Matrix exponentials, determinants, and Lie algebras.

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  • Опубліковано 5 січ 2025

КОМЕНТАРІ • 175

  • @CreativeMathProblems
    @CreativeMathProblems 2 роки тому +179

    Infact, proving it for diagonalizable matrices is enough. This is because the determinant is a polynomial (and hence continuous) and trace is a continuous functional, and that diagonalizable matrices are dense in the space of matrices

    • @MichaelPennMath
      @MichaelPennMath  2 роки тому +152

      The idea is that you can write a non-diagonalizable matrix as the limit of a sequence of diagonalizable matrices. Then you apply the special case of the result to each term of the sequence. Finally continuity guarantees the result for the limit of the sequence.

    • @MichaelPennMath
      @MichaelPennMath  2 роки тому +38

      @Javier Concepción Good question -- I was thinking of matching the space of nxn matrices with R^(n^2) with the usual Euclidean metric. That being said, other settings might also be ok.

    • @thanhtantran3593
      @thanhtantran3593 2 роки тому +39

      @Javier Concepción We can consider the space of matrixes as a normed vector space. Because its dimension is finite, all of its norms are equivalent. So you can take any norm and use the metric induced by it.
      (Sorry if I make any mistake, I’m not used to doing maths in English!)

    • @a5110123
      @a5110123 2 роки тому +18

      @Javier Concepción You can use operator norm, R^(n^2) p-norm, or any norm you can imagine. For matrix space, they all induce the same topology.
      Typically, we use operator norm for theory, and R^(n^2) 2-norm for computation.
      The latter one is just the square root of sum of square of each entry, which may also view as a norm induced by the inner product =A^T*B (with a fancy name : Frobenius inner product).

    • @josephmathmusic
      @josephmathmusic 2 роки тому +11

      Another way is to trigonalise on C which avoids to use density arguments.

  • @Boringpenguin
    @Boringpenguin 2 роки тому +29

    Yesss a live stream on Lie algebras, I'm already hyped for that!!!

  • @Risu0chan
    @Risu0chan 2 роки тому +8

    The corresponding operation to the Lie group multiplication in the Lie algebra is not the Lie bracket but the addition. Indeed, we have exp(x) · exp(y) = exp(x + y) IF they commute (that is [x,y] = xy-yx = 0) .

  • @howwitty
    @howwitty 2 роки тому +71

    Awesome... thanks for sharing. When I took ODE, my professor introduced me to matrix exponential and I was blown away. Sometimes I wish I could go back to that time.

    • @kvazau8444
      @kvazau8444 Рік тому +2

      You can. Just read Fulton & Harris' Representation Theory.

    • @howwitty
      @howwitty Рік тому

      @@kvazau8444 Thanks. Copying and pasting stuff in Excel seems to pay better, but I'll look into it.

  • @evankalis
    @evankalis 2 роки тому +22

    I thought i knew a good amount about math when i finished calc 1 senior year. I was a newborn then. Math is so beautiful and interconnected. Thank you for sharing this with me. Ill be excited to watch the livestream :)

  • @Handelsbilanzdefizit
    @Handelsbilanzdefizit 2 роки тому +23

    This was a good refresher about diagonalization. Thank you.

  • @pecan4434
    @pecan4434 2 роки тому +2

    That last part about Lie groups and Lie algebras was really illuminating. I can't wait for the livestream!

  • @austinmoore8041
    @austinmoore8041 Рік тому +2

    The fundamental group of SL(n, C) is trivial, also it's not compact. Hence, drawing it as a genus 2 torus was kind of a lie, but I do like the intuition it sparks.

  • @MrDeath537
    @MrDeath537 2 роки тому +1

    I took Linear Algebra 5 years ago, I didn't study any further math (not at least for algebra) and I could follow you through the entire video, it is not only a beautiful property and a great explanation, but also brought me nice memories. The connection to Lie groups and algebras got me intrigued, I will read about it!
    Thanks for the amazing work, keep it up!

  • @farfa2937
    @farfa2937 2 роки тому +9

    It's been eons since I've diagonalized a matrix, so nice reminder! Looking forward to the stream, I learned some basics of group theory but nothing nearly as advances as Lie algebras.

