Powers of Matrices

Date: 6/27/96 at 14:54:56
From: Jose Miguel
Subject: Matrices Exponential

I am in the 2nd year of the "Mathmatics teaching" course, and I'll be 
taking a test next Monday, and I can't get anywhere information about 
the chapter concerning Matrices Exponential.

Would you send me some information/links about this topic?

Thanks.

Sofia

Date: 6/29/96 at 18:1:8
From: Doctor Anthony
Subject: Re: Matrices Exponential

Powers of Matrices.

There are two common methods for finding powers of square matrices.  
These are:

(1) Find the eigenvalues and eigenvectors of the matrix.  If k1, k2, 
    k3 are the eigenvalues and s1, s2, s3 the corresponding 
    eigenvectors,  then we have for the matrix A   

    A*s1 = k1*s1    A*s2 = k2*s2   and     A*s3 = k3*s3

    Now make up a matrix P with s1 as the first column, s2 the second 
    column and s3 the third column, then

    A*P = P*D  where D is the diagonal matrix with elements k1, k2, k3

Post multiply by P^(-1) and we get 

     A = P*D*P^(-1)

   A^2 = P*D*P^(-1)*P*D*P^(-1)   Now P^(-1)*P = I
       = P*D^2*P^(-1)     continuing in this style

   A^3 = P*D^3*P^(-1)

    and in general  A^n = P*D^n*P^(-1)

    Now this a simple result to evaluate.  P was simply written down 
    knowing s1, s2 and s3, P^(-1) is the inverse matrix - not unduly 
    difficult to find.  D^n is a diagonal matrix with elements k1^n, 
    k2^n and k3^n, results which can be read off a calculator.  We 
    note too that using this method it is as easy to find A^500 as 
    A^3.

    Any standard book on algebra will show how to find the eigenvalues 
    and eigenvectors.  Briefly we solve det(A-kI) = 0 to get the 
    eigenvalues, and having got the k values, we get the eigenvectors 
    from A*s1 = k1*s1 etc.

(2) The Cayley-Hamilton theorem and powers of matrices.

    If det(A-kI) = a0 + a1*k + a2*k^2 + a3*k^3 = 0

    This is called the characteristic equation of the matrix, and the 
    Cayley-Hamilton theorem states that every square matrix, A, 
    satisfies its own characteristic equation.  That is

           a0*I + a1*A + a2*A^2 + a3*A^3 = 0

    Example;  If A = |1 -1|
                     |2  3|  find A^8

    The characteristic equation is k^2 - 4k + 5 = 0

    So A^2 - 4A + 5I = 0   and:

        A^2 = 4A - 5I
        A^4 = 16A^2 - 40A + 25I
            = 16(4A-5I) - 40A + 25I
            = 24A - 55I
        A^8 = 576A^2 - 2640A + 3025I
            = 576(4a-5I) - 2640A + 3025I
            = -336A + 145I

    This method is clearly not as good as the previous one for finding 
    large powers of A.

-Doctor Anthony,  The Math Forum
 Check out our web site!  http://mathforum.org/dr.math/