Matrix Power Computation and Application

Questions requiring explicit computation of matrix powers (or using a given formula for A^n) to derive sequences, limits, or applied conclusions.

grandes-ecoles 2020 Q33 View
Write in Python language a function \texttt{puiss2k} that takes as argument a square matrix $M$ and a natural integer $k$ and returns the matrix $M^{2^k}$ by performing $k$ matrix products. One may exploit the fact that $M^{2^{k+1}} = M^{2^k} M^{2^k}$.
grandes-ecoles 2020 Q34 View
Explain what the Python function \texttt{maxSp} defined by: \begin{verbatim} def maxSp(Q:np.ndarray, k:int, t:float) -> float: n = Q.shape[1] E = np.exp(t * np.array(range(n))) A = Q * E B = puiss2k(A, k) C = np.dot(A, B) return C.trace() / B.trace() \end{verbatim} does.
grandes-ecoles 2020 Q35 View
Let $$B = \frac{1}{4} \left(\begin{array}{cccc} 0 & -5 & 0 & -3 \\ 5 & 0 & 3 & 0 \\ 0 & -3 & 0 & -5 \\ 3 & 0 & 5 & 0 \end{array}\right).$$ Compute $B^{2} \left(\begin{array}{l} 1 \\ 1 \\ 1 \\ 1 \end{array}\right)$.
grandes-ecoles 2021 Q2 View
Show that, for every natural integer $k$, $P ^ { ( k + 1 ) } = P ^ { ( k ) } T$.
grandes-ecoles 2021 Q7 View
We consider the directed graph $G = ( S , A )$ where $$\left\{ \begin{array} { l } S = \{ 1,2,3,4 \} \\ A = \{ ( 1,2 ) , ( 2,1 ) , ( 1,3 ) , ( 3,1 ) , ( 1,4 ) , ( 4,1 ) , ( 2,3 ) , ( 3,2 ) , ( 2,4 ) , ( 4,2 ) , ( 3,4 ) , ( 4,3 ) \} \end{array} \right.$$ We assume that, when the point is on one of the vertices of the graph, it has the same probability of going to each of the three other vertices of the graph. Show that the sequence of matrices $\left( T ^ { k } \right) _ { k \in \mathbb { N } }$ converges and identify geometrically the endomorphism canonically associated with the limit matrix.
grandes-ecoles 2021 Q8 View
We consider the directed graph $G = ( S , A )$ where $$\left\{ \begin{array} { l } S = \{ 1,2,3,4 \} \\ A = \{ ( 1,2 ) , ( 2,1 ) , ( 1,3 ) , ( 3,1 ) , ( 1,4 ) , ( 4,1 ) , ( 2,3 ) , ( 3,2 ) , ( 2,4 ) , ( 4,2 ) , ( 3,4 ) , ( 4,3 ) \} \end{array} \right.$$ We assume that, when the point is on one of the vertices of the graph, it has the same probability of going to each of the three other vertices of the graph. Show that, for any row vector $P ^ { ( 0 ) } = \left( p _ { 1 } ^ { ( 0 ) } , p _ { 2 } ^ { ( 0 ) } , p _ { 3 } ^ { ( 0 ) } , p _ { 4 } ^ { ( 0 ) } \right)$, where for $1 \leqslant i \leqslant 4$, $p _ { i } ^ { ( 0 ) }$ is the probability that the point is initially on vertex $i$, the sequence $\left( P ^ { ( k ) } \right) _ { k \in \mathbb { N } }$ converges to the row vector $( 1 / 4,1 / 4,1 / 4,1 / 4 )$.
grandes-ecoles 2021 Q21 View
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive. We set $\varepsilon = \min _ { 1 \leqslant i , j \leqslant n } m _ { i , j }$. We are interested in the sequence $\left( M ^ { k } \right) _ { k \in \mathbb { N } }$ of powers of $M$. We denote by $m _ { i , j } ^ { ( k ) }$ the coefficient of the matrix $M ^ { k }$ located in row $i$ and column $j$.
For all $j \in \llbracket 1 , n \rrbracket$, we set $$\left\{ \begin{array} { l } \alpha _ { j } ^ { ( k ) } = \min _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } , \\ \beta _ { j } ^ { ( k ) } = \max _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } . \end{array} \right.$$
In the following four questions, $j$ is a fixed integer in $\llbracket 1 , n \rrbracket$ and $k$ is fixed in $\mathbb { N }$. Prove the inequalities $\alpha _ { j } ^ { ( k ) } \leqslant \alpha _ { j } ^ { ( k + 1 ) } \leqslant \beta _ { j } ^ { ( k + 1 ) } \leqslant \beta _ { j } ^ { ( k ) }$.
grandes-ecoles 2021 Q25 View
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive. We set $\varepsilon = \min _ { 1 \leqslant i , j \leqslant n } m _ { i , j }$.
