Subject 103 April 2004 Q7

[Rixius]

I'm having trouble understanding a logical step in the answer given in the revision notes.

There is a step where we say:

lim(h->0) [ P(h)P(t) - P(t) / h ]

= lim(h->0) [ P(h) - P(0) / h ] * P(t)

Please could someone advise what happens??

Thanks!!

 

[Rixius]

Ok, I think I inderstand this.

As we are defining P(0) as the identity matrix we can take out P(t) as a factor.