYW55dGhpbmdHNiI2IltnbCEjJSEhISIkIiQiIiIiIiFGKDYiTTdSMApJNFJUQUJMRV9TQVZFLzEwMzQ0NjRYKiUpYW55dGhpbmdHNiI2IltnbCEjJSEhISIkIiQiIiEhIiMiIiI2Ig==TTdSMApJNFJUQUJMRV9TQVZFLzEwMzQxNzZYKiUpYW55dGhpbmdHNiI2IltnbCEjJSEhISIkIiQsJComLSUkZXhwRzYjLCQlInRHIiIkIiIiRi1GLyEiJCwkRikhIiNGKTYiTTdSMApJNFJUQUJMRV9TQVZFLzI0NDkwMDBYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJCwkLSUkZXhwRzYjLCQlInRHIiImIiIjRigiIiEtRik2IywkRiwiIiRGL0YvLCQqJkYwIiIiRixGNiEiJCwkRjAhIiNGMDYiTTdSMApJNFJUQUJMRV9TQVZFLzI0NTM2NTZYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJCIiIyIiIiIiIUYoRilGKUYpISIjRig2Ig==TTdSMApJNFJUQUJMRV9TQVZFLzI0NTkwOTJYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJC0lJGV4cEc2IywkJSJ0RyIiJCIiIUYtLCYtRig2IywkRisiIiYiIiNGJyEiI0YvRi0sKEYvIiIlRichIiUqJkYnIiIiRitGOSEiJEYuRic2Ig==TTdSMApJNFJUQUJMRV9TQVZFLzI0NjI3NjRYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJC0lJGV4cEc2IywkJSJ0RyIiJCIiIUYtLCYtRig2IywkRisiIiYiIiNGJyEiI0YvRi0sKEYvIiIlRichIiUqJkYnIiIiRitGOSEiJEYuRic2Ig==TTdSMApJNFJUQUJMRV9TQVZFLzI0NjY4MDRYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMlIiMiIyIiIkYnISImISIiNiI=TTdSMApJM1JUQUJMRV9TQVZFLzk5MzA4MFgqJSlhbnl0aGluZ0c2IjYiW2dsISMlISEhIiMiIywmKiYsJi0lJGNvc0c2IywkJSJ0RyIiIyIiIi0lJHNpbkdGLCNGMEYvRjAlImFHRjBGMComRjFGMCUiYkdGMCMhIiZGLywmKiZGMUYwRjRGMEYzKiYsJkYqRjBGMSMhIiJGL0YwRjZGMEYwNiI=TTdSMApJNFJUQUJMRV9TQVZFLzI1MTk2OTZYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMlIiMiIyIiISEiIiIiIkYnNiI=TTdSMApJNFJUQUJMRV9TQVZFLzI1MjM0ODhYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMlIiMiIy0lJGNvc0c2IyUidEcsJC0lJHNpbkdGKSEiIkYsRic2Ig==TTdSMApJNFJUQUJMRV9TQVZFLzIxMTAzNzJYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJCIiIUYnRiciIiJGJ0YnRigiIiNGJ0YmTTdSMApJNFJUQUJMRV9TQVZFLzM1Nzc2ODRYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJCIiIUYnRidGJ0YnRiciIiNGJ0YnRiY=TTdSMApJNFJUQUJMRV9TQVZFLzg3MzgyODRYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJCIiIUYnRidGJ0YnRidGJ0YnRidGJg==TTdSMApJNFJUQUJMRV9TQVZFLzI1MzM0MDBYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJCIiIiIiIUYoJSJ0R0YnRigsJiokRikiIiNGJ0YpRicsJEYpRixGJzYiTTdSMApJNFJUQUJMRV9TQVZFLzIxMTAzNzJYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJCIiIUYnRiciIiJGJ0YnRigiIiNGJ0YmTTdSMApJNFJUQUJMRV9TQVZFLzIxMTAzNzJYLCUpYW55dGhpbmdHNiI2IltnbCEiJSEhISMqIiQiJCIiIUYnRiciIiJGJ0YnRigiIiNGJ0Ym