Prove a matrix equality
$begingroup$
Consider the square matrix
$$ J = begin{bmatrix}
lambda & 1 & 0 & cdots & 0 \
0 & lambda & 1 & cdots & 0 \
cdots & cdots & cdots & ddots & cdots \
0 & 0 & cdots & lambda & 1 \
0 & 0 & 0 & 0 & lambda \
end{bmatrix} $$
If $f(x)$ is a polynomial, prove that $f(J)$ is given by the matrix
$$ begin{bmatrix}
f(lambda) & dfrac{f'(lambda)}{1!} & dfrac{f''(lambda)}{2!} & cdots & dfrac{f^{(n-2)}(lambda)}{(n-2)!} & dfrac{f^{(n-1)}(lambda)}{(n-1)!}\[1em]
0 & f(lambda) & dfrac{f'(lambda)}{1!} & cdots & dfrac{f^{(n-3)}(lambda)}{(n-3)!} & dfrac{f^{(n-2)}(lambda)}{(n-2)!} \[1em]
vdots & vdots & vdots & ddots & vdots & vdots \
0 & 0 & 0 & cdots & f(lambda) & dfrac{f'(lambda)}{1!} \[1em]
0 & 0 & 0 & cdots & 0 & f(lambda) \
end{bmatrix} $$
Try
First, we can find the Taylor expansion of $f$ around $lambda$ and that is
$$ f(x) = sum_{k=0}^{infty} frac{ f^{(k)}( lambda) (x-lambda)^n }{k!} $$
Now, we have
$$ f(J) = sum frac{ f^{(k)} (lambda) ( J-lambda I)^k }{k!}$$
Now, notice that $J- lambda I $ is the matrix with ones in the upper diagonal and when we take powers of this matrix, the ones move to the right . That is,
$$ (J - lambda I)^k = begin{bmatrix} 0 & I_{n-k} \ 0 & 0 end{bmatrix} $$
as long as $k leq n-1 $ and $0$ otherwise, so we can write
$$ f(J) = sum_{k=0}^{n-1} frac{ f^{(k)}(lambda) I_{n-k} }{k!} $$
and I think this gives the result. Am I correct? Also, what is the motivation behind this exercise?
linear-algebra
$endgroup$
add a comment |
$begingroup$
Consider the square matrix
$$ J = begin{bmatrix}
lambda & 1 & 0 & cdots & 0 \
0 & lambda & 1 & cdots & 0 \
cdots & cdots & cdots & ddots & cdots \
0 & 0 & cdots & lambda & 1 \
0 & 0 & 0 & 0 & lambda \
end{bmatrix} $$
If $f(x)$ is a polynomial, prove that $f(J)$ is given by the matrix
$$ begin{bmatrix}
f(lambda) & dfrac{f'(lambda)}{1!} & dfrac{f''(lambda)}{2!} & cdots & dfrac{f^{(n-2)}(lambda)}{(n-2)!} & dfrac{f^{(n-1)}(lambda)}{(n-1)!}\[1em]
0 & f(lambda) & dfrac{f'(lambda)}{1!} & cdots & dfrac{f^{(n-3)}(lambda)}{(n-3)!} & dfrac{f^{(n-2)}(lambda)}{(n-2)!} \[1em]
vdots & vdots & vdots & ddots & vdots & vdots \
0 & 0 & 0 & cdots & f(lambda) & dfrac{f'(lambda)}{1!} \[1em]
0 & 0 & 0 & cdots & 0 & f(lambda) \
end{bmatrix} $$
Try
First, we can find the Taylor expansion of $f$ around $lambda$ and that is
$$ f(x) = sum_{k=0}^{infty} frac{ f^{(k)}( lambda) (x-lambda)^n }{k!} $$
Now, we have
$$ f(J) = sum frac{ f^{(k)} (lambda) ( J-lambda I)^k }{k!}$$
Now, notice that $J- lambda I $ is the matrix with ones in the upper diagonal and when we take powers of this matrix, the ones move to the right . That is,
$$ (J - lambda I)^k = begin{bmatrix} 0 & I_{n-k} \ 0 & 0 end{bmatrix} $$
as long as $k leq n-1 $ and $0$ otherwise, so we can write
$$ f(J) = sum_{k=0}^{n-1} frac{ f^{(k)}(lambda) I_{n-k} }{k!} $$
and I think this gives the result. Am I correct? Also, what is the motivation behind this exercise?
linear-algebra
$endgroup$
$begingroup$
The last summation with different size matrices $I_{n-k}$ looks weird.
$endgroup$
– A.Γ.
