Linear algebra and differential equations (Math 54): Lecture 12 - - PowerPoint PPT Presentation

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Linear algebra and differential equations (Math 54): Lecture 12 - - PowerPoint PPT Presentation

Linear algebra and differential equations (Math 54): Lecture 12 Vivek Shende March 5, 2019 Hello and welcome to class! Hello and welcome to class! Last time Hello and welcome to class! Last time We discussed change of basis. Hello and


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SLIDE 1

Linear algebra and differential equations (Math 54): Lecture 12

Vivek Shende March 5, 2019

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SLIDE 2

Hello and welcome to class!

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SLIDE 3

Hello and welcome to class!

Last time

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SLIDE 4

Hello and welcome to class!

Last time

We discussed change of basis.

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SLIDE 5

Hello and welcome to class!

Last time

We discussed change of basis.

This time

We will introduce the notions of eigenvalues and eigenvectors.

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SLIDE 6

Hello and welcome to class!

Last time

We discussed change of basis.

This time

We will introduce the notions of eigenvalues and eigenvectors. These some of the most powerful ideas you will see in this class.

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SLIDE 7

Review: the matrix of a linear transformation

If B is a basis in V and C is a basis in W , a linear transformation T : V → W is written in coordinates by the matrix C[T]B which completes the square W ✛ T V Rdim W [ ]C

❄ ✛

C[T]B Rdim V

[ ]B

For a new choice of basis B′ of V and C′ of W , we have

C′[T]B′ = P

C′←C C[T]B

P

B←B′

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SLIDE 8

Review: the matrix of a linear transformation

In the special case when V = W and B = C, we write just [T]B. V ✛ T V Rdim V [ ]B

❄ ✛

[T]B Rdim V [ ]B

For a new choice of basis B′ of V , we have [T]B′ =

P

B′←B [T]B

P

B←B′=

  • P

B←B′

−1 [T]B

P

B←B′

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SLIDE 9

Review: change of basis and conjugation

Finally, if V = Rn, Rn ✛ T Rn Rdim V [ ]B

❄ ✛

[T]B Rdim V [ ]B

we recall that [v]B = [b1, . . . , bn]−1 · v so [T]B = [b1, . . . , bn]−1 · T · [b1, . . . , bn]

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SLIDE 10

In examplestan

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SLIDE 11

In examplestan

No-one knows how to make pants the correct size, so all the people have to wear suspenders or belts.

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SLIDE 12

In examplestan

No-one knows how to make pants the correct size, so all the people have to wear suspenders or belts. Every year, 1 % of belt-wearers decide they’d prefer suspenders, and 2 % of suspender-wearers decide they’d rather have a belt.

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SLIDE 13

In examplestan

No-one knows how to make pants the correct size, so all the people have to wear suspenders or belts. Every year, 1 % of belt-wearers decide they’d prefer suspenders, and 2 % of suspender-wearers decide they’d rather have a belt. Today, belts and suspenders are about equally popular.

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SLIDE 14

In examplestan

No-one knows how to make pants the correct size, so all the people have to wear suspenders or belts. Every year, 1 % of belt-wearers decide they’d prefer suspenders, and 2 % of suspender-wearers decide they’d rather have a belt. Today, belts and suspenders are about equally popular. What will people be wearing next year?

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SLIDE 15

In examplestan

No-one knows how to make pants the correct size, so all the people have to wear suspenders or belts. Every year, 1 % of belt-wearers decide they’d prefer suspenders, and 2 % of suspender-wearers decide they’d rather have a belt. Today, belts and suspenders are about equally popular. What will people be wearing next year? In five years?

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SLIDE 16

In examplestan

No-one knows how to make pants the correct size, so all the people have to wear suspenders or belts. Every year, 1 % of belt-wearers decide they’d prefer suspenders, and 2 % of suspender-wearers decide they’d rather have a belt. Today, belts and suspenders are about equally popular. What will people be wearing next year? In five years? In 100 years?