Prove that the sequence $\left( M ^ { k } \right)$ converges to a stochastic matrix $B = \left( \begin{array} { l l l } b _ { 1 } & \cdots & b _ { n } \\ b _ { 1 } & \cdots & b _ { n } \\ b _ { 1 } & \cdots & b _ { n } \end{array} \right)$ all of whose rows are equal.
grandes-ecoles 2021 Q32 View
We model the web by a directed graph with $n$ vertices. The matrix $A$ is the stochastic matrix described in question 29. We define $$B = ( 1 - \alpha ) A + \frac { \alpha } { n } J _ { n }$$ where $J _ { n }$ is the matrix in $\mathcal { M } _ { n } ( \mathbb { R } )$ whose coefficients are all equal to $1$, $A$ is the stochastic matrix described in question 29 and $\alpha$ is a real number in $] 0,1 [$, called the damping factor.
Let $Q$ be a probability distribution. We define the sequence $\left( Q ^ { ( k ) } \right) _ { k \in \mathbb { N } }$ by $Q ^ { ( k ) } = Q B ^ { k }$ for every natural number $k$. Prove that the sequence $\left( Q ^ { ( k ) } \right) _ { k \in \mathbb { N } }$ converges and that its limit $Q ^ { \infty }$ satisfies conditions (i) and (ii) described in the introduction to this part. It thus provides relevance scores for the $n$ pages of the web. The relevance of each page $j$ will be expressed as a function of those of the pages pointing to it, distinguishing between pages that point to another page and the others.
grandes-ecoles 2022 Q2.1 View
For a triangular matrix $T = \left( \begin{array} { l l } \lambda & a \\ 0 & \mu \end{array} \right) \in \mathbf { M } _ { 2 } ( \mathbb { C } )$, explicitly compute the successive powers $T ^ { n }$ for $n$ a strictly positive integer.
grandes-ecoles 2022 Q2.1 View
For a triangular matrix $T = \left( \begin{array} { l l } \lambda & a \\ 0 & \mu \end{array} \right) \in \mathbf { M } _ { 2 } ( \mathbb { C } )$, explicitly compute the successive powers $T ^ { n }$ for $n$ a strictly positive integer.
grandes-ecoles 2023 Q7 View
Let $\mathscr{P}$ be the set of row vectors of size $d$ with non-negative coefficients whose coordinate sum equals 1: $$\mathscr{P} = \left\{ u \in \mathscr{M}_{1,d}\left(\mathbb{R}_{+}\right) : \sum_{j=1}^{d} u_j = 1 \right\}.$$ We consider a square matrix $P \in \mathscr{M}_d\left(\mathbb{R}_{+}\right)$ such that for all $i \in \{1,\ldots,d\}$, $$\sum_{j=1}^{d} P_{i,j} = 1$$ We further assume that there exist $\nu \in \mathscr{P}$ and $c > 0$ such that for all $i,j \in \{1,\ldots,d\}$, $$P_{i,j} \geqslant c\nu_j.$$ Let $\mu$ be the unique element of $\mathscr{P}$ such that $\mu P = \mu$.
Show that for all $n \in \mathbb{N}$ and all $x \in \mathscr{P}$, $$\left\| xP^n - \mu \right\|_1 \leqslant 2(1-c)^n.$$
grandes-ecoles 2023 Q9 View
Let $M \in \mathscr{M}_d\left(\mathbb{R}_{+}\right)$. We assume that the matrix $M$ has an eigenvalue $\lambda > 0$ and that there exists $h \in \mathscr{M}_{d,1}\left(\mathbb{R}_{+}^{*}\right)$ a column vector such that: $$Mh = \lambda h.$$ We also assume that there exist $\nu \in \mathscr{P}$ and $c > 0$ such that for all $i,j \in \{1,\ldots,d\}$, $$M_{i,j} \geqslant c\nu_j.$$ We introduce the matrix $P \in \mathscr{M}_d\left(\mathbb{R}_{+}\right)$ defined for $1 \leqslant i,j \leqslant d$ by $$P_{i,j} = \frac{M_{i,j} h_j}{\lambda h_i}.$$
Let $n \geqslant 1$. Give an expression for the coefficients of $P^n$ in terms of the coefficients of $M^n$, $h$ and $\lambda$.
grandes-ecoles 2024 Q25 View
In this part, we assume that $n \geqslant 4$. Let $u = (u_k)_{k \geqslant 0}$ be a sequence of $\mathbb{C}$ satisfying the condition $(C^\star)$: $R_u > 1$.
