Here is a problem that you may enjoy thinking about. Given an matrix
define a new
matrix
by the power series
This means, of course, the matrix whose entries are the limit of the corresponding entries of the sequence of matrices as
(This limit actually exists. Those of you who have seen Hilbert spaces should see a proof easily: Recall we defined the norm of
as
where in this supremum
and
denote the usual norm (of
or
respectively) in
defined in terms of the usual inner product. One checks that a series of vectors
converges (in any reasonable sense) in a Banach space if it converges absolutely, i.e., if
converges. Since
the series defining
clearly converges absolutely.)
The matrix is actually a reasonable object to study. For example, the function
is the unique solution to the differential equation
Here,
is a fixed vector.
Note that, for any the matrix
is invertible, since
as a direct computation verifies.
Anyway, the problem: Show that for any matrix we have
Note this is not completely unreasonable to expect: A direct computation shows that if
is an eigenvector of
with eigenvalue
then
so the formula is true whenever
is diagonalizable.