思考题:如何计算如下矩阵的任意次方
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\begin{pmatrix}2&1&0&0\\0&2&1&0\\0&0&2&1\\0&0&0&2\end{pmatrix}
⎝⎜⎜⎛2000120001200012⎠⎟⎟⎞
思路:
给出的例子是一个四阶的Jordan块,这是一个提示。我们知道任何方阵都相似于由Jordan阵构成的分块矩阵,也就是 A = T J T − 1 A=TJT^{-1} A=TJT−1,其中 J = ( J 1 0 ⋯ 0 0 J 2 ⋯ 0 ⋮ ⋱ ⋮ 0 ⋯ 0 J s ) J=\begin{pmatrix}J_1&0&\cdots&0\\0&J_2&\cdots&0\\\vdots&&\ddots&\vdots\\0&\cdots&0&J_s\end{pmatrix} J=⎝⎜⎜⎜⎛J10⋮00J2⋯⋯⋯⋱000⋮Js⎠⎟⎟⎟⎞是多个循环子空间的直和。所以任意矩阵都可以通过化成Jordan标准型来计算其任意次方:
f ( A ) = A k = ( T ( J 1 0 ⋯ 0 0 J 2 ⋯ 0 ⋮ ⋱ ⋮ 0 ⋯ 0 J s ) T − 1 ) k = T ( J 1 k 0 ⋯ 0 0 J 2 k ⋯ 0 ⋮ ⋱ ⋮ 0 ⋯ 0 J s k ) T − 1 f(A)=A^k=(T\begin{pmatrix}J_1&0&\cdots&0\\0&J_2&\cdots&0\\\vdots&&\ddots&\vdots\\0&\cdots&0&J_s\end{pmatrix}T^{-1})^{k}=T\begin{pmatrix}J_1^{k}&0&\cdots&0\\0&J_2^k&\cdots&0\\\vdots&&\ddots&\vdots\\0&\cdots&0&J_s^k\end{pmatrix}T^{-1} f(A)=Ak=(T⎝⎜⎜⎜⎛J10⋮00J2⋯⋯⋯⋱000⋮Js⎠⎟⎟⎟⎞T−1)k=T⎝⎜⎜⎜⎛J1k0⋮00J2k⋯⋯⋯⋱000⋮Jsk⎠⎟⎟⎟⎞T−1
问题在于如何计算Jordan块的任意次方。
假如是计算
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J^k,rank(J)=m
Jk,rank(J)=m,记
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f(x)=x^k,k\in R
f(x)=xk,k∈R,则
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f(J)=J^k=\begin{pmatrix}\lambda&1&0&\cdots&0\\0&\lambda&1&\cdots&0\\\vdots&\ddots&\ddots&\ddots&\vdots\\\vdots&&\ddots&\lambda&1\\0&\cdots&\cdots&0&\lambda\end{pmatrix}^k= \begin{pmatrix}f(\lambda)&f'(\lambda)/1!&f''(\lambda)/2!&\cdots&f^{(m-1)}(\lambda)/(m-1)!\\0&f(\lambda)&f'(\lambda)/1!&\cdots&f^{(m-2)}(\lambda)/(m-2)!\\\vdots&\ddots&\ddots&\ddots&\vdots\\\vdots&&\ddots&f(\lambda)&f'(\lambda)/1!\\0&\cdots&\cdots&0&f(\lambda)\end{pmatrix}
f(J)=Jk=⎝⎜⎜⎜⎜⎜⎜⎛λ0⋮⋮01λ⋱⋯01⋱⋱⋯⋯⋯⋱λ000⋮1λ⎠⎟⎟⎟⎟⎟⎟⎞k=⎝⎜⎜⎜⎜⎜⎜⎛f(λ)0⋮⋮0f′(λ)/1!f(λ)⋱⋯f′′(λ)/2!f′(λ)/1!⋱⋱⋯⋯⋯⋱f(λ)0f(m−1)(λ)/(m−1)!f(m−2)(λ)/(m−2)!⋮f′(λ)/1!f(λ)⎠⎟⎟⎟⎟⎟⎟⎞
在本次思考题中,
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\lambda=2,m=4
λ=2,m=4,求
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k=0.5次方:
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\begin{pmatrix}2&1&0&0\\0&2&1&0\\0&0&2&1\\0&0&0&2\end{pmatrix}^{1/2}=\begin{pmatrix}2^{1/2}&\frac{1}{2*1!}*2^{-1/2}&-\frac{1}{4*2!}*2^{-3/2}&\frac{3}{8*3!}*2^{-5/2}\\0&2^{1/2}&\frac{1}{2*1!}*2^{-1/2}&-\frac{1}{4*2!}*2^{-3/2}\\0&0&2^{1/2}&\frac{1}{2*1!}*2^{-1/2}\\0&0&0&2^{1/2}\end{pmatrix}
⎝⎜⎜⎛2000120001200012⎠⎟⎟⎞1/2=⎝⎜⎜⎛21/20002∗1!1∗2−1/221/200−4∗2!1∗2−3/22∗1!1∗2−1/221/208∗3!3∗2−5/2−4∗2!1∗2−3/22∗1!1∗2−1/221/2⎠⎟⎟⎞