Proving Matrix exponential property

In summary, the conversation discusses the relationship between diagonal matrices and the exponential of a matrix. It is shown that when A is diagonal, the equation e^(A_hat*t)=T'e^(At)T holds true. The conversation then explores the proof for this equation using the Taylor expansion of e^x, showing that the cancellations in the expansion result in the simplified form of T'e^A T. This proves that the equation holds true for all linear transformations.
  • #1
kidsasd987
143
4
this is not a homework question, I just want to make sense of the equation here.
Assuming matrix A is diagonal,

If A_hat=T'AT where T' is an inverse matrix of T.

e^(A_hat*t)=T'e^(At)T
which implies,
e^(T'AT*t)=T'e^(At)T

we know that e^(At) is a linear mapping, therefore if we convert f to some linear transformation P,
PT'AT=T'PAT (not sure if this step is correct) this condition should be always true, but why?can anyone provide me a short proof of this?
 

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  • #2
The Taylor expansion of e^x is:
[tex] e^x = 1 + x + x^2/2! + x^3/3! + x^4/4! + ... [/tex]
So when x is a matrix T'AT, you get a lot of cancellations
For example in the x^4/4! term, you get
[tex] (T'AT)^4/4! = T'AT T'AT T'AT T'AT /4! = T' A^4 T /4! [/tex]
This same kind of TT' = 1 cancellation happens in every term until you are left with T' on the left and T on the right of every term.
So you get:
[tex] T' (1 + A + A^2/2! + A^3/3! + A^4/4! + ...) T = T'e^A T [/tex]
 
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Related to Proving Matrix exponential property

1. What is the Matrix Exponential Property and why is it important?

The Matrix Exponential Property states that the exponential of a matrix is equal to the matrix composed of the exponentials of its individual elements. In other words, if we have a matrix A and raise it to the power of n, the result will be a matrix with each element raised to the power of n. This property is important because it allows us to simplify complex matrix calculations and solve differential equations.

2. How do you prove the Matrix Exponential Property?

The Matrix Exponential Property can be proved using the Taylor series expansion of the exponential function. By substituting the matrix A into the Taylor series, we can show that the result is equal to the matrix composed of the exponentials of its individual elements. This proof can also be extended to show that the property holds for any positive real power, not just integer powers.

3. Can the Matrix Exponential Property be extended to non-square matrices?

Yes, the Matrix Exponential Property can be extended to non-square matrices. However, in this case, we must use the definition of the matrix exponential as a power series rather than the Taylor series. This power series approach allows us to prove the property for non-square matrices as well.

4. What are some practical applications of the Matrix Exponential Property?

The Matrix Exponential Property has many practical applications in fields such as physics, engineering, and computer science. It is used to solve differential equations, simulate physical systems, and analyze complex networks. It is also used in data compression and signal processing algorithms.

5. Are there any limitations to the Matrix Exponential Property?

The Matrix Exponential Property is limited by the fact that it only holds for matrices that commute, meaning that their order of multiplication does not change the result. This means that it is not applicable to all matrices and cannot be used in all situations. Additionally, it only applies to real or complex matrices, not matrices with other types of elements.

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