Problem 2 Fumctions of a matrix - Let f, g be functions over matrices and A, B e R"xn. Suppose AB = BA. a) Prove f(A)g(B) = g(B)f(A). b) Prove f(A") = f(A)". %3D c) Let A = QJQ¬1 be any matrix decomposition. Prove f(A) = Qf(J)Q-1.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
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Chapter6: Vector Spaces
Section6.2: Linear Independence, Basis, And Dimension
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Question is from subject Linear System Theory

Problem 2 Functions of a matrix -
R"xn. Suppose AB = BA.
Let f, g be functions over matrices and A, B e
a)
Prove f(A)g(B) = g(B)f(A).
b)
Prove f(A") = f(A)".
с)
Let A = QJQ-1 be any matrix decomposition. Prove f(A) = Qf(J)Q-1.
d)
eA+B = e^eB. Hint: if two functions satisfy the same differential equation, then the uniqueness
of solution of differential equations says they are equal.
e)
Prove det(e4) = etr(A). Note: you can use known facts about determinant and trace.
For the time invariant linear state equation x(t)
: Аг(t) show that given any
f)
xo there exists a constant a(xo) such that
det[x(t) Ax(t) ... A"-'x(t)] = a(xo)e"
Tr(A)t
Transcribed Image Text:Problem 2 Functions of a matrix - R"xn. Suppose AB = BA. Let f, g be functions over matrices and A, B e a) Prove f(A)g(B) = g(B)f(A). b) Prove f(A") = f(A)". с) Let A = QJQ-1 be any matrix decomposition. Prove f(A) = Qf(J)Q-1. d) eA+B = e^eB. Hint: if two functions satisfy the same differential equation, then the uniqueness of solution of differential equations says they are equal. e) Prove det(e4) = etr(A). Note: you can use known facts about determinant and trace. For the time invariant linear state equation x(t) : Аг(t) show that given any f) xo there exists a constant a(xo) such that det[x(t) Ax(t) ... A"-'x(t)] = a(xo)e" Tr(A)t
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