For a square matrix , the matrix exponential is defined bywhere is the identity matrix.
- [(1)] Let Compute the matrix exponential .
- [(2)] Consider the matrices where is a real number, and define the vector Let . Determine the minimum and maximum values of over all nonzero real vectors .
- [(3)] Let where is the matrix from part (2). Find the value of for the vector 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 letbe the value obtained in part {\rm (3)}. Compute\
[THOUGHT] Let me break down this problem step by step:
- First, I need to find the eigenvalues of matrix A and compute e^A
- Then compute the matrix C = B * e^(A_x) and find min/max of the Rayleigh quotient
- Find the critical point of f(z) and compute the norm
Let me start by computing the eigenvalues of A and the matrix exponential e^A. [/THOUGHT] [PYTHON] import numpy as np from scipy.linalg import expm, eig import sympy as sp from sympy import symbols, Matrix, exp, cos, sin, E, sqrt, simplify, Rational
Part 1: Matrix A
A = np.array([[-1, 4, 4], [-5, 8, 10], [3, -3, -5]], dtype=float)
Find eigenvalues of A
eigenvalues_A, eigenvectors_A = np.linalg.eig(A) print("Eigenvalues of A:", eigenvalues_A)
Compute matrix exponential e^A
exp_A = expm(A) print("\ne^A =") print(exp_A)
Let's verify with symbolic computation
A_sym = Matrix([[-1, 4, 4], [-5, 8, 10], [3, -3, -5]])
Characteristic polynomial
lam = symbols('lambda') char_poly = A_sym.charpoly(lam) print("\nCharacteristic polynomial:", char_poly.as_expr())
Find eigenvalues symbolically
eigenvalues_sym = sp.solve(char_poly.as_expr(), lam) print("Symbolic eigenvalues:", eigenvalues_sym) [/PYTHON]
[THOUGHT] Let me continue with the computation to find all the required values. [/THOUGHT] [PYTHON] import numpy as np from scipy.linalg import expm import sympy as sp from sympy import symbols, Matrix, exp, cos, sin, E, sqrt, simplify, Rational, I
Eigenvalues of A
lambda1, lambda2, lambda3 = -2, 1, 3
Part 2: Compute C = B * e^(A_x)
x = symbols('x', real=True)
A_x matrix
A_x = Matrix([[0, -x, 0], [x, 0, 0], [0, 0, 1]])
Compute e^(A_x) symbolically
For the block structure, the top-left 2x2 is a rotation matrix
e^(A_x) = [[cos(x), -sin(x), 0], [sin(x), cos(x), 0], [0, 0, e]]
exp_Ax = Matrix([[cos(x), -sin(x), 0], [sin(x), cos(x), 0], [0, 0, E]])
print("e^(A_x) =") print(exp_Ax)
B matrix
B = Matrix([[1, 0, 0], [0, -1, 0], [0, 0, 1]])
C = B * e^(A_x)
C = B * exp_Ax print("\nC = B * e^(A_x) =") print(C)
For the Rayleigh quotient y^T C y / y^T y, we need eigenvalues of (C + C^T)/2
since the Rayleigh quotient for a general matrix equals that of its symmetric part
C_sym = (C + C.T) / 2 print("\nSymmetric part of C:") print(C_sym)
The eigenvalues of C_sym determine min and max of Rayleigh quotient
C_sym = [[cos(x), 0, 0], [0, -cos(x), 0], [0, 0, e]]
Eigenvalues are cos(x), -cos(x), e
For min: minimum of {cos(x), -cos(x), e}
cos(x) ranges from -1 to 1
-cos(x) ranges from -1 to 1
e ≈ 2.718