  • @DavidSavinainen
    @DavidSavinainen 2 роки тому +106

    To find the determinant, you don’t need to expand the multiplication:
    det(P M P⁻¹) = det(P) det(M) det(P⁻¹) =
    = det(P) det(M) det(P)⁻¹ = det(M)
    for all matrices M and all invertible matrices P.
    Edit: Maybe I shouldn’t comment before finishing the video. Now I notice that you used this exact trick for the general part. Still, it would’ve saved some effort on the example too.

  • @Celastrous
    @Celastrous 2 роки тому +2

    Hey Dr. Penn. Thank you so much for these lessons. I've been out of college as an electrical engineer for about 2 years now. When I took linear algebra, I had some personal issues that led to me absorbing little from that class, barely passing. This video is such a good refresher on some of those concepts I've forgotten, like how to find null space.

  • @scottmiller2591
    @scottmiller2591 2 роки тому +20

    13:24 Element (1,2) should be -e^3+e^6, not e^3-e^6 - signs are swapped, but corrected when the board is erased and updated a few seconds later.

  • @apteropith
    @apteropith Рік тому

    1:00 ah, yes, this determinant/trace exponentiation relation makes some sense, considering that in a matrix's eigenbasis the determinant is the _product_ of the diagonal entries (which are its eigenvalues, and in that basis should be its _only_ entries)

  • @EntropicalNature
    @EntropicalNature 2 роки тому +5

    Incredible video! Thanks a lot for this! @12:53 you made a small mistake in the the upper right entry (a factor of -1) This happens to me all the time when I teach. Glad to see you're human too and glad of course that it was corrected on the next blackboard.

  • @marcoottina654
    @marcoottina654 2 роки тому

    I know little to nothing about this branch of Math, indeed your explanations are so much well done that I was able to follow everything and .. this video is beautiful, it merges tons of knowledge in an armonious way. Lovely
    Thanks for sharing!

  • @DeanCalhoun
    @DeanCalhoun 2 роки тому +4

    super interesting! great content as always, thanks michael

  • @channalbert
    @channalbert 2 роки тому

    This is one of the coolest videos I've seen in YT about mathematics. Wow.

  • @laverami
    @laverami Рік тому

    This is so beautiful. I found the equation beautiful and fascinating in the beginning, and find it even more fascinating towards the end of the video.
    In the beginning I thought, although the symbols we use are so suggestive that this must work, it is actually a miracle how the process of exponentiation retains its structure between the realm of matrices and of scalars. Like, when a caterpillar becomes a butterfly it undergoes a phase where its body (including its brain) is a completely liquified stuff of free floating cells, and still there are experiments showing that the butterfly can remember things it learned before.
    Towards the end of the video I understand better how the exp, taking on different shapes, keeps its role of translating between addition and multiplication, even if these operators belong to different mathematical structures. And I am no less fascinated how this all works out.

  • @lexinwonderland5741
    @lexinwonderland5741 2 роки тому +6

    AWESOME!!! I've been waiting for more Lie algebra content, thanks for posting this!!! Can't wait for the livestream!!

  • @aoehler1
    @aoehler1 2 роки тому

    we had to prove this when I was in school... one of the most satisfying math assignments I ever did. Thanks for this video!

  • @StanleyDevastating
    @StanleyDevastating 2 роки тому

    Wow, this is a very, very good video. I was familiar with determinant calculations but that's all I remembered, and it was very clear what was happening all the way through, and made Lie algebra seem like an intelligible concept too. High level math content!

  • @koenth2359
    @koenth2359 2 роки тому

    13:27 the right upper coefficient just changed sign when taking over from the previous board. A tacit correction of a previous error.

  • @doctorb9264
    @doctorb9264 2 роки тому

    Such an excellent problem and presentation. Your Linear Algebra students are fortunate.

  • @bonsairobo
    @bonsairobo Рік тому +2

    Wow. I had no idea matrix exponentiation maps from a Lie algebra to the Lie group. Very cool. I need to know what the Lie bracket does!

    • @good_brake
      @good_brake Рік тому +1

      It captures the commutativity (or lack thereof) of the Lie group.

  • @mrminer071166
    @mrminer071166 2 роки тому

    Very pleasant to be able to follow the discussion at 3 different levels, one after another.

