Exponential of singular matrix times inverse of singular matrix
$begingroup$
I need to find a way to solve the following problem:
Suppose I have a singular matrix A. I need to find a solution to
$frac{e^{hA}-I}{A}$
However, note that the inverse of A is infinity. Can anyone help with this problem? Maybe l'hospital rule could help? I am not really sure. Thanks in advance.
matrices limits
$endgroup$
add a comment |
$begingroup$
I need to find a way to solve the following problem:
Suppose I have a singular matrix A. I need to find a solution to
$frac{e^{hA}-I}{A}$
However, note that the inverse of A is infinity. Can anyone help with this problem? Maybe l'hospital rule could help? I am not really sure. Thanks in advance.
matrices limits
$endgroup$
$begingroup$
Welcome to MSE. If you say that you want to find a solution, you should write down an equation. Moreover, let us know what you have tried already and where your interest in this question comes from.
$endgroup$
– James
Dec 4 '18 at 14:12
add a comment |
$begingroup$
I need to find a way to solve the following problem:
Suppose I have a singular matrix A. I need to find a solution to
$frac{e^{hA}-I}{A}$
However, note that the inverse of A is infinity. Can anyone help with this problem? Maybe l'hospital rule could help? I am not really sure. Thanks in advance.
matrices limits
$endgroup$
I need to find a way to solve the following problem:
Suppose I have a singular matrix A. I need to find a solution to
$frac{e^{hA}-I}{A}$
However, note that the inverse of A is infinity. Can anyone help with this problem? Maybe l'hospital rule could help? I am not really sure. Thanks in advance.
matrices limits
matrices limits
asked Dec 4 '18 at 14:06
Thiago LimaThiago Lima
31
31
$begingroup$
Welcome to MSE. If you say that you want to find a solution, you should write down an equation. Moreover, let us know what you have tried already and where your interest in this question comes from.
$endgroup$
– James
Dec 4 '18 at 14:12
add a comment |
$begingroup$
Welcome to MSE. If you say that you want to find a solution, you should write down an equation. Moreover, let us know what you have tried already and where your interest in this question comes from.
$endgroup$
– James
Dec 4 '18 at 14:12
$begingroup$
Welcome to MSE. If you say that you want to find a solution, you should write down an equation. Moreover, let us know what you have tried already and where your interest in this question comes from.
$endgroup$
– James
Dec 4 '18 at 14:12
$begingroup$
Welcome to MSE. If you say that you want to find a solution, you should write down an equation. Moreover, let us know what you have tried already and where your interest in this question comes from.
$endgroup$
– James
Dec 4 '18 at 14:12
add a comment |
1 Answer
1
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oldest
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$begingroup$
What you wrote doesn't make sense, however the function $f(z) = dfrac{e^{hz}-1}{z}$
has a removable singularity at $0$, and after removing it you have an entire function,
so you can define $f(A)$ by the functional calculus. For example, you could compute
it using the power series
$$ f(A) = sum_{n=1}^infty frac{h^n}{n!} A^{n-1} $$
Or if $A$ is diagonalizable: $A = S^{-1} D S$ where $D$ is diagonal, then
$f(A) = S^{-1} f(D) S$ where $f(D)$ is diagonal with $(f(D))_{jj} = f(D_{jj})$.
$endgroup$
$begingroup$
Thank you very much for your response. Sorry to bother again, but just to be clear, there is no way to get rid of the power series? I have used software to compute this series and it is a convergent series, therefore I would like to find a simple way to compute it which would not involve a summation of infinity terms!
$endgroup$
– Thiago Lima
Dec 4 '18 at 14:59
$begingroup$
There are many ways to compute it besides the series. I noted one in the case where $A$ is diagonalizable. More generally you could use Jordan canonical form.
$endgroup$
– Robert Israel
Dec 4 '18 at 16:53
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See also Moler and van Loan, Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
$endgroup$
– Robert Israel
Dec 4 '18 at 17:07
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Ok, I will look into it. Thank you very much again!
