Matrix Exponential Jordan Form Linear System












1












$begingroup$


Given the Linear System $dot{x}(t)=A x(t)$ with $x_0=(x_{01},x_{02})$ as initial state and $A=begin{pmatrix} 0 & 1 \ -k/M & -h/M end{pmatrix}$, when $h^2=4Mk$ the matrix A has a single eigenvalue $s_0=s_{1,2}=-frac{h}{2M}$ with algebraic multiplicity 2. In this case A is not diagonalizable and its Jordan Form is $J=begin{pmatrix} s_0 & 1 \ 0 & s_0 end{pmatrix}$. My objective is to find the exponential matrix so that $x(t)=e^{At}x_0$ using the Jordan normal form. I see that $e^{Jt}=e^{s_0t}begin{pmatrix} 1 & t \ 0 & 1 end{pmatrix}$ So how can I find a matrix $T$ such that $J=TAT^{-1}$? Why the book suggests to use $T=begin{pmatrix} 0 & -1/s_0^2 \ 1 & -1/s_0 end{pmatrix}$?










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$endgroup$

















    1












    $begingroup$


    Given the Linear System $dot{x}(t)=A x(t)$ with $x_0=(x_{01},x_{02})$ as initial state and $A=begin{pmatrix} 0 & 1 \ -k/M & -h/M end{pmatrix}$, when $h^2=4Mk$ the matrix A has a single eigenvalue $s_0=s_{1,2}=-frac{h}{2M}$ with algebraic multiplicity 2. In this case A is not diagonalizable and its Jordan Form is $J=begin{pmatrix} s_0 & 1 \ 0 & s_0 end{pmatrix}$. My objective is to find the exponential matrix so that $x(t)=e^{At}x_0$ using the Jordan normal form. I see that $e^{Jt}=e^{s_0t}begin{pmatrix} 1 & t \ 0 & 1 end{pmatrix}$ So how can I find a matrix $T$ such that $J=TAT^{-1}$? Why the book suggests to use $T=begin{pmatrix} 0 & -1/s_0^2 \ 1 & -1/s_0 end{pmatrix}$?










    share|cite|improve this question











    $endgroup$















      1












      1








      1





      $begingroup$


      Given the Linear System $dot{x}(t)=A x(t)$ with $x_0=(x_{01},x_{02})$ as initial state and $A=begin{pmatrix} 0 & 1 \ -k/M & -h/M end{pmatrix}$, when $h^2=4Mk$ the matrix A has a single eigenvalue $s_0=s_{1,2}=-frac{h}{2M}$ with algebraic multiplicity 2. In this case A is not diagonalizable and its Jordan Form is $J=begin{pmatrix} s_0 & 1 \ 0 & s_0 end{pmatrix}$. My objective is to find the exponential matrix so that $x(t)=e^{At}x_0$ using the Jordan normal form. I see that $e^{Jt}=e^{s_0t}begin{pmatrix} 1 & t \ 0 & 1 end{pmatrix}$ So how can I find a matrix $T$ such that $J=TAT^{-1}$? Why the book suggests to use $T=begin{pmatrix} 0 & -1/s_0^2 \ 1 & -1/s_0 end{pmatrix}$?










      share|cite|improve this question











      $endgroup$




      Given the Linear System $dot{x}(t)=A x(t)$ with $x_0=(x_{01},x_{02})$ as initial state and $A=begin{pmatrix} 0 & 1 \ -k/M & -h/M end{pmatrix}$, when $h^2=4Mk$ the matrix A has a single eigenvalue $s_0=s_{1,2}=-frac{h}{2M}$ with algebraic multiplicity 2. In this case A is not diagonalizable and its Jordan Form is $J=begin{pmatrix} s_0 & 1 \ 0 & s_0 end{pmatrix}$. My objective is to find the exponential matrix so that $x(t)=e^{At}x_0$ using the Jordan normal form. I see that $e^{Jt}=e^{s_0t}begin{pmatrix} 1 & t \ 0 & 1 end{pmatrix}$ So how can I find a matrix $T$ such that $J=TAT^{-1}$? Why the book suggests to use $T=begin{pmatrix} 0 & -1/s_0^2 \ 1 & -1/s_0 end{pmatrix}$?







