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Thread: Matrix problem

  1. #1 Matrix problem 
    Forum Freshman
    Join Date
    Jul 2009
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    11
    I'm interested in the eigenvalues of the matrix H. The general definition of H is:



    Where

    and
    for 1<k<K. (ie its constant over k)

    is the period, with .


    In particular, when there are no intermediary between 0 and T, I need to get an answer for H of:



    In trying to work this out, I figured that the general definition of H reduces to


    If I use the transpose of R(T) instead, I can manage to get



    Which is close but not quite right. I think I'm going wrong in reducing the general definition down to my specific case, but don't know exactly what to do. Any ideas? Please tell me if i haven't been clear.

    Also, what would happen to the eigenvalues if i just switched the signs of the coefficients in the last matrix to get what i wanted?

    (Btw, thats meant to be a matrix multiplication up there, but the matrices misaligned for some reason.)

    Many thanks


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