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SLIDE 17

In examplestan

Symbolically:

  • belts in year n + 1

suspenders in year n + 1

  • =

.99 .02 .01 .98 belts in year n suspenders in year n

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SLIDE 18

In examplestan

Symbolically:

  • belts in year n + 1

suspenders in year n + 1

  • =

.99 .02 .01 .98 belts in year n suspenders in year n

  • Iterating this process:
  • belts after n years

suspenders after n years

  • =

.99 .02 .01 .98 n belts now suspenders now

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SLIDE 19

In examplestan

Symbolically:

  • belts in year n + 1

suspenders in year n + 1

  • =

.99 .02 .01 .98 belts in year n suspenders in year n

  • Iterating this process:
  • belts after n years

suspenders after n years

  • =

.99 .02 .01 .98 n belts now suspenders now

  • How can we compute

.99 .02 .01 .98 n ?

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SLIDE 20

Discrete dynamical systems

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SLIDE 21

Discrete dynamical systems

There are many processes whose:

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SLIDE 22

Discrete dynamical systems

There are many processes whose:

◮ Possible states are elements of a vector space V

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SLIDE 23

Discrete dynamical systems

There are many processes whose:

◮ Possible states are elements of a vector space V ◮ State at time n = 0, 1, 2, 3, · · · is written v(n)

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SLIDE 24

Discrete dynamical systems

There are many processes whose:

◮ Possible states are elements of a vector space V ◮ State at time n = 0, 1, 2, 3, · · · is written v(n) ◮ Time evolution is

v(n + 1) = A · v(n) For some linear transformation A : V → V

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SLIDE 25

Discrete dynamical systems

There are many processes whose:

◮ Possible states are elements of a vector space V ◮ State at time n = 0, 1, 2, 3, · · · is written v(n) ◮ Time evolution is

v(n + 1) = A · v(n) For some linear transformation A : V → V Such systems are called (time independent) linear discrete dynamical systems.

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SLIDE 26

Discrete dynamical systems

There are many processes whose:

◮ Possible states are elements of a vector space V ◮ State at time n = 0, 1, 2, 3, · · · is written v(n) ◮ Time evolution is

v(n + 1) = A · v(n) For some linear transformation A : V → V Such systems are called (time independent) linear discrete dynamical systems. We just saw one.

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SLIDE 27

Discrete dynamical systems

For the linear discrete dynamical system v(n + 1) = A · v(n)

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Discrete dynamical systems

For the linear discrete dynamical system v(n + 1) = A · v(n) The state at time n is v(n) = Anv(0)

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SLIDE 29

Discrete dynamical systems

For the linear discrete dynamical system v(n + 1) = A · v(n) The state at time n is v(n) = Anv(0) So to understand the behavior of such a system is to understand how to take powers of a linear transformation (or matrix).

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SLIDE 30

The Fibonacci numbers

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SLIDE 31

The Fibonacci numbers

0,

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SLIDE 32

The Fibonacci numbers

0, 1,

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SLIDE 33

The Fibonacci numbers

0, 1, 1,

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SLIDE 34

The Fibonacci numbers

0, 1, 1, 2,

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SLIDE 35

The Fibonacci numbers

0, 1, 1, 2, 3,

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SLIDE 36

The Fibonacci numbers

0, 1, 1, 2, 3, 5,

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SLIDE 37

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8,

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SLIDE 38

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13,

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SLIDE 39

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21,

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SLIDE 40

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34,

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SLIDE 41

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55,

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SLIDE 42

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89,

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SLIDE 43

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144,

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SLIDE 44

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, ...

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SLIDE 45

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, ... Each is the sum of the previous two:

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SLIDE 46

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, ... Each is the sum of the previous two: Fn+2 = Fn+1 + Fn

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SLIDE 47

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, ... Each is the sum of the previous two: Fn+2 = Fn+1 + Fn Squares of these side-lengths fit together nicely in a spiral

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SLIDE 48

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, ... Each is the sum of the previous two: Fn+2 = Fn+1 + Fn Squares of these side-lengths fit together nicely in a spiral

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SLIDE 49

The Fibonacci numbers

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, ... Each is the sum of the previous two: Fn+2 = Fn+1 + Fn Squares of these side-lengths fit together nicely in a spiral

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SLIDE 50

The Fibonacci numbers

This spiral can be seen in nature...

