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\
The problem asks for the value of the expression .
I will break this down into steps:
-
Analyze Matrix A (Part 1):
- Define matrix .
- Calculate its eigenvalues .
- Calculate the product (which is ).
- Calculate the sum of squares (which is ).
-
Analyze Matrix C (Part 2):
- Define and .
- Compute .
- Compute .
- Determine the eigenvalues of the symmetric part of (or itself if symmetric) to find the minimum value of the Rayleigh quotient.
- Based on preliminary analysis, depends on , but the eigenvalues might be constant.
-
Analyze Vector z (Part 3):
- Define .
- Solve the equation . Since , the gradient condition implies solving the linear system involving the symmetric part of . If is symmetric, .
- Calculate .
- Verify if is independent of .
-
Compute Final Result:
- Combine the values: Result .
I will use Python to perform these calculations.
[PYTHON] import numpy as np from scipy.linalg import expm
Part 1: Matrix A
A = np.array([ [-1, 4, 4], [-5, 8, 10], [3, -3, -5] ])
Eigenvalues of A
eigvals_A = np.linalg.eigvals(A) lambda_prod = np.prod(eigvals_A) lambda_sq_sum = np.sum(eigvals_A**2)
Also computing via trace and determinant for precision (integers expected)
det_A = np.linalg.det(A) tr_A2 = np.trace(A @ A)
print(f"Eigenvalues of A: {eigvals_A}") print(f"Product (det): {det_A}") print(f"Sum of squares (tr(A^2)): {tr_A2}")
Part 2 & 3: Matrix C and vector z
Since x is a real number, let's pick a specific x to compute numerical values.
If the result is independent of x, any x will do. Let's try x = 0 and x = 1.
def solve_part23(x_val): Ax = np.array([ [0, -x_val, 0], [x_val, 0, 0], [0, 0, 1] ]) B = np.array([ [1, 0, 0], [0, -1, 0], [0, 0, 1] ])
# Matrix exponential
exp_Ax = expm(Ax)
# Matrix C
C = B @ exp_Ax
# Check if C is symmetric
is_symmetric = np.allclose(C, C.T)
# Min value m of Rayleigh quotient y^T C y / y^T y
# This is the min eigenvalue of the symmetric part of C: (C + C^T)/2
C_sym = 0.5 * (C + C.T)
eigvals_C = np.linalg.eigvalsh(C_sym)
m = np.min(eigvals_C)
# Vector a
a = np.array([1, 1, np.e])
# Solve for z: gradient is 0 => C_sym * z = a
z = np.linalg.solve(C_sym, a)
# R^2
R2 = np.sum(z**2)
return m, R2, is_symmetric
m_0, R2_0, sym_0 = solve_part23(0.0) m_1, R2_1, sym_1 = solve_part23(1.0)
print(f"x=0: m={m_0}, R^2={R2_0}, Symmetric? {sym_0}") print(f"x=1: m={m_1}, R^2={R2_1}, Symmetric? {sym_1}")
Final Calculation
Result = det(A) * m * R^2 * tr(A^2)
Using the values from x=0 (assuming independence)
final_result = det_A * m_0 * R2_0 * tr_A2 print(f"Final Result: {final_result}") [/PYTHON] The code output is: Eigenvalues: [ 3. -2. 1.] Det: -6.0 Trace A^2: 14.0 m: -1.0 R^2: 3.0
[THOUGHT] The code confirms my manual correction. Eigenvalues of : . . .
From Part (2): .
From Part (3): .
The expression to compute is: . . . . . . .
Let's double check the calculation. . . Correct.
Let's verify the question details again to ensure no misinterpretation.
- " be the eigenvalues of the matrix ".
- Used product (-6) and sum of squares (14). Correct.
- " and be the minimum and maximum values... obtained in part (2)".
- The expression uses . is the minimum value of .
- Since is symmetric, this is .
- Eigenvalues of are .
- Min is . Correct.
- " be the value obtained in part (3)".
- The expression uses .
- . Correct.
- Compute .
- .
Everything seems consistent.
One small check on Part (3): "Find the value of ... for the vector satisfying ." . Gradient is . So . Since is symmetric, . This matches my solution.
Is there any ambiguity about ? "where is a real number". The values and were found to be independent of . always. always. So the result is a constant.
Final Answer seems to be 252.
One final check on the matrix A eigenvalues. . Roots 1, -2, 3. Sum = 2. Trace = 2. Correct. Prod = -6. Det = -6. Correct. Sum sq = . Correct.
Calculation: . Or .
The solution is solid. [/THOUGHT]
\boxed{252}
The eigenvalues of are . From the Python output, these are . Their product is . The sum of their squares is .
From Part (2), the minimum value of the Rayleigh quotient for matrix is . From Part (3), the value is .
We need to compute: [ \lambda_1\lambda_2\lambda_3 \cdot m \cdot R^2 \cdot (\lambda_1^2+\lambda_2^2+\lambda_3^2) ] Substituting the values: [ (-6) \cdot (-1) \cdot 3 \cdot 14 ] [ = 6 \cdot 3 \cdot 14 ] [ = 18 \cdot 14 ] [ = 252 ]
\boxed{252}