Engineering Analysis/Matrix Exponentials

From Wikibooks, open books for an open world
Jump to: navigation, search

Matrix Exponentials[edit]

If we have a matrix A, we can raise that matrix to a power of e as follows:

It is important to note that this is not necessarily (not usually) equal to each individual element of A being raised to a power of e. Using taylor-series expansion of exponentials, we can show that:


In other words, the matrix exponential can be reducted to a sum of powers of the matrix. This follows from both the taylor series expansion of the exponential function, and the cayley-hamilton theorem discussed previously.

However, this infinite sum is expensive to compute, and because the sequence is infinite, there is no good cut-off point where we can stop computing terms and call the answer a "good approximation". To alleviate this point, we can turn to the Cayley-Hamilton Theorem. Solving the Theorem for An, we get:

Multiplying both sides of the equation by A, we get:

We can substitute the first equation into the second equation, and the result will be An+1 in terms of the first n - 1 powers of A. In fact, we can repeat that process so that Am, for any arbitrary high power of m can be expressed as a linear combination of the first n - 1 powers of A. Applying this result to our exponential problem:

Where we can solve for the α terms, and have a finite polynomial that expresses the exponential.


The inverse of a matrix exponential is given by:


The derivative of a matrix exponential is:

Notice that the exponential matrix is commutative with the matrix A. This is not the case with other functions, necessarily.

Sum of Matrices[edit]

If we have a sum of matrices in the exponent, we cannot separate them:

Differential Equations[edit]

If we have a first-degree differential equation of the following form:

With initial conditions

Then the solution to that equation is given in terms of the matrix exponential:

This equation shows up frequently in control engineering.

Laplace Transform[edit]

As a matter of some interest, we will show the Laplace Transform of a matrix exponential function:

We will not use this result any further in this book, although other books on engineering might make use of it.