Paper 1, Section II, A

Vectors and Matrices
Part IA, 2019

The exponential of a square matrix MM is defined as

expM=I+n=1Mnn!\exp M=I+\sum_{n=1}^{\infty} \frac{M^{n}}{n !}

where II is the identity matrix. [You do not have to consider issues of convergence.]

(a) Calculate the elements of RR and SS, where

R=exp(0θθ0),S=exp(0θθ0)R=\exp \left(\begin{array}{cc} 0 & -\theta \\ \theta & 0 \end{array}\right), \quad S=\exp \left(\begin{array}{ll} 0 & \theta \\ \theta & 0 \end{array}\right)

and θ\theta is a real number.

(b) Show that RRT=IR R^{T}=I and that

SJS=J, where J=(1001)S J S=J, \quad \text { where } \quad J=\left(\begin{array}{cc} 1 & 0 \\ 0 & -1 \end{array}\right)

(c) Consider the matrices

A=(000001/201/20),B=(001000100)A=\left(\begin{array}{ccc} 0 & 0 & 0 \\ 0 & 0 & -1 / 2 \\ 0 & 1 / 2 & 0 \end{array}\right), \quad B=\left(\begin{array}{lll} 0 & 0 & 1 \\ 0 & 0 & 0 \\ 1 & 0 & 0 \end{array}\right)

Calculate:

(i) exp(xA)\exp (x A),

(ii) exp(xB)\exp (x B).

(d) Defining

C=(100010001)C=\left(\begin{array}{ccc} 1 & 0 & 0 \\ 0 & -1 & 0 \\ 0 & 0 & -1 \end{array}\right)

find the elements of the following matrices, where NN is a natural number:

(i)

n=1N(exp(xA)C[exp(xA)]T)n\sum_{n=1}^{N}\left(\exp (x A) C[\exp (x A)]^{T}\right)^{n}

(ii)

n=1N(exp(xB)Cexp(xB))n\sum_{n=1}^{N}(\exp (x B) C \exp (x B))^{n}

[Your answers to parts (a),(c)(a),(c) and (d)(d) should be in closed form, i.e. not given as series.]