Exercises CIV340 Computational Engineering Mathematics

Dr T M Michelitsch – Sheet 1

Problem 1: Matrix Calculus

Given the linear equation system

~ = d~
A·X (1)
   
x 4
~ =
with the unknown vector X
  
 y  and the vector d~ being given by d~ =  −2 
z −2
and the 3 × 3-matrix
 
2 −1 −1
 
A =  −1 2 −1 
−1 −1 2
a) Does the system (1) has a solution and if so, determine its solution(s).

b) Determine the eigenvalues and eigenvectors of A.

Hint: You may use the fact that a symmetric matrix A = At has mutually orthogonal eigen-
vectors. One eigenvalue has multiplicity 2 for which 2 eigenvectors exist.

c) Confirm that the eigenvectors ~v1 , ~v2 , ~v3 are mutually orthogonal.

(
1 (i = j)
d) Normalize the eigenvectors so that ~vi · ~vj = δij where δij = .
0 (i =
6 j)
 
λ1 0 0
 
e) Let us define the matrices V = [~v1 , ~v2 , ~v3 ] and D =  0 λ2 0  being the diagonal
0 0 λ3
form of A.

Confirm that V−1 = Vt where Vt is the transposed matrix of V.

f ) The matrix A has the representation A = V · D · Vt where (Vt = V−1 ).

Determine the exponential of the matrix A which is defined by exp (A) = V · exp (D) · Vt where
exp (D) is the diagonal-matrix
 
e λ1 0 0
 
exp (D) =  0 e λ2 0 
0 0 e λ3
g) Determine the 3 × 3 exponential function exp (At) where t is a scalar variable (for instance
time).
Hint: You may get this result directly when replacing the eigenvalues λi by λi t in f ).

h) Confirm that ~a(t) = exp (At) · ~a0 (where ~a0 being any constant vector) fulfills the differential
equation (system):
d
~a(t) = A · ~a(t)
dt
with the initial condition ~a(t = 0) = ~a0
Note: These properties of the exponential matrix function exp (At) is in full analogy and includes
those of a ’usual’ scalar (1 × 1) exponential function, e.g. eλt .