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    Sheet 1 CIV 340

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    This document provides an exercise involving matrix calculus concepts. It includes: 1) A linear equation system with a 3x3 matrix A and unknown vector X to solve for. 2) Instructions to determine the eigenvalues and eigenvectors of matrix A, and confirm the eigenvectors are orthogonal. 3) A definition of matrices V and D, where D is the diagonal form of A, to represent A using an eigendecomposition. 4) A description of the exponential of a matrix using the eigendecomposition, and to determine the exponential of matrix A.

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    Sheet 1 CIV 340

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    22 views1 page
    This document provides an exercise involving matrix calculus concepts. It includes: 1) A linear equation system with a 3x3 matrix A and unknown vector X to solve for. 2) Instructions to determine the eigenvalues and eigenvectors of matrix A, and confirm the eigenvectors are orthogonal. 3) A definition of matrices V and D, where D is the diagonal form of A, to represent A using an eigendecomposition. 4) A description of the exponential of a matrix using the eigendecomposition, and to determine the exponential of matrix A.

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    This document provides an exercise involving matrix calculus concepts. It includes: 1) A linear equation system with a 3x3 matrix A and unknown vector X to solve for. 2) Instructions to determine the eigenvalues and eigenvectors of matrix A, and confirm the eigenvectors are orthogonal. 3) A definition of matrices V and D, where D is the diagonal form of A, to represent A using an eigendecomposition. 4) A description of the exponential of a matrix using the eigendecomposition, and to determine the exponential of matrix A.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    22 views1 page

    Sheet 1 CIV 340

    Uploaded by

    api-3707273
    This document provides an exercise involving matrix calculus concepts. It includes: 1) A linear equation system with a 3x3 matrix A and unknown vector X to solve for. 2) Instructions to determine the eigenvalues and eigenvectors of matrix A, and confirm the eigenvectors are orthogonal. 3) A definition of matrices V and D, where D is the diagonal form of A, to represent A using an eigendecomposition. 4) A description of the exponential of a matrix using the eigendecomposition, and to determine the exponential of matrix A.

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    Exercises CIV340 Computational Engineering Mathematics

    Dr T M Michelitsch – Sheet 1

    Problem 1: Matrix Calculus

    Given the linear equation system


    ~ = d~
    A·X (1)
       
    x 4
    ~ =
    with the unknown vector X
      
     y  and the vector d~ being given by d~ =  −2 
    z −2
    and the 3 × 3-matrix
     
    2 −1 −1
     
    A =  −1 2 −1 
    −1 −1 2
    a) Does the system (1) has a solution and if so, determine its solution(s).

    b) Determine the eigenvalues and eigenvectors of A.

    Hint: You may use the fact that a symmetric matrix A = At has mutually orthogonal eigen-
    vectors. One eigenvalue has multiplicity 2 for which 2 eigenvectors exist.

    c) Confirm that the eigenvectors ~v1 , ~v2 , ~v3 are mutually orthogonal.

    (
    1 (i = j)
    d) Normalize the eigenvectors so that ~vi · ~vj = δij where δij = .
    0 (i =
    6 j)
     
    λ1 0 0
     
    e) Let us define the matrices V = [~v1 , ~v2 , ~v3 ] and D =  0 λ2 0  being the diagonal
    0 0 λ3
    form of A.

    Confirm that V−1 = Vt where Vt is the transposed matrix of V.

    f ) The matrix A has the representation A = V · D · Vt where (Vt = V−1 ).


    Determine the exponential of the matrix A which is defined by exp (A) = V · exp (D) · Vt where
    exp (D) is the diagonal-matrix
     
    e λ1 0 0
     
    exp (D) =  0 e λ2 0 
    0 0 e λ3
    g) Determine the 3 × 3 exponential function exp (At) where t is a scalar variable (for instance
    time).
    Hint: You may get this result directly when replacing the eigenvalues λi by λi t in f ).

    h) Confirm that ~a(t) = exp (At) · ~a0 (where ~a0 being any constant vector) fulfills the differential
    equation (system):
    d
    ~a(t) = A · ~a(t)
    dt
    with the initial condition ~a(t = 0) = ~a0
    Note: These properties of the exponential matrix function exp (At) is in full analogy and includes
    those of a ’usual’ scalar (1 × 1) exponential function, e.g. eλt .

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