Solve this matrix equation and find T

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I would like to find a matrix T that satisfies this equation
T^-1*F*T = G
where F and G are known matrices.
In particular,
G = [0 2 0;-1 1 0;-2 2 0]
and
F = [0 -1 0; 2 1 0; 0 1 0]
Thanks!

回答(1 个)

John D'Errico
John D'Errico 2020-1-28
Homework, right? Why not admit it?
Note that the solution, if one exists, is not unique, since IF T does exist to solve the problem, then it is also true that for any scalar k, we also have k*T as a fully valid solution.
If T exists, such that T^-1*F*T = G, then we can write the problem in this form:
F*T = T*G
Now solve it using kron and null. The trick is to "unwind" the matrix T into a vector. Use kron to implicitly do that.
G = [0 2 0;-1 1 0;-2 2 0];
F = [0 -1 0; 2 1 0; 0 1 0];
sol = null(kron(eye(3),F) - kron(G',eye(3)));
T = reshape(sol(:,1),[3,3])
T =
-0.44989 0.17925 1.1936e-16
0.17925 0.72053 -4.7178e-17
0.44989 -0.10133 -0.038959
I picked the first column of sol, but that choice was arbitrary. I could have used any linear combination of the columns of sol. Regardless, did it work?
inv(T)*F*T
ans =
3.8858e-16 2 9.5242e-19
-1 1 2.6559e-16
-2 2 5.3118e-16
norm(inv(T)*F*T - G)
ans =
1.0165e-14
So, ignoring the stuff that is on the order of eps, T does as required.

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