Computing a complex matrix exponential

In summary, the problem the student is having is that they are not able to find a pattern in the taylor series for e^-t*cos(2t)+je^-t*sin(2t). They are trying to find a pattern in the complex part as well, but so far have not been successful.
  • #1
Divergent13
48
0
Dear Members,

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

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

[tex]
\D = \left(
\begin{array}{cc}
-1+j2 & 0\\
0 & -1-j2
\end{array}
\right)
[/tex]

And I wish to find [tex]e^{Dt}[/tex], 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 [tex]D^{2}[/tex], [tex]D^{3}[/tex], [tex]D^{4}[/tex].

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 [tex]e^{Dt}[/tex] 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,

[tex]
\D = \left(
\begin{array}{cc}
e^{-t}cos(2t) + je^{-t}sin(2t) & 0\\
0 & e^{-t}cos(2t) - je^{-t}sin(2t)
\end{array}
\right)
[/tex]

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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  • #2
For any diagonal matrix you have:

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

Plug this into:

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

And you'll end up with:

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

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:
  • #3
Excellent, thank you very much I understand the problem completely.
 

What is a complex matrix exponential?

A complex matrix exponential is a mathematical operation applied to a square matrix that involves raising the matrix to a power. It is defined by the formula e^A = I + A + (A^2)/2! + (A^3)/3! + ... , where A is the square matrix and I is the identity matrix.

What is the significance of computing a complex matrix exponential?

Computing a complex matrix exponential is important in many branches of mathematics and physics, as it allows for efficient solutions to differential equations, calculations of eigenvalues and eigenvectors, and analysis of linear systems.

How is a complex matrix exponential calculated?

The calculation of a complex matrix exponential involves the use of Taylor series expansion and matrix multiplication. The process can be time-consuming for large matrices, but there are efficient algorithms that can be used to speed up the computation.

What are the applications of computing a complex matrix exponential?

Some common applications of computing a complex matrix exponential include solving systems of linear equations, analyzing the behavior of dynamic systems, and modeling quantum mechanical systems.

What are the limitations of computing a complex matrix exponential?

One limitation of computing a complex matrix exponential is that it can be computationally expensive for large matrices. Additionally, the accuracy of the result may be affected by round-off errors and the choice of the Taylor series truncation.

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