  • @Chr15T
    @Chr15T Рік тому

    great video! a minor correction: as far as i remember, the trace of a product of matrices is only invariant under cyclical permutations of the matrix product inside. at about 19:15, you made a different permutation and said the trace would not change, which is true but only because your matrices were special.

  • @kentgauen
    @kentgauen 2 роки тому

    I loved the tie into Lie stuff! Thank you for posting.

  • @oleg67664
    @oleg67664 2 роки тому +3

    There is really beautiful proof of tr(A) = , it goes like follows:
    =
    Now let's recall, that the sum of roots of polynomial of n'th power, written in form x^n + a1 * x^(n - 1) + ... equals to -a1
    Thus we need to find the first (or the second, depends on your notation) coefficient of the characteristic polynomial of A, or the polynomial det(A - xI)
    Now we just need to substitute determinant by the definition through permutations, and notice, that only one summand contributes to the coefficient in front of x^(n - 1), and that is the product of diagonal elements, i.e. (x - a_00)(x - a_11)*...*(x - a_nn), and from here it's not hard to see, that the coefficient in front of x^(n - 1) in characteristic polynomial of A equals to -tr(A), so the sum of eigenvalues of A equals to tr(A)
    P.S. Sorry for mistakes, I'm not really experienced in explaining math in English

    • @Czeckie
      @Czeckie 2 роки тому +2

      similar story explains why the product of all the eigenvalues (any contributing as many times as its multiplicity) is equal to the determinant. Just think about the absolute term of the polynomial.

  • @baruchspinoza4979
    @baruchspinoza4979 2 роки тому

    Wow. Thank you Dr. Penn. And thank you again for your excellent differential forms playlist.

  • @AoG2695
    @AoG2695 2 роки тому +1

    Linear algebra will always be a favorite of mine. Unfortunately, I haven’t had to use the stuff

  • @paulsalomon27
    @paulsalomon27 2 роки тому

    SUPER cool. By far my favorite math channel.

  • @Jack_Callcott_AU
    @Jack_Callcott_AU 2 роки тому +8

    An observation, e^Tr(A) can never be zero or negative. So does that mean that e^A for any matrix A must always have a positive determinant > 0 , therefore e^A must always have an inverse ( must always be non-singular). Am I right?

    • @Alex_Deam
      @Alex_Deam 2 роки тому +5

      Surely the inverse of e^A is just e^(-A)

    • @Jack_Callcott_AU
      @Jack_Callcott_AU 2 роки тому +2

      @@Alex_Deam Thanks for the reply, yes , I agree, that would be right.

    • @Anytus2007
      @Anytus2007 2 роки тому +6

      @@Jack_Callcott_AU Critically, this works because any matrix A always commutes with itself, so there is no ambiguity between e^(A)e^(-A), e^(-A)e^(A), and e^(A-A). In general, if A =/= B, then it is not necessarily true that e^(A)e^(B) = e^(A+B). If the two matrices (or more generally operators, in the infinite dimensional case) do not commute, then there are additional terms related to the commutator, commutator of the commutator, and so on.

    • @Jack_Callcott_AU
      @Jack_Callcott_AU 2 роки тому

      @@Anytus2007 Thanks for the reply.

  • @eytansuchard8640
    @eytansuchard8640 2 роки тому

    It will be awesome to see a proof of Baker-Campbell-Hausdorff formula. Thank you for this professional and good lecture.

  • @user-wu8yq1rb9t
    @user-wu8yq1rb9t 2 роки тому +1

    Just Great ...
    Please more of these (Matrices and ...)
    Thank you so much Professor

  • @humbledb4jesus
    @humbledb4jesus Рік тому

    ok, michael...you stating that lie algebras are some of your favorites is reason enough for me to stick through these...

  • @synaestheziac
    @synaestheziac 2 роки тому

    Lie algebra livestream sounds amazing, can’t wait!

  • @pedrobalodis6617
    @pedrobalodis6617 2 роки тому

    Using the Jordan Classification Theorem (in its complex form) it is fairly easy to prove this, since as any matrix is conjugate to its Jordan form, and the determinant of the exponential of both are therefore equal. Lastly, any triangular matrix the formula its obviously true, are therefore for the Jordan form too.