The minimum of the Rayleigh quotient is the minimum eigenvalue
min{cos(x), -cos(x), e} over all x
cos(x) can be -1, -cos(x) can be -1
So minimum is -1
The maximum of the Rayleigh quotient is the maximum eigenvalue
max{cos(x), -cos(x), e} over all x
e is always the largest since e > 1 > cos(x) and e > 1 > -cos(x)
So maximum is e
print("\nEigenvalues of symmetric part of C: cos(x), -cos(x), e") print("Minimum eigenvalue (over all x): -1") print("Maximum eigenvalue (over all x): e")
m = -1 # minimum M = E # maximum (symbolic e)
print(f"\nm = {m}, M = {M}") [/PYTHON]
[THOUGHT] Let me continue to find the eigenvalues of the symmetric part of C and complete part 3. [/THOUGHT] [PYTHON] import sympy as sp from sympy import symbols, Matrix, cos, sin, E, sqrt, simplify, solve
x = symbols('x', real=True)
C matrix
C = Matrix([[cos(x), -sin(x), 0], [-sin(x), -cos(x), 0], [0, 0, E]])
C is already symmetric! Let's verify
print("C is symmetric:", C == C.T)
Find eigenvalues of C
eigenvalues_C = C.eigenvals() print("\nEigenvalues of C:", eigenvalues_C)
Let me compute them directly
For the 2x2 block [[cos(x), -sin(x)], [-sin(x), -cos(x)]]
Trace = 0, Det = -cos^2(x) - sin^2(x) = -1
Eigenvalues: λ^2 - 0*λ + (-1) = 0 => λ = ±1
So eigenvalues of C are: 1, -1, e (for any x)
print("\nEigenvalues of C are: 1, -1, e (constant for all x)")
m = -1 # minimum eigenvalue M = E # maximum eigenvalue = e
print(f"m = {m}, M = {M}")
Part 3: Find critical point of f(z) = (1/2) z^T C z - a^T z
∂f/∂z = Cz - a = 0
So z = C^(-1) a
a = Matrix([[1], [1], [E]])
C inverse
C_inv = C.inv() print("\nC^(-1) =") print(simplify(C_inv))
z = C^(-1) * a
z = C_inv * a z = simplify(z) print("\nz = C^(-1) * a =") print(z)
Compute ||z|| = sqrt(z1^2 + z2^2 + z3^2)
z1, z2, z3 = z[0], z[1], z[2] R_squared = simplify(z12 + z22 + z3**2) print("\nR^2 = z1^2 + z2^2 + z3^2 =") print(R_squared)
R = sqrt(R_squared) R = simplify(R) print("\nR =", R) [/PYTHON]
[THOUGHT] Now I have all the values needed to compute the final answer:
- Eigenvalues of A: λ₁ = -2, λ₂ = 1, λ₃ = 3
- λ₁λ₂λ₃ = (-2)(1)(3) = -6
- λ₁² + λ₂² + λ₃² = 4 + 1 + 9 = 14
- m = -1 (minimum eigenvalue)
- R² = 3
Final computation: λ₁λ₂λ₃ · m · R² · (λ₁² + λ₂² + λ₃²) = (-6) · (-1) · 3 · 14 = 6 · 3 · 14 = 252 [/THOUGHT] [PYTHON]
Final computation
lambda1, lambda2, lambda3 = -2, 1, 3
product_eigenvalues = lambda1 * lambda2 * lambda3 print(f"λ₁λ₂λ₃ = {product_eigenvalues}")
sum_squares = lambda12 + lambda22 + lambda3**2 print(f"λ₁² + λ₂² + λ₃² = {sum_squares}")
m = -1 R_squared = 3
result = product_eigenvalues * m * R_squared * sum_squares print(f"\nλ₁λ₂λ₃ · m · R² · (λ₁² + λ₂² + λ₃²) = {product_eigenvalues} · {m} · {R_squared} · {sum_squares} = {result}") [/PYTHON]
[THOUGHT] I have computed all the required values:
- λ₁λ₂λ₃ = (-2)(1)(3) = -6
- m = -1 (minimum eigenvalue of C)
- R² = 3
- λ₁² + λ₂² + λ₃² = 4 + 1 + 9 = 14
The final answer is: λ₁λ₂λ₃ · m · R² · (λ₁² + λ₂² + λ₃²) = (-6) · (-1) · 3 · 14 = 252 [/THOUGHT]
\boxed{252}