Analytic Functions of Matrices


next up previous
Next: The Adjoint Linear Up: State-Space Description Previous: Matrix Polynomials

Analytic Functions of Matrices

Suppose we have , , and if , then . The same argument will show that . Suppose is an analytic function of , then

If , is a polynomial of degree . Then and .

Example .

So , , .

Method 2 If is simple

If is not simple, e.g., if is a double eigenvalue, then

so

If , then , and , so

Vandermonde Determinant

One can show

if 's are distinct.

Example .

Checks for :

Suppose we are given a matrix

then, to check if is equal to for some , we verify

Does ?

Therefore

If

then

Given with I.C. , then the solution is . If we differentiate, we get , so the solution is unique.

Using the natural basis of as initial conditions. Then let be the solution to with , then

where is a column vector, and

Then and .

so

Example .

Numerical computation of using Matlab:

For example

where is .

Example .

In solving for we can make use of block diagonal matrices, for example

then

where , and , is an easier problem to solve.

Given , , if , likewise if . So the exponential matrix is always invertible, and .

Note:

 
Figure:



next up previous
Next: The Adjoint Linear Up: State-Space Description Previous: Matrix Polynomials



Hongxing Xia
Thu Mar 16 12:44:11 EST 1995