  • @billconklin5003
    @billconklin5003 Рік тому

    Lie groups and linearalgebra nostalgic memories, lots of fun

  • @saptarshibhattacharya3696
    @saptarshibhattacharya3696 2 роки тому

    It's for proffesors like you that we students remain inspired. Appreciate your effort a lot!

  • @mrminer071166
    @mrminer071166 2 роки тому

    Dr. Penn low-key thrilled to have his 9 e^9's lined up after the 1/9!

  • @byronwatkins2565
    @byronwatkins2565 2 роки тому +1

    At 13:00, upper right is e^6-e^3. I suspect the second eigenvector has a sign error.

  • @kappasphere
    @kappasphere Рік тому

    11:24 You don't even need to multiply all the matrices, because you can use det(XY)=det(X)det(Y) to figure out that det(PDP^-1)=det(D)=e^3 e^6=e^9

  • @jpalreis
    @jpalreis 2 роки тому

    Nice video!
    It reminded me of a trick that was used during a first ODE course:
    matrix exponentials could be rewritten as matrix polynomials because of Cayley-Hamilton. That e^A from the example (2x2) would have become a_1*A + a_0*I, where these coefficients could be determined using C-H.
    I’m not sure if it holds for other types of functions, but it probably should work for smooth, analytic functions or something.
    Maybe that’s an idea for a video! :)

  • @michaelaristidou2605
    @michaelaristidou2605 Рік тому

    In 11:25 no need for all those multiplications. Just use the multiplicative property of the determinant.

  • @rickyng1823
    @rickyng1823 2 роки тому

    This is an awesome video. I didn’t learn much about Lie group and Lie Algebra in grad school. Looking forward to your next video, or perhaps a series in the future.

  • @andreben6224
    @andreben6224 2 роки тому

    Can't wait for the Lie algebra stream. Sounds really cool!

  • @chrissid.3763
    @chrissid.3763 2 роки тому

    Your pronunciation of "eigen-" is absolutely perfekt.

  • @jeffreycloete852
    @jeffreycloete852 2 роки тому

    Hi Prof Penn..thanks for another wonderful exposition..looking forward to the Lie Algebra live stream...

  • @michaelaristidou2605
    @michaelaristidou2605 15 днів тому

    At the end, i think you need to prove the converse to in order to have that Lie(SL2C) = gl2C.

  • @brantonsaurus
    @brantonsaurus 2 роки тому +1

    Fantastic! This really ties together so many loose ends for me in a concise and clear-headed fashion. Definitely looking forward to the livestream!

  • @goodplacetostop2973
    @goodplacetostop2973 2 роки тому +11

    25:44

  • @amadeepl9643
    @amadeepl9643 Рік тому

    Wow you have my attention, Sir - thank you

  • @nataliem4434
    @nataliem4434 2 роки тому

    This has given me so much insight, thank you!

  • @CTJ2619
    @CTJ2619 2 роки тому

    eigenvectors and eigenvales - i just had a flashback to my linear algebra class!

  • @pawebielinski4903
    @pawebielinski4903 2 роки тому

    The same argumentation passes for Jordan normal form matrices instead of diagonal ones, and that would do the trick as every matrix has a Jnf.

  • @speakadreamagency7518
    @speakadreamagency7518 5 місяців тому

    Very good ! Thank you so mucht o help me understand the Lie groups & Algebra

  • @videolome
    @videolome 2 роки тому +1

    Here is a way of doing it, using L’Hospital. Let A be d x d.
    Let p(z)=det(z I-A), the characteristic polynomial of A.
    Then one can argue that det(I-xA)=
    |I-xA|=x^d p(1/x)= 1- tr(A)x + x^2 g(x)
    Where g is a polynomial.
    Using L’Hospital, one gets that
    |I-xA|^(1/x) -> exp(-tr(A)),
    as x->0.
    Replacing A by -A and x by 1/n we find
    Det((I+1/n A)^n) -> exp(tr(A))
    (The determinant is continuos and
    (I+1/n A)^n -> exp(A), as n-> infty. )

