How to compute the matrix exponential for a non diagonalizable matrix

calculusdiagonalizationjordan-normal-formlinear algebramatrices

I am trying to compute the matrix exponential $e^{At}$ for the matrix $A=\begin{pmatrix}
0 &0 \\
1&0
\end{pmatrix}$
. In this case, I have computed the eigenvalues, which are in $\lambda=0$ with algebraic multiplicity 2, and the generalized eigenvectors are $u_1=\begin{pmatrix}
0\\
1
\end{pmatrix}$
and $u_2=\begin{pmatrix}
1\\
0
\end{pmatrix}$
.

how do I proceed now for computing the matrix exponential?

Best Answer

The solution for this precise $A$ is written in the above remarks.

More general, if you know that the set of all generalized eigenvectors still spans the whole space, you can still "pseudo-diagonalize" such a matrix. Hereby, by transforming into a suitable basis, you don't get rid of all off-diagonal entries, but still you can explicitly compute the exponentials. Maybe you want to look up

https://en.wikipedia.org/wiki/Jordan_normal_form

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