Begin2.DVI

(Ben Green) #1

Example 10-31. Given the matrix


A=

[
2 − 1
−3 4

]

find the matrix function f(A) = eAt.

Solution: Here f(x) = ext,and from the previous example, the eigenvalues of Ahave

been determined as λ 1 = 1 and λ 2 = 5.If the matrix equation is to be represented in

the form

f(A) = R(A) = γ 1 A+γ 2 I

which is a linear combination of {I, A }then one can use the equation (10.46) and

write

f(λ 1 ) = eλ^1 t=et=γ 1 (1) + γ 2
f(λ 2 ) = eλ^2 t=e^5 t=γ 1 (5) + γ 2

(10 .48)

From these equations it is possible to solve for γ 1 and γ 2 and show

γ 1 =e

5 t−et

4 , and γ^2 =

5 et−e^5 t
4.

The matrix function for f(A)can then be represented as

f(A) = eAt =

(
e^5 t−et
4

)
A+

(
5 et−e^5 t
4

)
I

which has the equivalent matrix form

eAt =^1
4

[
(e^5 t+ 3et) (et−e^5 t)
(3 et− 3 e^5 t) (3 e^5 t+et)

]
A=

[
2 − 1
−3 4

]

Example 10-32. Find the matrix function


f(A) = sin At for A=



0 1 0
1 0 1
1 1 1



Solution: The characteristic equation of Ais

C(λ) = |A−λI |=

∣∣
∣∣
∣∣

−λ 1 0
1 −λ 1
1 1 1 −λ

∣∣
∣∣
∣∣= (λ

(^2) −1)(1 −λ) = 0.


The eigenvalues of Aare

λ 1 = 1, λ 2 = 1, λ 3 =− 1.
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