Math 2.0

concept

Powers of a diagonalisable matrix

Summary

Let FF be a field, and let AA be an n×nn \times n matrix over FF with A=PDP−1A = P D P^{-1}. Here PP is invertible and DD is diagonal with entries λ1,…,λn\lambda_1, \dots, \lambda_n. Then, for each integer k≥0k \ge 0, Ak=PDkP−1,A^k = P D^k P^{-1}, where DkD^k is the diagonal matrix with entries λ1k,…,λnk\lambda_1^k, \dots, \lambda_n^k. So the powers of a diagonalisable matrix are easy to compute.

Remarks

The factors P−1PP^{-1} P in (PDP−1)k(P D P^{-1})^k cancel in pairs. The same idea gives p(A)=P p(D) P−1p(A) = P\, p(D)\, P^{-1} for each polynomial pp. Over R\R or C\C, it also gives the matrix exponential eA=PeDP−1e^A = P e^D P^{-1}. It is the standard method to solve linear recurrences, such as the Fibonacci recurrence.

Explanations

L1 human

To raise a diagonalisable matrix to a power, change to the basis of eigenvectors. There the matrix is diagonal, and its power is the diagonal of the powers of the eigenvalues. Then change back to the old basis.

What this node needs for W1
  • an inventory row: the row of the inventory that the node accounts for (0 of 1)

The writing levels say how complete the text of a node is. They do not measure its truth.

What this needs

To read this node, read these 9 nodes in this order. The foundations come first, and the list ends with this node.

Each node uses the nodes above it. The colour of the bar on a box shows the evidence level, and the box also gives it as text. The list below has the same nodes.
  • no evidence level
  1. Identity matrix object
  2. Matrix definition
  3. Matrix multiplication definition
  4. Square matrix definition
  5. Invertible matrix definition
  6. Diagonal matrix definition
  7. Similar matrices definition
  8. Diagonalisable matrix definition
  9. Powers of a diagonalisable matrix concept

Sources

  1. Web https://en.wikipedia.org/wiki/Diagonalizable_matrix, Application to matrix functions