EE/AA 547, LJ Ratliff HW 5 DUE 20181114 (WED) @ 11:30AM

All hw should be uploaded to canvas as a pdf. If you use an online resource to solve any
problem, please appropriately cite that source.

Problem 1. Jordan Canonical Form.

Given
−3 1
 
0 0 0 0 0
 0 −3 1 0 0 0 0 
 
 0
 0 −3 0 0 0 0 

A=  0 0 0 −4 1 0 0 

 0
 0 0 0 −4 0 0 

 0 0 0 0 0 0 0 
0 0 0 0 0 0 0
1. What are the eigenvalues of A? How many linearly independent eigenvectors does A have?
How many generalized eigenvectors?

2. What are the eigenvalues of eAt ?

3. Suppose this matrix A were the dynamic matrix of an LTI system. What happens to the
state trajectory over time (magnitude grows, decays, remains bounded...)?

Problem 2. Minimal Polynomial. A has characteristic polynomial (s − λ1 )5 (s − λ2 )3 , it has

four linearly independent eigenvectors, the largest Jordan block associated to λ1 is of dimension 2,
the largest Jordan block associated to λ2 is of dimension 3. Write down the Jordan form J of this
matrix and write down cos(eA ) explicitly.

Problem 3. Rank and minimal Polynomial. Suppose A ∈ R6×6 has minimal polynomial
(s − λ1 )2 (s − λ2 )3 . Give bounds on the rank of A.

Problem 4. A invariance. Let A ∈ Rn×n be non-singular. True or False: the null space of
cos(log(A)) is an A-invariant subspace? (provide justification)

Problem 5. More A invariance. Consider A ∈ Rn×n , b ∈ Rn . Show that the span{b, Ab, . . . , An−1 b}
is an A–invariant subspace.

Problem 6. One more try. Consider the linear system

ẋ = Ax + w(t)

where w(t) is T periodic—i.e. w(t + T ) = w(t) and in particular w(0) = w(T ). There exists a
T –periodic solution to this system, meaning there exists an x(0) such that x(t + T ) = x(t). Find
this solution by first determining x(0).