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SLIDE 51

The Fibonacci numbers

This spiral can be seen in nature...

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SLIDE 52

The Fibonacci numbers

This spiral can be seen in nature...

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SLIDE 53

The Fibonacci numbers

This spiral can be seen in nature...

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SLIDE 54

The Fibonacci numbers

This spiral can be seen in nature...

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SLIDE 55

The Fibonacci numbers

The recursion Fn+2 = Fn+1 + Fn can be described by a matrix

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SLIDE 56

The Fibonacci numbers

The recursion Fn+2 = Fn+1 + Fn can be described by a matrix Fn+2 Fn+1

  • =

1 1 1 Fn+1 Fn

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SLIDE 57

The Fibonacci numbers

The recursion Fn+2 = Fn+1 + Fn can be described by a matrix Fn+2 Fn+1

  • =

1 1 1 Fn+1 Fn

  • Since F1 = 1 and F0 = 0,

Fn+1 Fn

  • =

1 1 1 n 1

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SLIDE 58

The Fibonacci numbers

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SLIDE 59

The Fibonacci numbers

Consider a population of creatures. Every month, each creature

  • lder than one month reproduces, creating one new creature.
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SLIDE 60

The Fibonacci numbers

Consider a population of creatures. Every month, each creature

  • lder than one month reproduces, creating one new creature.

How does the population grow?

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SLIDE 61

The Fibonacci numbers

Consider a population of creatures. Every month, each creature

  • lder than one month reproduces, creating one new creature.

How does the population grow?

  • pop. at n + 1

≥ one month at n + 1

  • =

1 1 1

  • pop. at n

≥ one month at n

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SLIDE 62

The Fibonacci numbers

Consider a population of creatures. Every month, each creature

  • lder than one month reproduces, creating one new creature.

How does the population grow?

  • pop. at n + 1

≥ one month at n + 1

  • =

1 1 1

  • pop. at n

≥ one month at n

  • This was why Fibonacci introduced his numbers.
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SLIDE 63

The Fibonacci numbers

Consider a population of creatures. Every month, each creature

  • lder than one month reproduces, creating one new creature.

How does the population grow?

  • pop. at n + 1

≥ one month at n + 1

  • =

1 1 1

  • pop. at n

≥ one month at n

  • This was why Fibonacci introduced his numbers. The appearance
  • f them in nature is sometimes explained by the above mechanism.
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SLIDE 64

Powers of matrices

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SLIDE 65

Powers of matrices

To understand a linear discrete dynamical system given by A : V → V

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SLIDE 66

Powers of matrices

To understand a linear discrete dynamical system given by A : V → V we should compute An.

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SLIDE 67

Powers of matrices

To understand a linear discrete dynamical system given by A : V → V we should compute An. If A : Rn → Rn is given by a diagonal matrix, this is easy:

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SLIDE 68

Powers of matrices

To understand a linear discrete dynamical system given by A : V → V we should compute An. If A : Rn → Rn is given by a diagonal matrix, this is easy:   a1 a2 a3  

n

=   an

1

an

2

an

3

 

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SLIDE 69

Diagonal matrices

A matrix A is diagonal if and only if:

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Diagonal matrices

A matrix A is diagonal if and only if: For each ei, there is a scalar λi so that A · ei = λi · ei

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SLIDE 71

Diagonal matrices

A matrix A is diagonal if and only if: For each ei, there is a scalar λi so that A · ei = λi · ei E.g. when n = 3,

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SLIDE 72

Diagonal matrices

A matrix A is diagonal if and only if: For each ei, there is a scalar λi so that A · ei = λi · ei E.g. when n = 3, this would mean A =   λ1 λ2 λ3  

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SLIDE 73

Diagonal matrices

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SLIDE 74

Diagonal matrices

It’s almost as good for A to be diagonal in some basis B = {b1, b2, . . . , bn}

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SLIDE 75

Diagonal matrices

It’s almost as good for A to be diagonal in some basis B = {b1, b2, . . . , bn} Since in this case, we can change basis to B, compute powers of the diagonal matrix [A]B, and then change back.