Dec 24 '18 at 9:42
add a comment |
$begingroup$
Consider the square matrix
$$ J = begin{bmatrix}
lambda & 1 & 0 & cdots & 0 \
0 & lambda & 1 & cdots & 0 \
cdots & cdots & cdots & ddots & cdots \
0 & 0 & cdots & lambda & 1 \
0 & 0 & 0 & 0 & lambda \
end{bmatrix} $$
If $f(x)$ is a polynomial, prove that $f(J)$ is given by the matrix
$$ begin{bmatrix}
f(lambda) & dfrac{f'(lambda)}{1!} & dfrac{f''(lambda)}{2!} & cdots & dfrac{f^{(n-2)}(lambda)}{(n-2)!} & dfrac{f^{(n-1)}(lambda)}{(n-1)!}\[1em]
0 & f(lambda) & dfrac{f'(lambda)}{1!} & cdots & dfrac{f^{(n-3)}(lambda)}{(n-3)!} & dfrac{f^{(n-2)}(lambda)}{(n-2)!} \[1em]
vdots & vdots & vdots & ddots & vdots & vdots \
0 & 0 & 0 & cdots & f(lambda) & dfrac{f'(lambda)}{1!} \[1em]
0 & 0 & 0 & cdots & 0 & f(lambda) \
end{bmatrix} $$
Try
First, we can find the Taylor expansion of $f$ around $lambda$ and that is
$$ f(x) = sum_{k=0}^{infty} frac{ f^{(k)}( lambda) (x-lambda)^n }{k!} $$
Now, we have
$$ f(J) = sum frac{ f^{(k)} (lambda) ( J-lambda I)^k }{k!}$$
Now, notice that $J- lambda I $ is the matrix with ones in the upper diagonal and when we take powers of this matrix, the ones move to the right . That is,
$$ (J - lambda I)^k = begin{bmatrix} 0 & I_{n-k} \ 0 & 0 end{bmatrix} $$
as long as $k leq n-1 $ and $0$ otherwise, so we can write
$$ f(J) = sum_{k=0}^{n-1} frac{ f^{(k)}(lambda) I_{n-k} }{k!} $$
and I think this gives the result. Am I correct? Also, what is the motivation behind this exercise?
linear-algebra
$endgroup$
Consider the square matrix
$$ J = begin{bmatrix}
lambda & 1 & 0 & cdots & 0 \
0 & lambda & 1 & cdots & 0 \
cdots & cdots & cdots & ddots & cdots \
0 & 0 & cdots & lambda & 1 \
0 & 0 & 0 & 0 & lambda \
end{bmatrix} $$
If $f(x)$ is a polynomial, prove that $f(J)$ is given by the matrix
$$ begin{bmatrix}
f(lambda) & dfrac{f'(lambda)}{1!} & dfrac{f''(lambda)}{2!} & cdots & dfrac{f^{(n-2)}(lambda)}{(n-2)!} & dfrac{f^{(n-1)}(lambda)}{(n-1)!}\[1em]
0 & f(lambda) & dfrac{f'(lambda)}{1!} & cdots & dfrac{f^{(n-3)}(lambda)}{(n-3)!} & dfrac{f^{(n-2)}(lambda)}{(n-2)!} \[1em]
vdots & vdots & vdots & ddots & vdots & vdots \
0 & 0 & 0 & cdots & f(lambda) & dfrac{f'(lambda)}{1!} \[1em]
0 & 0 & 0 & cdots & 0 & f(lambda) \
end{bmatrix} $$
Try
First, we can find the Taylor expansion of $f$ around $lambda$ and that is
$$ f(x) = sum_{k=0}^{infty} frac{ f^{(k)}( lambda) (x-lambda)^n }{k!} $$
Now, we have
$$ f(J) = sum frac{ f^{(k)} (lambda) ( J-lambda I)^k }{k!}$$
Now, notice that $J- lambda I $ is the matrix with ones in the upper diagonal and when we take powers of this matrix, the ones move to the right . That is,
$$ (J - lambda I)^k = begin{bmatrix} 0 & I_{n-k} \ 0 & 0 end{bmatrix} $$
as long as $k leq n-1 $ and $0$ otherwise, so we can write
$$ f(J) = sum_{k=0}^{n-1} frac{ f^{(k)}(lambda) I_{n-k} }{k!} $$
and I think this gives the result. Am I correct? Also, what is the motivation behind this exercise?
linear-algebra
linear-algebra
asked Dec 24 '18 at 7:44
JamesJames
2,638325
2,638325
$begingroup$
The last summation with different size matrices $I_{n-k}$ looks weird.
$endgroup$
– A.Γ.
Dec 24 '18 at 9:42
add a comment |
$begingroup$
The last summation with different size matrices $I_{n-k}$ looks weird.
$endgroup$
– A.Γ.
Dec 24 '18 at 9:42
$begingroup$
The last summation with different size matrices $I_{n-k}$ looks weird.
