[Math] Finding matrix exponential

matricesordinary differential equations

I am trying to compute the matrix exponential for
$$A=\left( \begin{array}{ccc}
1 & 2 & 0 & 0 \\
0 & 1 & 0 & 0 \\
0 & 0 & -1 & 0 \\
0 & 0 & 1 & -1 \end{array} \right) $$
But I am stuck. There are a couple of methods I know of, but none of them seem to be working.

First, I tried to see if the matrix was nilpotent. It is not. I then tried to split the matrix into the identity and hoped the remaining matrix was nilpotent. It is not.

Next, I tried to do it by solving for the fundamental matrix, but the characteristic polynomial is $(x^2-1)^2$, which implies there are two eigenvalues $1$ and $-1$ with multiplicity $2$ each. I was unable to find the corresponding eigenvectors since $(A-I)^2 \neq 0$ and $(A+I)^2 \neq 0$.

What am I missing?

Best Answer

You have a matrix composed by two 2x2 diagonals blocks. You can compute the exponential of the blocks separaterly. The blocks themselves are of the form $I+N$ and $-I+M$ where $N$ and $M$ are nilpotent ($N^2=0$, $M^2=0$). So: $$ e^{N+I} =e^Ne^I = (I+N)e^I, \qquad e^{M-I} = e^M e^{-I}=(I+M)e^{-I}. $$

Matrix exponential can be computed blockwise because the exponential is a sum of powers, and both sums and products can be computed blockwise. The exponential of a square free matrix $N$ is $I+N$ since all higher powers: $N^2$, $N^3$... in the sum: $e^N = I + N + N^2/2 + N^3/3! + ...$ are null. Clearly $I$ commutes with every matrix, hence $\exp(N+I) = e^Ne^I$. The same is true for $-I$ which is a multiple of $I$.

Specifically: $$ \exp\begin{pmatrix}1&2\\0&1\end{pmatrix} = \begin{pmatrix}1&2\\0&1\end{pmatrix}\begin{pmatrix}e&0\\0&e\end{pmatrix} =\begin{pmatrix}e&2e\\0&e\end{pmatrix} $$ while $$ \exp\begin{pmatrix}-1&0\\1&-1\end{pmatrix} = \begin{pmatrix}1&0\\1&1\end{pmatrix}\begin{pmatrix}1/e&0\\0&1/e\end{pmatrix} =\begin{pmatrix}1/e & 0\\1/e & 1/e\end{pmatrix} $$ Hence $$ e^A = \begin{pmatrix}e&2e&0&0\\ 0&e&0&0\\ 0&0&1/e&0\\ 0&0&1/e&1/e\end{pmatrix} $$

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