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SLIDE 76

Diagonal matrices

It’s almost as good for A to be diagonal in some basis B = {b1, b2, . . . , bn} Since in this case, we can change basis to B, compute powers of the diagonal matrix [A]B, and then change back. Note that A is diagonal in the basis B exactly when A · bi = λibi

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SLIDE 77

Powers in other bases

If A : Rn → Rn is given by a matrix (also called A),

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SLIDE 78

Powers in other bases

If A : Rn → Rn is given by a matrix (also called A), If B = {b1, b2, . . . , bn} is a basis,

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SLIDE 79

Powers in other bases

If A : Rn → Rn is given by a matrix (also called A), If B = {b1, b2, . . . , bn} is a basis, set B = [b1, b2, . . . , bn],

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SLIDE 80

Powers in other bases

If A : Rn → Rn is given by a matrix (also called A), If B = {b1, b2, . . . , bn} is a basis, set B = [b1, b2, . . . , bn], so that [v]B = B−1 · v [A]B = B−1AB

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SLIDE 81

Powers in other bases

If A : Rn → Rn is given by a matrix (also called A), If B = {b1, b2, . . . , bn} is a basis, set B = [b1, b2, . . . , bn], so that [v]B = B−1 · v [A]B = B−1AB hence A = B[A]BB−1

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SLIDE 82

Powers in other bases

Since A = B[A]BB−1

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SLIDE 83

Powers in other bases

Since A = B[A]BB−1 We can compute A2 = B[A]BB−1B[A]BB−1 = B[A]B[A]BB−1 = B[A]2

BB−1

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SLIDE 84

Powers in other bases

Since A = B[A]BB−1 We can compute A2 = B[A]BB−1B[A]BB−1 = B[A]B[A]BB−1 = B[A]2

BB−1

More generally, An = B[A]n

BB−1

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SLIDE 85

Powers in other bases

Since A = B[A]BB−1 We can compute A2 = B[A]BB−1B[A]BB−1 = B[A]B[A]BB−1 = B[A]2

BB−1

More generally, An = B[A]n

BB−1

So if we can find a basis B in which [A]B is diagonal,

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SLIDE 86

Powers in other bases

Since A = B[A]BB−1 We can compute A2 = B[A]BB−1B[A]BB−1 = B[A]B[A]BB−1 = B[A]2

BB−1

More generally, An = B[A]n

BB−1

So if we can find a basis B in which [A]B is diagonal, we can compute [A]n

B,

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SLIDE 87

Powers in other bases

Since A = B[A]BB−1 We can compute A2 = B[A]BB−1B[A]BB−1 = B[A]B[A]BB−1 = B[A]2

BB−1

More generally, An = B[A]n

BB−1

So if we can find a basis B in which [A]B is diagonal, we can compute [A]n

B, hence An.

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SLIDE 88

Eigenvalues and eigenvectors

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SLIDE 89

Eigenvalues and eigenvectors

As we saw, A is diagonal in the basis B exactly when A · bi = λibi

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SLIDE 90

Eigenvalues and eigenvectors

As we saw, A is diagonal in the basis B exactly when A · bi = λibi Any vector b with A · b = λb is called an eigenvector of A.

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SLIDE 91

Eigenvalues and eigenvectors

As we saw, A is diagonal in the basis B exactly when A · bi = λibi Any vector b with A · b = λb is called an eigenvector of A. In this case λ is called an eigenvalue of A.

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SLIDE 92

Eigenvalues and eigenvectors

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SLIDE 93

Eigenvalues and eigenvectors

Example

Consider the identity matrix I.

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SLIDE 94

Eigenvalues and eigenvectors

Example

Consider the identity matrix I. Every vector is an eigenvector, since I · v = v

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SLIDE 95

Eigenvalues and eigenvectors

Example

Consider the identity matrix I. Every vector is an eigenvector, since I · v = v They all have eigenvalue 1.