$endgroup$
– A.Γ.
Dec 24 '18 at 9:42
$begingroup$
The last summation with different size matrices $I_{n-k}$ looks weird.
$endgroup$
– A.Γ.
Dec 24 '18 at 9:42
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
Here's a another way you could do it:
- write the matrix of the linear operator $D: mathbb{P}_{leq N} rightarrow mathbb{P}_{leq N}$, the derivative of a polynomial $p in mathbb{P}_{leq N}$ of degree at most $N$, with respect to the basis $mathcal{B}={1, x, x^2, ..., x^{N} }$
- now, composition of linear operators can be viewed by multiplying representative matrices you can deduce (and prove by induction) the matrix for $D^K=D circ D circ ...circ D$ $K$ times.
- now, deduce a general formula for $J^n$ and prove it via induction (use the binomial expression of $(1+lambda)^n$)
- do the necessary algebra and you're done
A motivation behind this exercise could be found in Jordan's canonical form, which can help you, for example, to find analytical solutions to linear systems of ordinary differential equations.
$endgroup$
add a comment |
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
Here's a another way you could do it:
- write the matrix of the linear operator $D: mathbb{P}_{leq N} rightarrow mathbb{P}_{leq N}$, the derivative of a polynomial $p in mathbb{P}_{leq N}$ of degree at most $N$, with respect to the basis $mathcal{B}={1, x, x^2, ..., x^{N} }$
- now, composition of linear operators can be viewed by multiplying representative matrices you can deduce (and prove by induction) the matrix for $D^K=D circ D circ ...circ D$ $K$ times.
- now, deduce a general formula for $J^n$ and prove it via induction (use the binomial expression of $(1+lambda)^n$)
- do the necessary algebra and you're done
A motivation behind this exercise could be found in Jordan's canonical form, which can help you, for example, to find analytical solutions to linear systems of ordinary differential equations.
$endgroup$
add a comment |
$begingroup$
Here's a another way you could do it:
- write the matrix of the linear operator $D: mathbb{P}_{leq N} rightarrow mathbb{P}_{leq N}$, the derivative of a polynomial $p in mathbb{P}_{leq N}$ of degree at most $N$, with respect to the basis $mathcal{B}={1, x, x^2, ..., x^{N} }$
- now, composition of linear operators can be viewed by multiplying representative matrices you can deduce (and prove by induction) the matrix for $D^K=D circ D circ ...circ D$ $K$ times.
- now, deduce a general formula for $J^n$ and prove it via induction (use the binomial expression of $(1+lambda)^n$)
- do the necessary algebra and you're done
A motivation behind this exercise could be found in Jordan's canonical form, which can help you, for example, to find analytical solutions to linear systems of ordinary differential equations.
$endgroup$
add a comment |
$begingroup$
Here's a another way you could do it:
- write the matrix of the linear operator $D: mathbb{P}_{leq N} rightarrow mathbb{P}_{leq N}$, the derivative of a polynomial $p in mathbb{P}_{leq N}$ of degree at most $N$, with respect to the basis $mathcal{B}={1, x, x^2, ..., x^{N} }$
- now, composition of linear operators can be viewed by multiplying representative matrices you can deduce (and prove by induction) the matrix for $D^K=D circ D circ ...circ D$ $K$ times.
- now, deduce a general formula for $J^n$ and prove it via induction (use the binomial expression of $(1+lambda)^n$)
- do the necessary algebra and you're done
A motivation behind this exercise could be found in Jordan's canonical form, which can help you, for example, to find analytical solutions to linear systems of ordinary differential equations.
$endgroup$
Here's a another way you could do it:
- write the matrix of the linear operator $D: mathbb{P}_{leq N} rightarrow mathbb{P}_{leq N}$, the derivative of a polynomial $p in mathbb{P}_{leq N}$ of degree at most $N$, with respect to the basis $mathcal{B}={1, x, x^2, ..., x^{N} }$
- now, composition of linear operators can be viewed by multiplying representative matrices you can deduce (and prove by induction) the matrix for $D^K=D circ D circ ...circ D$ $K$ times.
- now, deduce a general formula for $J^n$ and prove it via induction (use the binomial expression of $(1+lambda)^n$)
- do the necessary algebra and you're done
A motivation behind this exercise could be found in Jordan's canonical form, which can help you, for example, to find analytical solutions to linear systems of ordinary differential equations.
edited Dec 25 '18 at 1:07
answered Dec 24 '18 at 10:27
LeonardoLeonardo
3339
3339
add a comment |
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$begingroup$
The last summation with different size matrices $I_{n-k}$ looks weird.
$endgroup$
– A.Γ.
Dec 24 '18 at 9:42