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Matrix Power

Tool to calculate matrix exponential in algebra. Matrix power consists in exponentiation of the matrix (multiplication by itself).

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# Matrix Power

## Matrix Power

Tool to calculate matrix exponential in algebra. Matrix power consists in exponentiation of the matrix (multiplication by itself).

### How to calculate the matrix power n?

$$M$$ is a square matrix of site $$m$$ ($$m$$ rows and $$m$$ columns). The calculation of the $$n$$th power of the matrix $$M$$ is denoted by $$M^n$$ ($$M$$ power $$n$$) and consists of multiplying the matrix $$n$$ times by itself.

Example: Power of a 2x2 matrix: $$\begin{bmatrix} 1 & 2 \\ 3 & 4 \end{bmatrix} ^2 = \begin{bmatrix} 1 & 2 \\ 3 & 4 \end{bmatrix} \times \begin{bmatrix} 1 & 2 \\ 3 & 4 \end{bmatrix} = \begin{bmatrix} 7 & 10 \\ 15 & 22 \end{bmatrix}$$

The size of the resulting matrix is identical to the original matrix M; i.e. $$m$$ lines and $$m$$ columns.

Calculating matrix power only works for square matrices (2x2, 3x3, 4x4, etc. due to constraints with multiplication">matrix products) and is used for some matrices such as stochastic matrices.

### Why diagonalizing a matrix before calculating its power?

If the matrix is diagonalizable, then its diagonalization greatly simplifies the power calculations because it apply mainly on the diagonal of the matrix.

### How to compute a negative power of a matrix?

Calculating $$M^{-n}$$ is equivalent to $$M^{-1 \times n}$$. Thus, calculate the inverse of the matrix and then perform with it an exponentiation to the power $$n$$.

Example: $$\begin{bmatrix} 1 & 2 \\ 3 & 4 \end{bmatrix} ^{-2} = \left( \begin{bmatrix} 1 & 2 \\ 3 & 4 \end{bmatrix} ^{-1} \right)^2$$

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