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Results tagged with linear-algebra
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user 116256
Questions about the properties of vector spaces and linear transformations, including linear systems in general.
14
votes
1
answer
731
views
For a stable matrix $B$ and anti-symmetric $T$, such that $B(I+T)$ is symmetric, show that $...
Let stable matrix (i.e., its eigenvalues have negative real parts) $B \in \mathbb R^{n \times n}$ and anti-symmetric matrix $T \in \mathbb R^{n \times n}$ satisfy
$$B^\top - T B^\top = B + B …
- 371
8
votes
1
answer
2k
views
Matrix elements of exponential of tridiagonal matrices
Is there a way to compute one matrix element of the exponential of a tridiagonal matrix without having to compute the rest of the elements?
Motivation: I'm trying to find the first passage time d …
- 371