  • @Walczyk
    @Walczyk 2 роки тому

    There's an error in here! I'll try to find it later. at 13:30 I did an auxillary step to simplify it, I wrote e^A in terms of cosh(3/2) and sinh(3/2) after factoring out an e^(9/2) and 1/3 to get e^A = 1/3 * e^[9/2] * ([3cosh[3/2] - sinh[3/2], sinh[3/2]],[2sinh[3/2], 3cosh[3/2] + sinh[3/2]]), whose trace is quite simple, factoring out a sinh(3/2) makes it easier to see: e^A = 1/3 * Exp[9/2] * Sinh[3/2] * ([3 * Coth[3/2] - 1, 1], [2, 3 * Coth[3/2] + 1])
    The determinant here is 1/3 * Exp[9/2] * Sinh[3/2] * (Coth[3/2]^2 - 1) and we can use the identity cothx + 1 = cschx, which gets the det of 1/3 * Exp[9/2] * (csch(3/2) - 2*sinh(3/2))

  • @josephmartos
    @josephmartos 2 роки тому +1

    This is what Feynmann used in his Path Integral right???

  • @masonholcombe3327
    @masonholcombe3327 2 роки тому

    Best video yet!

  • @PunmasterSTP
    @PunmasterSTP 2 роки тому

    Matrix exponentials? More like "A lot of potential for learning these videos hold!" Thanks again for recording all these lectures.

  • @jaeimp
    @jaeimp 2 роки тому

    @25:28 This is phenomenal. Is the live stream posted anywhere?

  • @gastonsolaril.237
    @gastonsolaril.237 2 роки тому

    Amazing subjects. After 10 years of so many maths, and still I've got so much to learn...
    When are you planning to do your Lie Algebra class? Tell us through an Instagram story!!

  • @angeldude101
    @angeldude101 2 роки тому

    This seems like a matrix form of the power laws of a^(x+y) = (a^x)(a^y), and when x = y, a^2x = (a^x)^2. As was mentioned, the trace is the sum of eigenvalues, and the determinant is the product of eigenvalues, so the trace living in the world of addition, and the determinant lives in the world of multiplication, and the exponential is the bridge between these two worlds.

  • @wellingtonbalmant5965
    @wellingtonbalmant5965 2 роки тому +3

    We use that on Quantum mechanics.

  • @noumanegaou3227
    @noumanegaou3227 2 роки тому

    We can use the same idea by triangulsable matrix
    And every n xn are coefficients in C
    Is triangulsable

  • @alphalunamare
    @alphalunamare 2 роки тому

    14:20 ... by messing with the minus sign are you not correcting an earlier mistake made at 12:53 in evaluating the top right entry?

  • @LorenzoClemente
    @LorenzoClemente 2 роки тому +1

    the love for useless calculations obscures the beauty of the mathematical structure hinted at in this video

  • @misterlau5246
    @misterlau5246 2 роки тому

    Ooh the big picture!
    @Michael Penn
    Have you done any video about Fourier Analysis and FFT?
    If not, do you have any plans for doing so?
    Cheers, nice job! 🖖🤓

  • @_emdoubleu
    @_emdoubleu 2 роки тому

    Would love to see such livestream about Lie algebras

  • @MissPiggyM976
    @MissPiggyM976 Рік тому

    Great teacher !

  • @jamiewalker329
    @jamiewalker329 2 роки тому +1

    I'm wondering if you could do a video on the connection between conserved quantities (Noether's theorem) and Lie algebras...

  • @lucachiesura5191
    @lucachiesura5191 2 роки тому +1

    just also for the jordan normal form

  • @Bruno08931
    @Bruno08931 2 роки тому

    Your content is awesome.

  • @grchauvet
    @grchauvet 11 місяців тому

    Matrix exponentials seem quite fun. I wonder if octonion exponentials have any interesting properties.

  • @senhorkorracha
    @senhorkorracha 2 роки тому

    Man, all I wanted was something more out of Lie algebra. I've used it to show equilibrium points of an ODE system... but I feel like matrix exponential could really provide me an upper bound for the trajectories of this ODE system as well.