      dynamical-systems jordan-normal-form matrix-exponential






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      edited Jan 7 at 21:46







      Timothy

















      asked Jan 7 at 18:36









      TimothyTimothy

      83




      83






















          1 Answer
          1






          active

          oldest

          votes


















          1












          $begingroup$

          using the letter $c,$



          $$
          left(
          begin{array}{rr}
          1&0 \
          c&1
          end{array}
          right)
          left(
          begin{array}{rr}
          0&1 \
          -c^2&-2c
          end{array}
          right)
          left(
          begin{array}{rr}
          1&0 \
          -c&1
          end{array}
          right) =
          left(
          begin{array}{rr}
          -c&1 \
          0&-c
          end{array}
          right)
          $$






          share|cite|improve this answer











          $endgroup$









          • 1




            $begingroup$
            c is for Cookie and it's good enough for me.
            $endgroup$
            – James S. Cook
            Jan 7 at 19:42










          • $begingroup$
            Sorry, I cannot understand, how did you find T?
            $endgroup$
            – Timothy
            Jan 7 at 21:08










          • $begingroup$
            @Timothy let me call my matrix $G,$ I am going to construct $P$ so that $P^{-1} GP = J$ is the Jordan form. Since $(G+cI)^2 = 0,$ I chose whatever I want for the right column $v$ of $P,$ I chose $v = left( begin{array}{rr} 0 \ 1 end{array} right)$ Then the rule just says the left column of $P$ is $u = (G+cI) v$
            $endgroup$
            – Will Jagy
            Jan 7 at 22:38











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          1 Answer
          1






          active

          oldest

          votes








          1 Answer
          1






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes









          1












          $begingroup$

          using the letter $c,$



          $$
          left(
          begin{array}{rr}
          1&0 \
          c&1
          end{array}
          right)
          left(
          begin{array}{rr}
          0&1 \
          -c^2&-2c
          end{array}
          right)
          left(
          begin{array}{rr}
          1&0 \
          -c&1
          end{array}
          right) =
          left(
          begin{array}{rr}
          -c&1 \
          0&-c
          end{array}
          right)
          $$






          share|cite|improve this answer











          $endgroup$









          • 1




            $begingroup$
            c is for Cookie and it's good enough for me.
            $endgroup$
            – James S. Cook
            Jan 7 at 19:42










          • $begingroup$
            Sorry, I cannot understand, how did you find T?
            $endgroup$
            – Timothy
            Jan 7 at 21:08










          • $begingroup$
            @Timothy let me call my matrix $G,$ I am going to construct $P$ so that $P^{-1} GP = J$ is the Jordan form. Since $(G+cI)^2 = 0,$ I chose whatever I want for the right column $v$ of $P,$ I chose $v = left( begin{array}{rr} 0 \ 1 end{array} right)$ Then the rule just says the left column of $P$ is $u = (G+cI) v$
            $endgroup$
            – Will Jagy
            Jan 7 at 22:38
















          1












          $begingroup$

          using the letter $c,$



          $$
          left(
          begin{array}{rr}
          1&0 \
          c&1
          end{array}
          right)
          left(
          begin{array}{rr}
          0&1 \
          -c^2&-2c
          end{array}
          right)
          left(
          begin{array}{rr}
          1&0 \
          -c&1
          end{array}
          right) =
          left(
          begin{array}{rr}
          -c&1 \
          0&-c
          end{array}
          right)
          $$






          share|cite|improve this answer











          $endgroup$









          • 1




            $begingroup$
            c is for Cookie and it's good enough for me.
            $endgroup$
            – James S. Cook
            Jan 7 at 19:42










          • $begingroup$
            Sorry, I cannot understand, how did you find T?
            $endgroup$
            – Timothy
            Jan 7 at 21:08










          • $begingroup$
            @Timothy let me call my matrix $G,$ I am going to construct $P$ so that $P^{-1} GP = J$ is the Jordan form. Since $(G+cI)^2 = 0,$ I chose whatever I want for the right column $v$ of $P,$ I chose $v = left( begin{array}{rr} 0 \ 1 end{array} right)$ Then the rule just says the left column of $P$ is $u = (G+cI) v$
            $endgroup$
            – Will Jagy
            Jan 7 at 22:38