$endgroup$
– Thiago Lima
Dec 4 '18 at 18:56
add a comment |
Your Answer
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$begingroup$
What you wrote doesn't make sense, however the function $f(z) = dfrac{e^{hz}-1}{z}$
has a removable singularity at $0$, and after removing it you have an entire function,
so you can define $f(A)$ by the functional calculus. For example, you could compute
it using the power series
$$ f(A) = sum_{n=1}^infty frac{h^n}{n!} A^{n-1} $$
Or if $A$ is diagonalizable: $A = S^{-1} D S$ where $D$ is diagonal, then
$f(A) = S^{-1} f(D) S$ where $f(D)$ is diagonal with $(f(D))_{jj} = f(D_{jj})$.
$endgroup$
$begingroup$
Thank you very much for your response. Sorry to bother again, but just to be clear, there is no way to get rid of the power series? I have used software to compute this series and it is a convergent series, therefore I would like to find a simple way to compute it which would not involve a summation of infinity terms!
$endgroup$
– Thiago Lima
Dec 4 '18 at 14:59
$begingroup$
There are many ways to compute it besides the series. I noted one in the case where $A$ is diagonalizable. More generally you could use Jordan canonical form.
$endgroup$
– Robert Israel
Dec 4 '18 at 16:53
$begingroup$
See also Moler and van Loan, Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
$endgroup$
– Robert Israel
Dec 4 '18 at 17:07
$begingroup$
Ok, I will look into it. Thank you very much again!
$endgroup$
– Thiago Lima
Dec 4 '18 at 18:56
add a comment |
$begingroup$
What you wrote doesn't make sense, however the function $f(z) = dfrac{e^{hz}-1}{z}$
has a removable singularity at $0$, and after removing it you have an entire function,
so you can define $f(A)$ by the functional calculus. For example, you could compute
it using the power series
$$ f(A) = sum_{n=1}^infty frac{h^n}{n!} A^{n-1} $$
Or if $A$ is diagonalizable: $A = S^{-1} D S$ where $D$ is diagonal, then
$f(A) = S^{-1} f(D) S$ where $f(D)$ is diagonal with $(f(D))_{jj} = f(D_{jj})$.
$endgroup$
$begingroup$
Thank you very much for your response. Sorry to bother again, but just to be clear, there is no way to get rid of the power series? I have used software to compute this series and it is a convergent series, therefore I would like to find a simple way to compute it which would not involve a summation of infinity terms!
$endgroup$
– Thiago Lima
Dec 4 '18 at 14:59
$begingroup$
There are many ways to compute it besides the series. I noted one in the case where $A$ is diagonalizable. More generally you could use Jordan canonical form.
$endgroup$
– Robert Israel
Dec 4 '18 at 16:53
$begingroup$
See also Moler and van Loan, Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
$endgroup$
– Robert Israel
Dec 4 '18 at 17:07
$begingroup$
Ok, I will look into it. Thank you very much again!
$endgroup$
– Thiago Lima
Dec 4 '18 at 18:56
add a comment |
$begingroup$
What you wrote doesn't make sense, however the function $f(z) = dfrac{e^{hz}-1}{z}$
has a removable singularity at $0$, and after removing it you have an entire function,
so you can define $f(A)$ by the functional calculus. For example, you could compute
it using the power series
$$ f(A) = sum_{n=1}^infty frac{h^n}{n!} A^{n-1} $$
Or if $A$ is diagonalizable: $A = S^{-1} D S$ where $D$ is diagonal, then
$f(A) = S^{-1} f(D) S$ where $f(D)$ is diagonal with $(f(D))_{jj} = f(D_{jj})$.
