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    Richard Feynman
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    This document presents a solution for finding the matrix exponential eA when the matrix A is such that Ak = 0 for some positive integer k. It defines the matrix M(t) as a polynomial in t and shows that M(t) satisfies the same differential equation as eAt, therefore M(t) = eAt. This leads to an expression for eA as a polynomial involving A and its powers up to Ak-1.

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    This document presents a solution for finding the matrix exponential eA when the matrix A is such that Ak = 0 for some positive integer k. It defines the matrix M(t) as a polynomial in t and shows that M(t) satisfies the same differential equation as eAt, therefore M(t) = eAt. This leads to an expression for eA as a polynomial involving A and its powers up to Ak-1.

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    2 views1 page

    1750

    Uploaded by

    Richard Feynman
    This document presents a solution for finding the matrix exponential eA when the matrix A is such that Ak = 0 for some positive integer k. It defines the matrix M(t) as a polynomial in t and shows that M(t) satisfies the same differential equation as eAt, therefore M(t) = eAt. This leads to an expression for eA as a polynomial involving A and its powers up to Ak-1.

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    © All Rights Reserved
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    Solution (#1750) Let A be a square matrix such that Ak = 0.

    If we set
    A2 2 A3 3 Ak−1 k−1
    M(t) = I + At + t + t +···+ t
    2! 3! (k − 1)!
    then we see that M(0) = I and also that
    A2 A3 2 Ak−1
    M ′ (t) = A + 2t + 3t + · · · + (k − 1)tk−2
    2! 3! (k − 1)!
    A3 2 Ak−1 k−2
    = A + A2 t + t +··· + t
    2! (k − 2)!
    A2 2 Ak−2 k−2
    = A I + At + t +···+ t
    2! (k − 2)!
    A2 2 Ak−2 k−2 Ak
    = A I + At + t +···+ t + tk−1 [as Ak = 0]
    2! (k − 2)! (k − 1)!
    A2 2 Ak−2 k−2 Ak−1 k−1
    = A I + At + t +···+ t + t
    2! (k − 2)! (k − 1)!
    = AM (t).
    At
    It follows that M(t) = e and
    A2 A3 Ak−1
    eA = I + A + + +··· + .
    2! 3! (k − 1)!

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