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Numerical computation of exponential matrices using the cayley-hamilton theorem
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Walden, H. Roelof, E. C. |
| Copyright Year | 1982 |
| Description | A method for computing exponential matrices, which often arise naturally in the solution of systems of linear differential equations, is developed. An exponential matrix is generated as a linear combination of a finite number (equal to the matrix order) of matrices, the coefficients of which are scalar infinite sums. The method can be generalized to apply to any formal power series of matrices. Attention is focused upon the exponential function, and the matrix exponent is assumed tri-diagonal in form. In such cases, the terms in the coefficient infinite sums can be extracted, as recursion relations, from the characteristic polynomial of the matrix exponent. Two numerical examples are presented in some detail: (1) the three dimensional infinitesimal rotation rate matrix, which is skew symmetric, and (2) an N-dimensional tri-diagonal and symmetric finite difference matrix which arises in the numerical solution of the heat conduction partial differential equation. In the second example, the known eigenvalues and eigenvectors of the finite difference matrix permit an analytical solution for the exponential matrix, through the theory of diagonalization and similarity transformations, which is used for independent verification. The convergence properties of the scalar infinite summations are investigated for finite difference matrices of various orders up to ten, and it is found that the number of terms required for convergence increases slowly with the order of the matrix. |
| File Size | 1735950 |
| Page Count | 29 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19830007841 |
| Archival Resource Key | ark:/13960/t4wh7d81t |
| Language | English |
| Publisher Date | 1982-07-01 |
| Access Restriction | Open |
| Subject Keyword | Theoretical Mathematics Conductive Heat Transfer Partial Differential Equations Finite Difference Theory Differential Equations Eigenvalues Exponential Functions Eigenvectors Matrices Mathematics Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
