Every nonsingular square matrix A can be written as A = P * D * P^(-1), where P are the unit eigenvector matrix,
and D have the eigenvalues on the diagonal. This is by the eigen decomposition theorem.
Next, we show by induction that A^k = P * D^k * P^(-1)
Case: k = 0
A^0 = I
= P * P^(-1)
= P * I * P^(-1)
= P * D^0 * P^(-1)
Case: k = n+1
A^(n+1) = A^(n) * A
= P * D^n * P^-1 * A by induction hypothesis
= P * D^n * P^-1 * P * D * P^(-1) by def of A
= P * D^n * I * D * P^(-1)
= P * D^n * D * P^(-1)
= P * D^(n+1) * P^(-1)
Now, note that if you have a diagonal matrix D, then D^k is also a diagonal matrix whose diagonal elements
are the k-th powers of the diagonal elements of D.
So if all of those diagonal elements have absolute values less than 1, then in the limit D^k will go to zero.
(no subject)
Date: 2007-11-12 12:03 am (UTC)(frozen) (no subject)
Date: 2007-11-12 12:45 am (UTC)Every nonsingular square matrix A can be written as A = P * D * P^(-1), where P are the unit eigenvector matrix, and D have the eigenvalues on the diagonal. This is by the eigen decomposition theorem. Next, we show by induction that A^k = P * D^k * P^(-1) Case: k = 0 A^0 = I = P * P^(-1) = P * I * P^(-1) = P * D^0 * P^(-1) Case: k = n+1 A^(n+1) = A^(n) * A = P * D^n * P^-1 * A by induction hypothesis = P * D^n * P^-1 * P * D * P^(-1) by def of A = P * D^n * I * D * P^(-1) = P * D^n * D * P^(-1) = P * D^(n+1) * P^(-1) Now, note that if you have a diagonal matrix D, then D^k is also a diagonal matrix whose diagonal elements are the k-th powers of the diagonal elements of D. So if all of those diagonal elements have absolute values less than 1, then in the limit D^k will go to zero.