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Matrix Exponential, Linear Algebra, Alexandria University

The document discusses using the matrix exponential to solve systems of linear first-order differential equations. It provides examples of using the matrix exponential to solve both homogeneous and non-homogeneous systems. It also discusses how to evaluate the matrix exponential for special cases such as nilpotent, diagonal, and diagonalizable matrices.

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104 views76 pages

Matrix Exponential, Linear Algebra, Alexandria University

The document discusses using the matrix exponential to solve systems of linear first-order differential equations. It provides examples of using the matrix exponential to solve both homogeneous and non-homogeneous systems. It also discusses how to evaluate the matrix exponential for special cases such as nilpotent, diagonal, and diagonalizable matrices.

Uploaded by

Safety Box graduation project 2023
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Matrix Exponential

Dr. Sara Hassan Kamel

1 Dr. Sara Hassan Kamel


Matrix Exponential
 What is a matrix exponential?

Similar to:
2 Dr. Sara Hassan Kamel
Matrix Exponential
 How to evaluate a matrix
exponential:
 Special Cases:
 Nilpotent Matrix
 Diagonal Matrix
=?
 Diagonalizable Matrix
 Laplace Transform

3 Dr. Sara Hassan Kamel


Matrix Exponential
 Nilpotent Matrix:

nilpotent
ZERO POWER

4 Dr. Sara Hassan Kamel


Matrix Exponential
 Nilpotent Matrix:

If Ak = 0 then A is a nilpotent matrix of index k

Ak+1 = 0, Ak+2 = 0,….


5 Dr. Sara Hassan Kamel
Matrix Exponential
 Example 1:

6 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 1:

7 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 1:

8 Dr. Sara Hassan Kamel


Matrix Exponential
 Diagonal Matrix:

9 Dr. Sara Hassan Kamel


Matrix Exponential
 Diagonal Matrix:

10 Dr. Sara Hassan Kamel


Matrix Exponential
 Diagonal Matrix:

11 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 2:

12 Dr. Sara Hassan Kamel


Matrix Exponential
 Diagonalizable Matrix:

13 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 3:

14 Dr. Sara Hassan Kamel


Matrix Exponential
 Using Laplace Transform:

15 Dr. Sara Hassan Kamel


Matrix Exponential
 Using Laplace Transform:

 Steps:
1. Get (sI – A)
2. Compute inverse: (sI – A)-1
3. Get the inverse L.T. of each element
16 Dr. Sara Hassan Kamel
Matrix Exponential
 Example 4: Find

17 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 4: Find

18 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 4: Find

19 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 4: Find

20 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 5: Find

21 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 5: Find

22 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 5: Find

23 Dr. Sara Hassan Kamel


Matrix Exponential
 Example 5: Find

24 Dr. Sara Hassan Kamel


Matrix Exponential

NEXT UP:
How to use matrix exponential to solve a
set of linear first order differential equations
(homogeneous + non-homogeneous)
&
Higher Order Differential Equations

25 Dr. Sara Hassan Kamel


Matrix Exponential Applications:
Solving Differential Equations
Dr. Sara Hassan Kamel
Matrix Exponential Applications
 Quick Revision:
 Linear First Order Homogeneous Differential Equation:

27 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Quick Revision:
 Linear First Order Homogeneous Differential Equation:

28 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case

29 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case

30 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case

31 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case

32 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case
Example 1: Solve

33 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case
Example 1: Solve

34 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case
Example 1: Solve

35 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case
Example 1: Solve

36 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case
Example 1: Solve

37 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case
Example 1: Solve

38 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Homogeneous Case
Example 1: Solve

39 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Quick Revision:
 Linear First Order Non-Homogeneous Differential Equation:

Integrating Factor

40 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Quick Revision:
 Linear First Order Non-Homogeneous Differential Equation:

Integrating Factor

41 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Quick Revision:
 Linear First Order Non-Homogeneous Differential Equation:

Integrating Factor

42 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Quick Revision:
 Linear First Order Non-Homogeneous Differential Equation:

Integrating Factor

43 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case

44 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case

45 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

46 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

47 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

48 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

49 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

50 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

51 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

52 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

53 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

54 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

55 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

56 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

57 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

58 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

59 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

60 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

61 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

62 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving a Set of Linear First Order D.E.’s
 Non-Homogeneous Case
Example 2: Solve

63 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:

 Convert to a set of first order D.E.’s

64 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:

 Convert to a set of first order D.E.’s

65 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:

 Convert to a set of first order D.E.’s

66 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:

 Convert to a set of first order D.E.’s

67 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:

68 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:
Example:

69 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:
Example:

70 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:
Example:

71 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:
Example:

72 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:
Example:

73 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:
Example:

74 Dr. Sara Hassan Kamel


Matrix Exponential Applications
 Solving Higher Order D.E.’s:
NOTE:

Non-homogeneous

75 Dr. Sara Hassan Kamel


If the coefficient matrix is…

1 4 2 2 5
0 2 5 3 1
   
0 0 6 Matrix Exp  Laplace Transform

Decoupling (Diagonalization)
4 0 0
0 2 0
1 0  
3 2 0 0 1
 
Decoupling OR Mat Exp. Mat Exp  Diagonal Matrix Case
76 Dr. Sara Hassan Kamel

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