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SLIDE 96

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 3

  • .
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SLIDE 97

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 3

  • . Since A · e1 = 2e1 and

A · e2 = 3e2,

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SLIDE 98

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 3

  • . Since A · e1 = 2e1 and

A · e2 = 3e2, the vectors e1, e2 are eigenvectors.

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SLIDE 99

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 3

  • . Since A · e1 = 2e1 and

A · e2 = 3e2, the vectors e1, e2 are eigenvectors. The vectors ae1 and be2 are also eigenvectors, for any scalars a, b.

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SLIDE 100

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 3

  • . Since A · e1 = 2e1 and

A · e2 = 3e2, the vectors e1, e2 are eigenvectors. The vectors ae1 and be2 are also eigenvectors, for any scalars a, b. Are there any other eigenvectors?

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SLIDE 101

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 3

  • . Since A · e1 = 2e1 and

A · e2 = 3e2, the vectors e1, e2 are eigenvectors. The vectors ae1 and be2 are also eigenvectors, for any scalars a, b. Are there any other eigenvectors? 2 3 a b

  • =

2a 3b

  • = λ

a b

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SLIDE 102

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 3

  • . Since A · e1 = 2e1 and

A · e2 = 3e2, the vectors e1, e2 are eigenvectors. The vectors ae1 and be2 are also eigenvectors, for any scalars a, b. Are there any other eigenvectors? 2 3 a b

  • =

2a 3b

  • = λ

a b

  • This can only happen if a = 0 or b = 0.
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SLIDE 103

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 3

  • . Since A · e1 = 2e1 and

A · e2 = 3e2, the vectors e1, e2 are eigenvectors. The vectors ae1 and be2 are also eigenvectors, for any scalars a, b. Are there any other eigenvectors? 2 3 a b

  • =

2a 3b

  • = λ

a b

  • This can only happen if a = 0 or b = 0.

Thus the only eigenvectors are ae1 and be2.

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SLIDE 104

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 3

  • . Since A · e1 = 2e1 and

A · e2 = 3e2, the vectors e1, e2 are eigenvectors. The vectors ae1 and be2 are also eigenvectors, for any scalars a, b. Are there any other eigenvectors? 2 3 a b

  • =

2a 3b

  • = λ

a b

  • This can only happen if a = 0 or b = 0.

Thus the only eigenvectors are ae1 and be2. The only eigenvalues are 2 and 3.

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SLIDE 105

Eigenvalues and eigenvectors

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SLIDE 106

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 1 3

  • .
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SLIDE 107

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 1 3

  • . Since A · e1 = 2e1, the vector

e1 is an eigenvector.

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SLIDE 108

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 1 3

  • . Since A · e1 = 2e1, the vector

e1 is an eigenvector. So are its multiples.

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SLIDE 109

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 1 3

  • . Since A · e1 = 2e1, the vector

e1 is an eigenvector. So are its multiples. Are there any other eigenvectors?

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SLIDE 110

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 1 3

  • . Since A · e1 = 2e1, the vector

e1 is an eigenvector. So are its multiples. Are there any other eigenvectors?

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SLIDE 111

Finding eigenvalues

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SLIDE 112

Finding eigenvalues

The equation A · v = λv is equivalent to (A − λI)v = 0.

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SLIDE 113

Finding eigenvalues

The equation A · v = λv is equivalent to (A − λI)v = 0. There’s a nonzero solution if and only if det(A − λI) = 0

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SLIDE 114

Finding eigenvalues

The equation A · v = λv is equivalent to (A − λI)v = 0. There’s a nonzero solution if and only if det(A − λI) = 0 So λ is an eigenvalue if and only if it solves det(A − λI) = 0.

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SLIDE 115

Finding eigenvalues

The equation A · v = λv is equivalent to (A − λI)v = 0. There’s a nonzero solution if and only if det(A − λI) = 0 So λ is an eigenvalue if and only if it solves det(A − λI) = 0. This is called the characteristic equation.