Let $F \in \mathscr{M}_n(\mathbb{C})$ be the matrix defined by $$[F]_{k,j} = \frac{1}{\sqrt{n}} \omega^{(k-1)(j-1)} \text{ for all } (k,j) \in \llbracket 1; n \rrbracket^2,$$ where $\omega = e^{-2\pi i/n}$ (here $i$ denotes the usual complex number satisfying $i^2 = -1$).
(a) Show that $F$ is invertible and that $F^{-1} = \bar{F}$.
(b) Show that $F^2 \in \mathscr{M}_n(\mathbb{R})$.
(c) Deduce that $F^4 = I_n$ and that $F \in \mathbb{M}_n(u)$.
(d) Deduce that $$\begin{aligned} u(F) = & \frac{1}{4}\left(U(1)(F + I_n) - U(-1)(F - I_n)\right)(F^2 + I_n) \\ & + \frac{i}{4}\left(U(i)(F + iI_n) - U(-i)(F - iI_n)\right)(F^2 - I_n) \end{aligned}$$
grandes-ecoles 2024 Q26 View
In this part, we assume that $n \geqslant 4$. Let $u = (u_k)_{k \geqslant 0}$ be a sequence of $\mathbb{C}$ satisfying the condition $(C^\star)$: $R_u > 1$.
Suppose that for all $k \in \mathbb{N}$, $u_k = \mathbb{P}(X = k)$ where $X$ is a random variable taking values in $\mathbb{N}$.
(a) Suppose that $X$ follows a binomial distribution with parameters $(N, p)$. Verify that $u$ satisfies condition $(C^\star)$ and find a simple expression for $u(A)$ for all $A \in \mathbb{M}_n(u)$.
(b) Suppose that $X$ follows a geometric distribution with parameter $p \in ]0,1[$. Verify that $u$ satisfies condition $(C^\star)$ and show that $$u(A) = p\left(I_n - (1-p)A\right)^{-1} A$$ for every diagonalizable matrix $A \in \mathbb{M}_n(u)$.
grandes-ecoles 2025 Q7 View
Problem 2, Part 2: Linear recurrence sequences with constant coefficients
We consider a sequence $\left( u _ { n } \right) _ { n \geqslant 0 }$ of complex numbers defined by the data of $u _ { 0 } , \ldots , u _ { d }$ and the linear recurrence relation $$u _ { n + d } = \sum _ { i = 0 } ^ { d - 1 } a _ { i } u _ { n + i } + b ,$$ where the $a _ { i }$ and $b$ are complex numbers. We define $P \in \mathbb { C } [ X ]$ by $P ( X ) = X ^ { d } - \sum _ { i = 0 } ^ { d - 1 } a _ { i } X ^ { i }$ and we assume that all complex roots of $P$ have modulus strictly less than 1.
For $n \geqslant 0$ we define the vector $U _ { n } \in \mathbb { C } ^ { d }$ by $U _ { n } = \left( u _ { n } , \ldots , u _ { n + d - 1 } \right)$ (recall that $U _ { n }$ is identified with a column vector). Show that the sequence $(U _ { n })$ satisfies a recurrence relation of the form $U _ { n + 1 } = A U _ { n } + B$, with $A \in \mathrm { M } _ { d } ( \mathbb { C } )$ and $B \in \mathbb { C } ^ { d }$ are elements that we shall specify.
grandes-ecoles 2025 Q10 View
For all $k \in \llbracket 1,n \rrbracket$, we denote by $C_{n,k}$ the matrix of $\mathcal{M}_n(\mathbb{R})$ defined by $$\forall (i,j) \in \llbracket 1,n \rrbracket^2, \quad C_{n,k}(i,j) = \begin{cases} 1 & \text{if } (i \in \llbracket 1,k \rrbracket \text{ and } j = i+n-k) \text{ or } (i \in \llbracket k+1,n \rrbracket \text{ and } j = i-k) \\ 0 & \text{otherwise} \end{cases}$$ We note that $C_{n,n} = I_n$. We set $J_n^{(1)} = C_{n,1} + C_{n,n-1}$.
Show that, for all $k \in \llbracket 1,n \rrbracket$, $C_{n,1}^k = C_{n,k}$.
grandes-ecoles 2025 Q21 View
In this subsection, we assume that $J_n = J_n^{(1)}$, the matrix introduced in subsection A-IV. We adopt the following convention: for all $x = (x_1, \ldots, x_n) \in \Lambda_n$, we denote $x_{n+1} = x_1$ and $x_0 = x_n$.
