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Geometric Progression in Matrixform

The document discusses the matrix form of the geometric progression sum, showing that the sum can be expressed as (I - A)^{-1} (I - A^{n+1}) when A is a matrix. It provides an example with a specific matrix A and demonstrates how to compute the sum using the derived formula. Additionally, it mentions the condition for convergence of the series as the eigenvalues of A being less than 1 in absolute value.

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26 views2 pages

Geometric Progression in Matrixform

The document discusses the matrix form of the geometric progression sum, showing that the sum can be expressed as (I - A)^{-1} (I - A^{n+1}) when A is a matrix. It provides an example with a specific matrix A and demonstrates how to compute the sum using the derived formula. Additionally, it mentions the condition for convergence of the series as the eigenvalues of A being less than 1 in absolute value.

Uploaded by

ttwongthomas
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Geometric Progression in matrix form

Recall that the sum of the geometric progression is given by


1 − xn+1
1 + x + x2 + x3 + ... + xn = = (1−x)−1 (1−xn+1 ) for (1−x) 6= 0.
1−x
This can be easily verified by multiplying both sides with 1 − x.

Now, consider the matrix version of the sum:

I + A + A2 + A3 + · · · + An = (I − A)−1 (I − An+1 ).

where I − A is invertible.
We multiply the left hand side from the left with (I − A), we have

(I − A)(I + A + A2 + A3 + · · · + An ) = I + A + A2 + A3 + · · · + An
− A − A2 − A3 − · · · − An − An+1
= I − An+1 .

We multiply the right hand side from the left with (I − A), we have

(I − A)(I − A)−1 (I − An+1 ) = I (I − An+1 )


= (I − An+1 ).

Thus, LHS=RHS.

Suppose An+1 is given, then, we can compute the sum very easily by

I + A + A2 + A3 + · · · + An = (I − A)−1 (I − An+1 ).

Example 1 1 1 255 12355


  
4 2 5 65536 8129 16384
Consider A =  0 21 2 , and suppose given that A8 =  0 1
256
1 
8 .
1 1
0 0 2 0 0 256
 65535 255 12355

65536 − 8192 − 16384
255
So I − A8 =  0 256 − 81 .
255
0 0 256  4 16 328 
3 3 15
Moreover, we can compute (I − A)−1 =  0 2 8 . Thus,
0 0 2

I + A + A2 + A3 + · · · + A7 = (I − A)−1 (I − A8 )
 21845 10795 82367 
16384 2048 4096
255 247
=  0 128 32
.
255
0 0 128

1
Suppose further that, |λi | < 1 for every eigenvalue λi of a matrix A, then
lim An = O.
n→∞
We can then use this result to find the sum
∞
X
An = I + A + A2 + A3 + . . . = (I − A)−1 .
n=1

In the above example, characteristic polynomial of A is given by


λ3 − 54 λ2 + 21 λ − 16
1
= (λ − 41 )(λ − 12 )2 .

Therefore, we have |λi | < 1 for i = 1, 2, 3.  4 16 328



∞
X 3 3 15
Thus An = I + A + A2 + A3 + · · · = (I − A)−1 =  0 2 8 .
n=1 0 0 2

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