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SLIDE 116

Try it yourself

Write the characteristic equation det(A − λI) = 0 for:

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SLIDE 117

Try it yourself

Write the characteristic equation det(A − λI) = 0 for: 1 1

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SLIDE 118

Try it yourself

Write the characteristic equation det(A − λI) = 0 for: 1 1

  • (1 − λ)2 = 0
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SLIDE 119

Try it yourself

Write the characteristic equation det(A − λI) = 0 for: 1 1

  • (1 − λ)2 = 0

2 3

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SLIDE 120

Try it yourself

Write the characteristic equation det(A − λI) = 0 for: 1 1

  • (1 − λ)2 = 0

2 3

  • (2 − λ)(3 − λ) = 0
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SLIDE 121

Try it yourself

Write the characteristic equation det(A − λI) = 0 for: 1 1

  • (1 − λ)2 = 0

2 3

  • (2 − λ)(3 − λ) = 0

2 1 3

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SLIDE 122

Try it yourself

Write the characteristic equation det(A − λI) = 0 for: 1 1

  • (1 − λ)2 = 0

2 3

  • (2 − λ)(3 − λ) = 0

2 1 3

  • (2 − λ)(3 − λ) = 0
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SLIDE 123

Try it yourself

Write the characteristic equation det(A − λI) = 0 for: 1 1

  • (1 − λ)2 = 0

2 3

  • (2 − λ)(3 − λ) = 0

2 1 3

  • (2 − λ)(3 − λ) = 0

1 1 1

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SLIDE 124

Try it yourself

Write the characteristic equation det(A − λI) = 0 for: 1 1

  • (1 − λ)2 = 0

2 3

  • (2 − λ)(3 − λ) = 0

2 1 3

  • (2 − λ)(3 − λ) = 0

1 1 1

  • λ2 − λ − 1 = 0
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SLIDE 125

Try it yourself

Write the characteristic equation det(A − λI) = 0 for: 1 1

  • (1 − λ)2 = 0

2 3

  • (2 − λ)(3 − λ) = 0

2 1 3

  • (2 − λ)(3 − λ) = 0

1 1 1

  • λ2 − λ − 1 = 0
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SLIDE 126

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 1 3

  • . Since A · e1 = 2e1, the vector

e1 is an eigenvector. So are its multiples. Are there any other eigenvectors?

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SLIDE 127

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 1 3

  • . Since A · e1 = 2e1, the vector

e1 is an eigenvector. So are its multiples. Are there any other eigenvectors? Yes: the characteristic equation is (2 − λ)(3 − λ) = 0,

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SLIDE 128

Eigenvalues and eigenvectors

Example

Consider the matrix A = 2 1 3

  • . Since A · e1 = 2e1, the vector

e1 is an eigenvector. So are its multiples. Are there any other eigenvectors? Yes: the characteristic equation is (2 − λ)(3 − λ) = 0, so there’s an eigenvector of eigenvalue 3.

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SLIDE 129

Finding eigenvectors

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SLIDE 130

Finding eigenvectors

To find the eigenvectors of A of eigenvalue λ

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SLIDE 131

Finding eigenvectors

To find the eigenvectors of A of eigenvalue λ means solving the equation Av = λv

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SLIDE 132

Finding eigenvectors

To find the eigenvectors of A of eigenvalue λ means solving the equation Av = λv i.e., finding the kernel of (A − λI).

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SLIDE 133

Finding eigenvectors

Example

Let’s find eigenvectors of 2 1 3

  • f eigenvalue 3.
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SLIDE 134

Finding eigenvectors

Example

Let’s find eigenvectors of 2 1 3

  • f eigenvalue 3.

That means finding the kernel of −1 1

  • .
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SLIDE 135

Finding eigenvectors

Example

Let’s find eigenvectors of 2 1 3

  • f eigenvalue 3.

That means finding the kernel of −1 1

  • .

By inspection, it’s the linear subspace spanned by 1 1

  • .
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SLIDE 136

Finding eigenvectors

Example

Let’s find eigenvectors of 2 1 3

  • f eigenvalue 3.

That means finding the kernel of −1 1

  • .

By inspection, it’s the linear subspace spanned by 1 1

  • .