  • @Czeckie
    @Czeckie 2 роки тому

    so hyped about the lie theory livestream

  • @brunocaf8656
    @brunocaf8656 2 роки тому

    Seeing the calculation of the exponential of a matrix makes me wonder, have you ever heard about Functional Calculus? It's a quite interesting theory that allows you to calculate matrix functions much more easily without having to diagonalize the matrix, among several other functions, of course

  • @abrahammekonnen
    @abrahammekonnen 2 роки тому

    Great video, this is gonna take me some time to process.

  • @abrahammekonnen
    @abrahammekonnen 2 роки тому

    Yeah I'm definitely interested in the livestream, what day is it?

  • @GFJDean35
    @GFJDean35 2 роки тому

    Make sure the Livestream stays uploaded to your channel in case I miss it. I really want to watch it!

  • @Hope16449
    @Hope16449 2 роки тому

    At 11:24 why did you not use that det(A^{-1}) = det(A)^{-1} even though the proof for this identity is short?

  • @kelrugemschildhand1831
    @kelrugemschildhand1831 2 роки тому

    About the explanation of a Lie algebra: Your explanation represents the exponential as some sort of ominous map Lie algebra -> Lie group. In fact, it may have been better to introduce the Lie algebra as (left-invariant) vector fields on the Lie group (which is an equivalent description); using that, the exponential is then the flow of these vector fields through the identity. One could also skip explaining "left-invariance" and simply say that it is about "certain" vector fields whose flow through the identity (matrix) is given by the exponential :) May have been a more illustrative explanation :)

  • @abnereliberganzahernandez6337

    you should do more on lie theory

  • @cebiclock
    @cebiclock 2 роки тому

    More videos like this one! I love Lie algebras

  • @nashaut7635
    @nashaut7635 2 роки тому

    That's brilliant indeed (no pun intended). BTW does the illustration at the end have something to do with U-V coordinate mapping of 3D objects in 3D modelling applications?

  • @CCequalPi
    @CCequalPi 2 роки тому

    Looking forward to the livestream

  • @MasterHigure
    @MasterHigure 2 роки тому +3

    During the eigenvalue calculation you swap pretty suddenly from x to λ. Maybe it would be more pedagogical to stick to one of them.
    Also, at 14:20, instead of pulling the negative sign out, you could pull the 2 out of the other bracket and see that the two brackets are equal, letting you use the binomial theorem. Resulting in a little faster calculation.

  • @nahblue
    @nahblue Рік тому

    The identity with det(Exp(A)) = Exp(tr(A)) really makes me think.. does this not mean that non-diagonal elements of A are meaningless for that determinant? And how does it work out to be that way, that only diagonal entries matter? Is there any intuition for that?

  • @rodionraskolnikov6989
    @rodionraskolnikov6989 Рік тому

    Great presentation! I am not following how the SLn group is representing the double Torus (or the surface of some other "object"). Also, how does it relate to the homology groups (that count the holes in the shape)?

  • @tw5718
    @tw5718 Рік тому

    I really want to see the livestream. I oftentimes don't see them until after they are done, however. Could you make a couple/few posts about it when it gets closer to time so there is a higher chance I will see it?

    • @tw5718
      @tw5718 Рік тому

      Oh I just realized this was 9 mo ago. Disregard.

  • @esbenagerbo724
    @esbenagerbo724 2 роки тому

    Isn't det(P) = det (P^-1) = 1, as the eigenvectors form an orthogonal basis for R^n. Haven't looked at this for 30+ years

  • @MartinDxt
    @MartinDxt 2 роки тому

    well the closing always hits you like a truck at highway speed

  • @hocinemerah2453
    @hocinemerah2453 Рік тому

    In case matrix of A not diagonalizable how can we calculate exp(tra(A))

  • @andrebarbosa2063
    @andrebarbosa2063 2 роки тому

    Awesome... Awesome! Very beautiful!

  • @erds6579
    @erds6579 Рік тому

    Awesome, thanks!

  • @pacificll8762
    @pacificll8762 2 роки тому

    Great video !

  • @lorentzianmanifold718
    @lorentzianmanifold718 2 роки тому

    You should list your videos in difficulty because I do not want to click on and start watching videos on seemly cool subjects just to find its my earlier math classes summarized!
    This video is nice because it has material not in normal material covered! I would watch a lot more videos if they were ranked by skill level.

  • @miguelaphan58
    @miguelaphan58 8 місяців тому

    Great subject !!!