Computing a complex matrix exponential

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SUMMARY

This discussion focuses on computing the matrix exponential e^{Dt} for a diagonal matrix D with complex eigenvalues. The matrix D is defined as D = [[-1+j2, 0], [0, -1-j2]]. The user successfully computes the exponential using MATLAB, yielding e^{-t}cos(2t) + je^{-t}sin(2t} for the upper left entry and e^{-t}cos(2t) - je^{-t}sin(2t) for the lower left entry. The user seeks to establish a pattern using Taylor series to derive the matrix exponential for similar matrices.

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  • Understanding of matrix exponentials, particularly for diagonal matrices.
  • Familiarity with complex numbers and their representation in matrix form.
  • Knowledge of Taylor series expansions for exponential functions.
  • Experience with MATLAB for numerical computations and matrix operations.
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  • Study the properties of matrix exponentials for diagonal matrices.
  • Learn about Taylor series expansions for e^{At} where A is a matrix.
  • Explore MATLAB functions for symbolic computation of matrix exponentials.
  • Investigate the relationship between eigenvalues and the behavior of matrix exponentials.
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Divergent13
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Dear Members,

I have been recently introduced with the concept of matrix exponentials in class. I have been successful with computing such functions as e^{At} where say, A is a 2x2 invertible matrix that has real eigenvalues.

When I am presented with a problem such as: D =

<br /> \D = \left(<br /> \begin{array}{cc}<br /> -1+j2 &amp; 0\\<br /> 0 &amp; -1-j2<br /> \end{array}<br /> \right)<br />

And I wish to find e^{Dt}, I am having difficulty going about finding a pattern.

The upper left term, -1+j2, ends up being -3-j4, 11-j2, -7+j24, and so on for D^{2}, D^{3}, D^{4}.

With that in mind, I am trying to represent a pattern for the real part and complex part as taylor series in order to find out what the solution is, and repeat the process for each entry within the 2x2 matrix D. The problem I am having is that the numbers do not seem to follow any easy pattern, other than the fact that the real values are negative, negative, positive, negative, negative, positive... etc. And a similar pattern with the complex part.

Matlab gives an answer to e^{Dt} as:

e^-t*cos(2t) + je^-t*sin(2t) in the top left entry and e^-t*cos(2t) - je^-t*sin(2t) in the bottom left entry, with zeros in the other two entries,

<br /> \D = \left(<br /> \begin{array}{cc}<br /> e^{-t}cos(2t) + je^{-t}sin(2t) &amp; 0\\<br /> 0 &amp; e^{-t}cos(2t) - je^{-t}sin(2t)<br /> \end{array}<br /> \right)<br />

So my assumption is that I need to find a pattern that involves the taylor series of e^-t combined with cosine or sine.

Does anyone have a suggestion as to how I can obtain this? Thank you in advance for your response.
 
Last edited:
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For any diagonal matrix you have:

\left[ \begin{array}{cc} p &amp; 0 \\ 0 &amp; q \end{array} \right]^n = \left[ \begin{array}{cc} p^n &amp; 0 \\ 0 &amp; q^n \end{array} \right].

Plug this into:

exp \left( \left[ \begin{array}{cc} p &amp; 0 \\ 0 &amp; q \end{array} \right] \right)= \sum_{n=0}^\infty \frac{1}{n!} \left[ \begin{array}{cc} p &amp; 0 \\ 0 &amp; q \end{array} \right]^n

And you'll end up with:

exp \left( \left[ \begin{array}{cc} p &amp; 0 \\ 0 &amp; q \end{array} \right] \right)=\left[ \begin{array}{cc} e^p &amp; 0 \\ 0 &amp; e^q \end{array} \right].

You don't need it here, but if you want to find a general formula for (a+bi)n, try writing it in the form rei θ.
 
Last edited:
Excellent, thank you very much I understand the problem completely.
 

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