Abstract

where B' is the transpose of B. It has been shown that Definition 1 and Theorem 1 can fruitfully be applied to problems of matrix differentiation [2]. In this note it will be shown that they can be applied to a more general class of linear matrix equations, including linear matrix differential equations. Firstly, four standard properties of Kronecker products have to be related, all of which may be proved in an elementary fashion [1, p. 223 if.]. The matrices involved can have any appropriate orders. In Property 4 it is assumed that A and B are square of order m and s, respectively. (The same order assumption will be made in Theorems 2 and 3, which will be presented further on.) PROPERTY 1. (A B)(C D) =(AC) (BD). PROPERTY 2. (A 0 B)' = A' 0 B'. PROPERTY. 3. (A + B) 09 (C + D) = A C + A D + B (& C + B X D. PROPERTY 4. If A has characteristic roots oci, i = 1, -*, m, and if B has characteristic roots /IB, j = 1,... , s, then A 0 B has characteristic roots oci,Bj. Further, Is 0 A + B 0) Im has characteristic roots oci + f3B. For the treatment of differential equations we need the matrix exponential

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.