asymptotic analysis of powers of matrices渐近分析的矩阵.pdfVIP

ASYMPTOTIC ANALYSIS OF POWERS OF MATRICES DIEGO DOMINICI Received 13 September 2005; Revised 28 May 2006; Accepted 30 May 2006 n j We analyze the representation of A as a linear combination of A , 0 ≤ j ≤ k − 1, where A is a k × k matrix. We obtain a first-order asymptotic approximation of An as n → ∞, without imposing any special conditions on A. We give some examples showing the ap- plication of our results. Copyright © 2006 Hindawi Publishing Corporation. All rights reserved. 1. Introduction In a recent article [1], Abu-Saris and Ahmad showed how to compute the powers of a matrix without having to compute its eigenvalues. Their main result was the following. Theorem 1.1. If A is a k × k matrix with characteristic polynomial k −1 P (x ) k j = x + a x , (1.1) j j =0 then k −1 n j A = b (n)A , n ≥ k, (1.2) j j =0 where b (k) = −a , 0 ≤ j ≤ k − 1, b (n) = 0, n ≥ k, j j −1 (1.3) b (n + 1) = b (n) − a b (n), n ≥ k, 0 ≤ j ≤ k − 1. j