$endgroup$
What you wrote doesn't make sense, however the function $f(z) = dfrac{e^{hz}-1}{z}$
has a removable singularity at $0$, and after removing it you have an entire function,
so you can define $f(A)$ by the functional calculus. For example, you could compute
it using the power series
$$ f(A) = sum_{n=1}^infty frac{h^n}{n!} A^{n-1} $$
Or if $A$ is diagonalizable: $A = S^{-1} D S$ where $D$ is diagonal, then
$f(A) = S^{-1} f(D) S$ where $f(D)$ is diagonal with $(f(D))_{jj} = f(D_{jj})$.
answered Dec 4 '18 at 14:13
Robert IsraelRobert Israel
320k23210462
320k23210462
$begingroup$
Thank you very much for your response. Sorry to bother again, but just to be clear, there is no way to get rid of the power series? I have used software to compute this series and it is a convergent series, therefore I would like to find a simple way to compute it which would not involve a summation of infinity terms!
$endgroup$
– Thiago Lima
Dec 4 '18 at 14:59
$begingroup$
There are many ways to compute it besides the series. I noted one in the case where $A$ is diagonalizable. More generally you could use Jordan canonical form.
$endgroup$
– Robert Israel
Dec 4 '18 at 16:53
$begingroup$
See also Moler and van Loan, Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
$endgroup$
– Robert Israel
Dec 4 '18 at 17:07
$begingroup$
Ok, I will look into it. Thank you very much again!
$endgroup$
– Thiago Lima
Dec 4 '18 at 18:56
add a comment |
$begingroup$
Thank you very much for your response. Sorry to bother again, but just to be clear, there is no way to get rid of the power series? I have used software to compute this series and it is a convergent series, therefore I would like to find a simple way to compute it which would not involve a summation of infinity terms!
$endgroup$
– Thiago Lima
Dec 4 '18 at 14:59
$begingroup$
There are many ways to compute it besides the series. I noted one in the case where $A$ is diagonalizable. More generally you could use Jordan canonical form.
$endgroup$
– Robert Israel
Dec 4 '18 at 16:53
$begingroup$
See also Moler and van Loan, Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
$endgroup$
– Robert Israel
Dec 4 '18 at 17:07
$begingroup$
Ok, I will look into it. Thank you very much again!
$endgroup$
– Thiago Lima
Dec 4 '18 at 18:56
$begingroup$
Thank you very much for your response. Sorry to bother again, but just to be clear, there is no way to get rid of the power series? I have used software to compute this series and it is a convergent series, therefore I would like to find a simple way to compute it which would not involve a summation of infinity terms!
$endgroup$
– Thiago Lima
Dec 4 '18 at 14:59
$begingroup$
Thank you very much for your response. Sorry to bother again, but just to be clear, there is no way to get rid of the power series? I have used software to compute this series and it is a convergent series, therefore I would like to find a simple way to compute it which would not involve a summation of infinity terms!
$endgroup$
– Thiago Lima
Dec 4 '18 at 14:59
$begingroup$
There are many ways to compute it besides the series. I noted one in the case where $A$ is diagonalizable. More generally you could use Jordan canonical form.
$endgroup$
– Robert Israel
Dec 4 '18 at 16:53
$begingroup$
There are many ways to compute it besides the series. I noted one in the case where $A$ is diagonalizable. More generally you could use Jordan canonical form.
$endgroup$
– Robert Israel
Dec 4 '18 at 16:53
$begingroup$
See also Moler and van Loan, Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
$endgroup$
– Robert Israel
Dec 4 '18 at 17:07
$begingroup$
See also Moler and van Loan, Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
$endgroup$
– Robert Israel
Dec 4 '18 at 17:07
$begingroup$
Ok, I will look into it. Thank you very much again!
$endgroup$
– Thiago Lima
Dec 4 '18 at 18:56
$begingroup$
Ok, I will look into it. Thank you very much again!
$endgroup$
– Thiago Lima
Dec 4 '18 at 18:56
add a comment |
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$begingroup$
Welcome to MSE. If you say that you want to find a solution, you should write down an equation. Moreover, let us know what you have tried already and where your interest in this question comes from.
$endgroup$
– James
Dec 4 '18 at 14:12