On the computation of the nth power of a matrix
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Publication:6286652
arXiv1705.04994MaRDI QIDQ6286652FDOQ6286652
Authors: Nikolaos Halidias
Publication date: 14 May 2017
Abstract: In this note we discuss the problem of finding the nth power of a matrix which is strongly connected to the study of Markov chains and others mathematical topics. We observe the known fact (but maybe not well known) that the Cayley-Hamilton theorem is of key importance to this goal. We also demonstrate the classical Gauss elimination technique as a tool to compute the minimum polynomial of a matrix without necessarily know the characteristic polynomial.
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