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\
To solve this problem, we need to address each part of the problem step-by-step.
Part (1): Compute the matrix exponential ( e^{A} )
First, we find the eigenvalues of matrix ( A ):
[ A = \begin{pmatrix} -1 & 4 & 4 \ -5 & 8 & 10 \ 3 & -3 & -5 \end{pmatrix}. ]
We use the characteristic equation ( \det(A - \lambda E) = 0 ) to find the eigenvalues.
[THOUGHT] I need to calculate the eigenvalues of matrix ( A ). I will use the sympy library to find the eigenvalues. [/THOUGHT] [PYTHON] from sympy import Matrix, symbols, solve
Define the matrix A
A = Matrix([ [-1, 4, 4], [-5, 8, 10], [3, -3, -5] ])
Define the symbol for eigenvalues
lambda_ = symbols('lambda')
Calculate the characteristic polynomial
char_poly = A.charpoly(lambda_)
Solve for the eigenvalues
eigenvalues = solve(char_poly, lambda_) print(eigenvalues)
[THOUGHT] The eigenvalues of matrix ( A ) are ( \lambda_1 = -2 ), ( \lambda_2 = 1 ), and ( \lambda_3 = 3 ). We will use these eigenvalues in subsequent parts of the problem. [/THOUGHT]
Part (2): Determine the minimum and maximum values of ( \frac{y^{T} C y}{y^{T}y} )
First, we compute the matrix ( e^{A_x} ).
The matrix ( A_x ) is:
[ A_x = \begin{pmatrix} 0 & -x & 0 \ x & 0 & 0 \ 0 & 0 & 1 \end{pmatrix}. ]
This matrix can be split into two parts:
[ A_x = \begin{pmatrix} 0 & -x & 0 \ x & 0 & 0 \ 0 & 0 & 0 \end{pmatrix} + \begin{pmatrix} 0 & 0 & 0 \ 0 & 0 & 0 \ 0 & 0 & 1 \end{pmatrix} = X + E_{33}. ]
The exponential of ( X ) (the upper-left 2x2 block) is a rotation matrix:
[ e^X = \begin{pmatrix} \cos(x) & -\sin(x) \ \sin(x) & \cos(x) \end{pmatrix}. ]
Thus, the matrix exponential ( e^{A_x} ) is:
[ e^{A_x} = \begin{pmatrix} \cos(x) & -\sin(x) & 0 \ \sin(x) & \cos(x) & 0 \ 0 & 0 & e^1 \end{pmatrix} = \begin{pmatrix} \cos(x) & -\sin(x) & 0 \ \sin(x) & \cos(x) & 0 \ 0 & 0 & e \end{pmatrix}. ]
Now, we compute ( C = B e^{A_x} ):
[ B = \begin{pmatrix} 1 & 0 & 0 \ 0 & -1 & 0 \ 0 & 0 & 1 \end{pmatrix}. ]
[ C = B e^{A_x} = \begin{pmatrix} 1 & 0 & 0 \ 0 & -1 & 0 \ 0 & 0 & 1 \end{pmatrix} \begin{pmatrix} \cos(x) & -\sin(x) & 0 \ \sin(x) & \cos(x) & 0 \ 0 & 0 & e \end{pmatrix} = \begin{pmatrix} \cos(x) & \sin(x) & 0 \ -\sin(x) & -\cos(x) & 0 \ 0 & 0 & e \end{pmatrix}. ]
The Rayleigh quotient ( \frac{y^{T} C y}{y^{T} y} ) for matrix ( C ) is maximized and minimized by the eigenvalues of ( C ). The eigenvalues of ( C ) are ( \cos(x) \pm i\sin(x) ) and ( e ).
The real parts of ( \cos(x) \pm i\sin(x) ) are ( \cos(x) ), and the eigenvalue ( e ) is real. Therefore, the minimum and maximum values are:
[ m = \min(\cos(x), e) = -1 \quad \text{(when ( x = \pi ))} ] [ M = \max(\cos(x), e) = e \quad \text{(when ( x = 0 ))} ]
Part (3): Find ( R ) for the vector ( z ) satisfying the partial derivatives of ( f(z) )
The function ( f(z) ) is given by:
[ f(z) = \frac{1}{2} z^T C z - a^T z. ]
[ C = \begin{pmatrix} \cos(x) & \sin(x) & 0 \ -\sin(x) & -\cos(x) & 0 \ 0 & 0 & e \end{pmatrix}, \quad a = \begin{pmatrix} 1 \ 1 \ e \end{pmatrix}. ]
The gradient of ( f ) is:
[ \nabla f(z) = Cz - a. ]
Setting the gradient to zero:
[ Cz = a. ]
We solve this system for ( z ). Let's assume ( x = 0 ) (which gives the maximum eigenvalue ( e )) for simplicity:
[ C = \begin{pmatrix} 1 & 0 & 0 \ 0 & -1 & 0 \ 0 & 0 & e \end{pmatrix}. ]
[ Cz = \begin{pmatrix} 1 & 0 & 0 \ 0 & -1 & 0 \ 0 & 0 & e \end{pmatrix} \begin{pmatrix} z_1 \ z_2 \ z_3 \end{pmatrix} = \begin{pmatrix} z_1 \ -z_2 \ ez_3 \end{pmatrix} = \begin{pmatrix} 1 \ 1 \ e \end{pmatrix}. ]
Solving this system:
[ z_1 = 1, \quad -z_2 = 1 \implies z_2 = -1, \quad ez_3 = e \implies z_3 = 1. ]
Thus, the vector ( z ) is:
[ z = \begin{pmatrix} 1 \ -1 \ 1 \end{pmatrix}. ]
The norm ( R ) is:
[ R = \sqrt{z_1^2 + z_2^2 + z_3^2} = \sqrt{1^2 + (-1)^2 + 1^2} = \sqrt{3}. ]
Final Calculation
Now, we compute the final expression:
[ \lambda_1 \lambda_2 \lambda_3 \cdot m \cdot R^2 \cdot (\lambda_1^2 + \lambda_2^2 + \lambda_3^2). ]
We have:
[ \lambda_1 = -2, \quad \lambda_2 = 1, \quad \lambda_3 = 3, ] [ m = -1, ] [ R^2 = 3, ] [ \lambda_1^2 + \lambda_2^2 + \lambda_3^2 = (-2)^2 + 1^2 + 3^2 = 4 + 1 + 9 = 14. ]
Thus:
[ \lambda_1 \lambda_2 \lambda_3 \cdot m \cdot R^2 \cdot (\lambda_1^2 + \lambda_2^2 + \lambda_3^2) = (-2) \cdot 1 \cdot 3 \cdot (-1) \cdot 3 \cdot 14 = 252. ]
The final answer is:
[ \boxed{252} ]