Matrix power of $e$ with complex e-values

calculusjordan-normal-formlinear algebraordinary differential equationsreference-request

Calculate $e^A$ where $$A = \begin{bmatrix}1&0&3\\-1&2&0\\0&1&-1\end{bmatrix}$$

I knew how to do it if it was diagonalizable and real eigenvalues. How can I calculate when the matrix has complex eigenvalues. This matrix $A$ seems to have two conjugate complex evalues.

I know how to calculate $\det \left(e^A\right)$ without knowing $e^A$ as:
$$\det \left(e^A\right) = \det \left(e^J\right) = \det \left(e^{\text{tr}J}\right) = \det \left(e^{\text{tr}A}\right) = e^2$$
where $A = CJC^{-1}$ a Jordan form of $A$, but I want to calculate $e^A$.

When I tried to find its eigenvalues to diagonalize it I came to
$$\lambda^3-2\lambda^2-\lambda+5 = 0$$
which I couldn't solve.

Also, I would really appreciate some beginner-friendly source references to learn more about problems of this type.

Best Answer

I am not sure what the instructor had in mind for an exam approach, but there are many ways to calculate the matrix exponential, for example Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later.

The closed form eigenvalues / eigenvectors are quite ugly, so we will use numerical values. Because this matrix has three distinct eigenvalues, a typical approach for finding the matrix exponential is using diagonalization.

We have ($P$ are the eigenvector column vectors and $D$ are the corresponding eigenvalues)

$$e^A = P e^ D P^{-1}$$

For the matrix $A$, we have eigenvalues

$$\lambda_{1,2,3} = 1.68721 + 0.889497 i,1.68721 - 0.889497 i,-1.37442$$

The eigenvectors are

$$P = \begin{pmatrix} 1.63173\, -2.11204 i & 2.68721\, +0.889497 i & 1. \\ 1.63173\, +2.11204 i & 2.68721\, -0.889497 i & 1. \\ -1.26346 & -0.374424 & 1. \\ \end{pmatrix}$$

The exponential is given as $e^A = P e^D P^{-1}$

$$\begin{pmatrix} 1.63173\, -2.11204 i & 2.68721\, +0.889497 i & 1. \\ 1.63173\, +2.11204 i & 2.68721\, -0.889497 i & 1. \\ -1.26346 & -0.374424 & 1. \\ \end{pmatrix} \begin{pmatrix} e^{1.68721\, -0.889497 i} & 0. & 0. \\ 0. & e^{1.68721\, +0.889497 i} & 0. \\ 0. & 0. & \frac{1}{e^{1.37442}} \\ \end{pmatrix} \begin{pmatrix} 0.0491893\, -0.169309 i & 0.116796\, +0.160105 i & 0.10588\, -0.153969 i \\ 0.0491893\, +0.169309 i & 0.116796\, -0.160105 i & 0.10588\, +0.153969 i \\ -0.0983786 & -0.233592 & 0.78824 \\ \end{pmatrix} $$

Multiplying these out

$$e^A = \begin{pmatrix} 1.56484 & 3.33455 & 2.90601 \\ -4.30322 & 5.86806 & -3.33455 \\ -1.11152 & 2.08019 & -0.372504 \\ \end{pmatrix}$$

Let's compare this with Wolfram Alpha's result.