We set $A = \begin{pmatrix} \mathrm{e}^{\beta - h} & \mathrm{e}^{-\beta - h} \\ \mathrm{e}^{-\beta + h} & \mathrm{e}^{\beta + h} \end{pmatrix}$.
Show that $Z_n(h) = \operatorname{tr}(A^n)$, where $\operatorname{tr}$ denotes the trace of a square matrix.
isi-entrance 2017 Q22 View
Let $\theta = \frac{2\pi}{7}$ and consider the following matrix $$A = \left(\begin{array}{rr} \cos\theta & -\sin\theta \\ \sin\theta & \cos\theta \end{array}\right)$$ If $A^n$ means $A \times \cdots \times A$ ($n$ times), then $A^{100}$ is
(A) $\left(\begin{array}{rr} \cos 2\theta & -\sin 2\theta \\ \sin 2\theta & \cos 2\theta \end{array}\right)$
(B) $\left(\begin{array}{rr} \cos\theta & -\sin\theta \\ \sin\theta & \cos\theta \end{array}\right)$
(C) $\left(\begin{array}{ll} 1 & 0 \\ 0 & 1 \end{array}\right)$
(D) $\left(\begin{array}{rr} 0 & -1 \\ 1 & 0 \end{array}\right)$.
isi-entrance 2018 Q20 View
If $A = \left( \begin{array} { l l } 1 & 1 \\ 0 & i \end{array} \right)$ and $A ^ { 2018 } = \left( \begin{array} { l l } a & b \\ c & d \end{array} \right)$, then $a + d$ equals:
(A) $1 + i$
(B) 0
(C) 2
(D) 2018.
jee-advanced 2013 Q43 View
Let $\omega$ be a complex cube root of unity with $\omega \neq 1$ and $P = \left[ p _ { i j } \right]$ be a $n \times n$ matrix with $p _ { i j } = \omega ^ { i + j }$. Then $P ^ { 2 } \neq 0$, when $n =$
(A) 57
(B) 55
(C) 58
(D) 56
jee-advanced 2022 Q16 3 marks View
If $M = \left( \begin{array} { r r } \frac { 5 } { 2 } & \frac { 3 } { 2 } \\ - \frac { 3 } { 2 } & - \frac { 1 } { 2 } \end{array} \right)$, then which of the following matrices is equal to $M ^ { 2022 }$ ?
(A) $\quad \left( \begin{array} { r r } 3034 & 3033 \\ - 3033 & - 3032 \end{array} \right)$
(B) $\quad \left( \begin{array} { l l } 3034 & - 3033 \\ 3033 & - 3032 \end{array} \right)$
(C) $\quad \left( \begin{array} { r r } 3033 & 3032 \\ - 3032 & - 3031 \end{array} \right)$
(D) $\quad \left( \begin{array} { r r } 3032 & 3031 \\ - 3031 & - 3030 \end{array} \right)$
jee-main 2016 Q79 View
If $A = \left[ \begin{array} { c c } - 4 & - 1 \\ 3 & 1 \end{array} \right]$, then the determinant of the matrix $\left( A ^ { 2016 } - 2 A ^ { 2015 } - A ^ { 2014 } \right)$ is :
(1) $- 175$
(2) 2014
(3) 2016
(4) $- 25$
jee-main 2020 Q59 View
Let $\alpha$ be a root of the equation $x ^ { 2 } + x + 1 = 0$ and the matrix $A = \frac { 1 } { \sqrt { 3 } } \left[ \begin{array} { c c c } 1 & 1 & 1 \\ 1 & \alpha & \alpha ^ { 2 } \\ 1 & \alpha ^ { 2 } & \alpha ^ { 4 } \end{array} \right]$, then the matrix $A ^ { 31 }$ is equal to
(1) $A ^ { 3 }$
(2) $I _ { 3 }$
(3) $A ^ { 2 }$
(4) $A$
jee-main 2021 Q72 View
If $P = \left[ \begin{array} { c c } 1 & 0 \\ \frac { 1 } { 2 } & 1 \end{array} \right]$, then $P ^ { 50 }$ is:
(1) $\left[ \begin{array} { l l } 1 & 0 \\ 25 & 1 \end{array} \right]$
(2) $\left[ \begin{array} { l l } 1 & 50 \\ 0 & 1 \end{array} \right]$
(3) $\left[ \begin{array} { l l } 1 & 25 \\ 0 & 1 \end{array} \right]$
(4) $\left[ \begin{array} { l l } 1 & 0 \\ 50 & 1 \end{array} \right]$