Suggested Salting Lo Exercises CIV340 Computational Engineering Mathematics Dr T M Michelitsch ~ Sheet 1 Problem 1: Matrix Calulus Given the linear equation system with the unknown vector X 2 -1 A=|-1 -1 “1-1 2 and if so, determine its solution(s). and the 3 x 3-matrix a) Does the system (1) has a sol b) Determine the eigenvalues and eigenvectors of A. Hint: You may use the fact that a symmetric matrix A = A‘ has mutually orthogonal eigen- vectors. One eigenvalue has multiplicity 2 for which 2 eigenvectors exist. ¢) Confirm that the eigenvectors dj, 72, 0 are mutually orthogonal. 4d) Normalize the eigenvectors so that dj - 7, = dy where 6 = { A e) Let us define the matrices V = [0i,0,¢3] and D = | 0 0 form of A. Confirm that V-? ‘V¢ where V! is the transposed matrix of V. f) The matrix A has the representation A = VD. V‘ where (V! = V-1). Determine the exponential of the matrix A which is defined by exp (A) = exp (D) is the diagonal-matrix ep 0 0 exp(D)=[ 0 expdr 0 exp (D)- V! where 0 0 expds ) Determine the 3 x 3 exponential function exp (At) where ¢ is a scalar variable (for instance time). Hint: You may get this result directly when replacing the eigenvalues A; by Ait in f). h) Confirm that a(t) = exp (At) d (where dp being any constant vector) fulfils the differential equation (system): da Salt)= aa aw it) with the initial condition a(t = 0) = do Note: These properties of the exponential matrix function exp (At) is in full analogy and includes those of a *usual’ scalar (1 x 1) exponential function, e.g. exp At.Ansvers Sheet 1 © a (t) Rablon x a4 g) eG) -1 2 a) UH) has ¢ Solution Since dea G ee ca t Fist Column verhe of a %) rink (A [el] © rank (4) y. e. ad és ae Cowmlmt on tke Columns of 4. MA x-9-2 = x a €1). —X-g rlpe~2 2d Determination of Soltion with Gansiian then: nafioa s.@ Ax ~7-Pe Y —X #2-2 =-d -39 322 O vd a, { Xap ae qo MLA: -X ty =-2 hin. bey, is the |-paametire Solty, — ah Whar Xe d and Aha