Matrix geometric series Created 2026-09-24 Updated 2026-10-20
The finite matrix geometric series telescopes as stated in the title. If its partial sums converge, then their successive differences show . Passing to the limit gives , so the sum is the matrix inverse . Conversely, existence of the inverse alone does not imply series convergence: the scalar matrix is a counterexample. The Neumann series gives a sufficient condition from a matrix norm smaller than one.
For a nilpotent matrix with , convergence is automatic and the inverse is the finite polynomial . Multiplying by directly verifies this inverse without computing a determinant or diagonalizing.
Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge 2006 Paper 1 1 c Solution Created 2026-10-18 Updated 2026-10-20
Let . The finite matrix geometric series telescopes to . By the assumed convergence, its terms tend to zero, so the limit satisfies . Consequently . This is the finite-dimensional Neumann series argument; invertibility by itself would not imply convergence.
The diagonalization in part (b) gives . HenceSufficiency follows from the scalar powers tending to zero; necessity also follows immediately from the diagonal entries of . Under these conditions the matrix geometric series converges, and its sum isWriting , and , all entries are explicitlyFor example, and . These expressions remain valid when parameter values coincide.
Generate successive matrix powers and take cumulative sums using matrix addition:For the stipulated square matrix,
seriesMat :: Num a => Matrix a -> [Matrix a]
seriesMat m = scanl1 addMat (iterate (multMat m) m)iterate (multMat m) m produces m, m*m, m*(m*m), and so on. Associativity of exact matrix multiplication identifies these as . The left scan scanl1 addMat then returnsAll dimensions remain compatible. The infinite outer list is available a finite prefix at a time under lazy evaluation; no convergence of the matrix geometric series is needed. With floating-point entries, the expression specifies this particular multiplication and addition order, since machine arithmetic need not obey the exact algebraic laws.If with , put . The matrix geometric series telescopes on both sides:Thus is nonsingular, andThis is a finite polynomial identity for a nilpotent matrix; no convergence argument or bound is required.