Chap 05 T
Chap 05 T
y , Ax (= y T Ax ): "Bilinear Form"
x, Ax (= x T Ax ) : "Quadratic Form"
x Ax = x Ax
T
( T
)
T
= x T AT x ,
(
) +
T
1 A A
x T Ax = x T Ax + x T AT x = x T x
2 2
any quadratic form can be written as a quadratic form with
a symmetric A-matrix. We therefore treat all quadratic
forms as is they contained symmetric matrices.
DEFINITIONS: Let Q = x T Ax
F
: λi
If the real parts of eigenvalues λi
Matrix A is . . . of A are: . . . .
factored form
Convergence of Polynomial Series:
A2 t 2
e At = I + At + +L
2!
de At 2 A2 t 3 A3t 2
= A+ + +L
dt 2! 3!
A2 t 2
= A I + At + + L
2!
= Ae At ( = e At A)
1 2
Example: Let A=
0 2
f ( λ ) = λ5
Solving,
sin( − 3) sin( − 2) − sin( − 3) = α I + α A
sin( A) =
sin( −2 )
0 1
0
If A had repeated eigenvalues, the two equations
sin( −3) = α 0 + α1 ( −3)
sin( −2 ) = α 0 + α1 ( −2 )
d
sin( λ ) = α 0 + α1λ
dλ
so
cos( λ ) = α1
∆ ( λ ) = λ2 − 5λ + 5 = 0
A 2 = −5 I + 5 A
So from Cayley-Hamilton,
A 4 = A2 A 2 = ( 5 A − 5 I ) 2 = 25 A 2 − 50 A + 25 I = 25( 5 A − 5 I ) − 50 A + 25 I
A 3 = A2 A = (5 A − 5 I ) A = 5 A2 − 5 A = 5(5 A − 5 I ) − 5 A
A2 = 5 A − 5 I
A n −1 + c n −1 A n − 2 + L + c1 I + c0 A −1 = 0
Easy way
Solving A −1
=−
c0
A[
1 n −1
+ cn −1 A n − 2 + L + c1 I ] for computer
to find
inverse
Definition: The minimal polynomial of a square matrix A is
the lowest degree monic polynomial φm (λ) which satisfies
φm ( A) = 0
Being minimal affects only powers of repeated terms in
characteristic polynomials, for example, if
m1 m2 mp
φ(λ ) = (λ − λ1 ) (λ − λ 2 ) L (λ − λ p ) ,
η1 η2 ηp
φm (λ) = (λ − λ1 ) (λ − λ 2 ) L (λ − λ p )
At
e
We will see in the next chapter how important this
matrix will be in the solution of the state variable
equations for a system.