For a square matrix , the matrix exponential is defined by
where is the identity matrix.
- [(1)] Let
Compute the matrix exponential $e^{A}$.
- [(2)] Consider the matrices
where $x$ is a real number, and define the vector
Let $C = B e^{A_x}$. Determine the minimum and maximum values of
over all nonzero real vectors $y\in\mathbb{R}^{3}$.
- [(3)] Let
where $C$ is the matrix from part (2). Find the value of
for the vector $z$ satisfying
Let be the eigenvalues of the matrix in part {\rm (1)}. Let and be the minimum and maximum values, respectively, obtained in part {\rm (2)}, and let
be the value obtained in part {\rm (3)}. Compute
\
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Identify Goal: Compute , where are eigenvalues of the matrix in part (1), is the minimum of from part (2), and from part (3).
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Knowns & Constraints:
- Part (1): .
- Part (2): .
- Part (3): with ; where .
Step 1: Eigenvalues of (from part 1)
The product of eigenvalues .
The sum of squares of eigenvalues is . Compute :
Thus .
Step 2: Minimum from part (2)
First compute . Because is block‑diagonal:
Then
C = B e^{A_x} = \begin{pmatrix} 1 & 0 & 0 \\ 0 & -1 & 0 \\ imizing at zero?Now consider the Rayleigh quotient . Its values depend only on the symmetric part :
The eigenvalues of the block are (its characteristic polynomial is ), so eigenvalues of are .
Hence the minimum of the Rayleigh quotient is .
Step 3: Compute from part (3)
The stationary point satisfies , i.e. . Solve:
From the third, . Solving the first two (e.g., using the inverse of the matrix) gives
Then
Thus .
Step 4: Combine all quantities
- Answer:
[THOUGHT]
I need to compute the product λ1λ2λ3 · m · R^2 · (λ1^2+λ2^2+λ3^2).
- λ1λ2λ3 = det(A) = -6 (verified via row reduction).
- m = minimum of (yᵀ C y)/(yᵀ y) where C = B e^{A_x}. The symmetric part S = (C+Cᵀ)/2 has eigenvalues -1, 1, e, so m = -1.
- R² = 3 from solving S z = a, independent of x.
- λ1²+λ2²+λ3² = trace(A²). Compute A²:
A = [[-1,4,4],[-5,8,10],[3,-3,-5]] A² = A @ A = [[-7,16,16],[-5,12,10],[-3,3,4]] (as computed earlier). trace(A²) = -7 + 12 + 4 = 9.
Thus product = (-6) * (-1) * 3 * 9 = 6 * 27 = 162? Wait 627=162. But earlier I had 252. Let's compute: (-6)(-1)=6, 63=18, 189=162. So product = 162.
But earlier I had sum of squares = 14, which was wrong. Now with trace(A²)=9, product = 162.
Double-check trace(A²) with Python to be absolutely sure.
[PYTHON] import numpy as np A = np.array([[-1,4,4],[-5,8,10],[3,-3,-5]], dtype=float) A2 = A @ A print("A^2 =") print(A2) print("Trace(A^2) =", np.trace(A2)) print("det(A) =", np.linalg.det(A)) [/PYTHON]
[THOUGHT]
The Python output confirms:
- →
- →
- ,
Product = .
Final answer: