MATH 308 Lecture 29

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Eigenvalues and Eigenvectors

(See MATH 323 Lecture 24#Eigenvalues and Eigenvectors→)


Just to mention it here,

Eigenvalues Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lambda} are solutions to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left| A - \lambda \, I \right| = 0}
Eigenvectors are nonzero solutions Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \vec{x}} to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(A-\lambda\,I\right)\,\vec{x} = 0 \rightarrow A\,X = \lambda \, X}

Exercise 5

Find eigenvalues and eigenvectors of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = \begin{bmatrix}5&-1\\3&1\end{bmatrix}}

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \begin{vmatrix}5-\lambda & -1 \\ 3 & 1-\lambda\end{vmatrix} = 5 - 6\lambda + \lambda^2 + 3 &= 0 \\ \lambda &= 2,4 \\ \begin{bmatrix}3 & -1 \\ 3 & -1\end{bmatrix} \, \vec{x}_1 &= \vec{0} \\ \begin{bmatrix}-3 & 1 \\ 0 & 0\end{bmatrix} \, \vec{x}_1 &= \vec{0} \\ \vec{x}_1 &= \alpha \left\langle 1, 3 \right\rangle \\ \begin{bmatrix}1 & -1 \\ 3 & -3\end{bmatrix} \, \vec{x}_2 &= \vec{0} \\ \begin{bmatrix}1 & -1 \\ 0 & 0\end{bmatrix} \, \vec{x}_2 &= \vec{0} \\ \vec{x}_2 &= \alpha \end{align}}

Find eigenvalues and eigenvectors of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle B = \begin{bmatrix}1&0&0\\2&1&2\\3&2&1\end{bmatrix}}

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \begin{vmatrix}1-\lambda&0&0\\2&1-\lambda&2\\3&2&1-\lambda\end{vmatrix} \to \lambda &= -1, 1, 3 \\ \vec{x}_2 &= \left\langle 0, 1, -1 \right\rangle \\ \vec{x}_1 &= \left\langle 2, -3, -2 \right\rangle \\ \vec{x}_3 &= \left\langle 0, 1, 1 \right\rangle \\ \end{align}}

Solving Systems of Equations

Theorem 7.4.1

Let Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X_1, \ldots, X_p} be Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p} solutions to the homogeneous system

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X'(t) = A(t) \, X(t)}

on the interval Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I} , where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A(t)} is a continuous Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} matrix function on Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I} ,

then for any real numbers Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_1, \ldots, cp} , the vector

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \vec{x}(t) = \sum_{i=1}^p c_i \, X_i}

is a solution to the homogeneous system.

Theorem 7.4.2

Let Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X_1, \ldots, X_n} be Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} linearly independent solutions to the homogeneous system

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X'(t) = A(t) \, X(t)}

on the interval Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I} , where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A(t)} is a continuous Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} matrix function on Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I} ,

Any solution Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \vec{x}(t)} can be expressed in the form

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \vec{x}(t) = \sum_{i=1}^p c_i \, X_i}

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_1, \ldots, c_n} are constants.

Theorem 7.4.3

The Wronskian Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(X_1, \ldots, X_n)} is either 0 on Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I} or never vanishes on Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I} .

In other words, if Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(X_1, \ldots, X_n) = 0} , then the solutions are linearly dependent and do not describe all possible solutions.

Otherwise, we have found all solutions

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