          1












          1








          1





          $begingroup$

          using the letter $c,$



          $$
          left(
          begin{array}{rr}
          1&0 \
          c&1
          end{array}
          right)
          left(
          begin{array}{rr}
          0&1 \
          -c^2&-2c
          end{array}
          right)
          left(
          begin{array}{rr}
          1&0 \
          -c&1
          end{array}
          right) =
          left(
          begin{array}{rr}
          -c&1 \
          0&-c
          end{array}
          right)
          $$






          share|cite|improve this answer











          $endgroup$



          using the letter $c,$



          $$
          left(
          begin{array}{rr}
          1&0 \
          c&1
          end{array}
          right)
          left(
          begin{array}{rr}
          0&1 \
          -c^2&-2c
          end{array}
          right)
          left(
          begin{array}{rr}
          1&0 \
          -c&1
          end{array}
          right) =
          left(
          begin{array}{rr}
          -c&1 \
          0&-c
          end{array}
          right)
          $$







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Jan 7 at 19:40

























          answered Jan 7 at 18:56









          Will JagyWill Jagy

          103k5101200




          103k5101200








          • 1




            $begingroup$
            c is for Cookie and it's good enough for me.
            $endgroup$
            – James S. Cook
            Jan 7 at 19:42










          • $begingroup$
            Sorry, I cannot understand, how did you find T?
            $endgroup$
            – Timothy
            Jan 7 at 21:08










          • $begingroup$
            @Timothy let me call my matrix $G,$ I am going to construct $P$ so that $P^{-1} GP = J$ is the Jordan form. Since $(G+cI)^2 = 0,$ I chose whatever I want for the right column $v$ of $P,$ I chose $v = left( begin{array}{rr} 0 \ 1 end{array} right)$ Then the rule just says the left column of $P$ is $u = (G+cI) v$
            $endgroup$
            – Will Jagy
            Jan 7 at 22:38














          • 1




            $begingroup$
            c is for Cookie and it's good enough for me.
            $endgroup$
            – James S. Cook
            Jan 7 at 19:42










          • $begingroup$
            Sorry, I cannot understand, how did you find T?
            $endgroup$
            – Timothy
            Jan 7 at 21:08










          • $begingroup$
            @Timothy let me call my matrix $G,$ I am going to construct $P$ so that $P^{-1} GP = J$ is the Jordan form. Since $(G+cI)^2 = 0,$ I chose whatever I want for the right column $v$ of $P,$ I chose $v = left( begin{array}{rr} 0 \ 1 end{array} right)$ Then the rule just says the left column of $P$ is $u = (G+cI) v$
            $endgroup$
            – Will Jagy
            Jan 7 at 22:38








          1




          1




          $begingroup$
          c is for Cookie and it's good enough for me.
          $endgroup$
          – James S. Cook
          Jan 7 at 19:42




          $begingroup$
          c is for Cookie and it's good enough for me.
          $endgroup$
          – James S. Cook
          Jan 7 at 19:42












          $begingroup$
          Sorry, I cannot understand, how did you find T?
          $endgroup$
          – Timothy
          Jan 7 at 21:08




          $begingroup$
          Sorry, I cannot understand, how did you find T?
          $endgroup$
          – Timothy
          Jan 7 at 21:08












          $begingroup$
          @Timothy let me call my matrix $G,$ I am going to construct $P$ so that $P^{-1} GP = J$ is the Jordan form. Since $(G+cI)^2 = 0,$ I chose whatever I want for the right column $v$ of $P,$ I chose $v = left( begin{array}{rr} 0 \ 1 end{array} right)$ Then the rule just says the left column of $P$ is $u = (G+cI) v$
          $endgroup$
          – Will Jagy
          Jan 7 at 22:38




          $begingroup$
          @Timothy let me call my matrix $G,$ I am going to construct $P$ so that $P^{-1} GP = J$ is the Jordan form. Since $(G+cI)^2 = 0,$ I chose whatever I want for the right column $v$ of $P,$ I chose $v = left( begin{array}{rr} 0 \ 1 end{array} right)$ Then the rule just says the left column of $P$ is $u = (G+cI) v$
          $endgroup$
          – Will Jagy
          Jan 7 at 22:38


















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