Checking:

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SLIDE 137

Finding eigenvectors

Example

Let’s find eigenvectors of 2 1 3

  • f eigenvalue 3.

That means finding the kernel of −1 1

  • .

By inspection, it’s the linear subspace spanned by 1 1

  • .

Checking: 2 1 3 1 1

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SLIDE 138

Finding eigenvectors

Example

Let’s find eigenvectors of 2 1 3

  • f eigenvalue 3.

That means finding the kernel of −1 1

  • .

By inspection, it’s the linear subspace spanned by 1 1

  • .

Checking: 2 1 3 1 1

  • =

3 3

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SLIDE 139

Finding eigenvectors

Example

Let’s find eigenvectors of 2 1 3

  • f eigenvalue 3.

That means finding the kernel of −1 1

  • .

By inspection, it’s the linear subspace spanned by 1 1

  • .

Checking: 2 1 3 1 1

  • =

3 3

  • = 3

1 1

  • .
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SLIDE 140

Try it yourself!

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SLIDE 141

Try it yourself!

Find the eigenvalues of 1 1 1

  • .
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SLIDE 142

Try it yourself!

Find the eigenvalues of 1 1 1

  • .

The characteristic equation is λ2 − λ − 1. The eigenvalues are given by the roots of this: λ+ = 1 + √ 5 2 λ− = 1 − √ 5 2

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SLIDE 143

Try it yourself!

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SLIDE 144

Try it yourself!

Find the eigenvectors of 1 1 1

  • .
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SLIDE 145

Try it yourself!

Find the eigenvectors of 1 1 1

  • .

The eigenvalues are λ± = 1±

√ 5 2

.

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SLIDE 146

Try it yourself!

Find the eigenvectors of 1 1 1

  • .

The eigenvalues are λ± = 1±

√ 5 2

. We want to find the kernel of

  • 1 − 1±

√ 5 2

1 1 − 1±

√ 5 2

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SLIDE 147

Try it yourself!

Find the eigenvectors of 1 1 1

  • .

The eigenvalues are λ± = 1±

√ 5 2

. We want to find the kernel of

  • 1 − 1±

√ 5 2

1 1 − 1±

√ 5 2

  • By inspection, the kernel is spanned by

√ 5 2

1

  • .
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SLIDE 148

Try it yourself!

Find the eigenvectors of 1 1 1

  • .

The eigenvalues are λ± = 1±

√ 5 2

. We want to find the kernel of

  • 1 − 1±

√ 5 2

1 1 − 1±

√ 5 2

  • By inspection, the kernel is spanned by

√ 5 2

1

  • .
  • 1+

√ 5 2

1

  • ,
  • 1−

√ 5 2

1

  • , (and their multiples) are the eigenvectors.
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SLIDE 149

Back to Fibonacci

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SLIDE 150

Back to Fibonacci

Fn+2 Fn+1

  • =

1 1 1 Fn+1 Fn

  • Fn+1

Fn

  • =

1 1 1 n 1

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SLIDE 151

Back to Fibonacci

  • 1+

√ 5 2

1

  • ,
  • 1−

√ 5 2

1

  • are eigenvectors for

1 1 1

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SLIDE 152

Back to Fibonacci

  • 1+

√ 5 2

1

  • ,
  • 1−

√ 5 2

1

  • are eigenvectors for

1 1 1

  • with eigenvalues 1+

√ 5 2

and 1−

√ 5 2

.

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SLIDE 153

Back to Fibonacci

  • 1+

√ 5 2

1

  • ,
  • 1−

√ 5 2

1

  • are eigenvectors for

1 1 1

  • with eigenvalues 1+

√ 5 2

and 1−

√ 5 2

. In other words, in the basis

  • 1+

√ 5 2

1

  • ,
  • 1−

√ 5 2

1

  • , the matrix

1 1 1

  • becomes diagonal with entries 1+

√ 5 2

and 1−

√ 5 2

.

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SLIDE 154

Back to Fibonacci

1 1 1

  • =
  • 1+

√ 5 2 1− √ 5 2

1 1

1+ √ 5 2 1− √ 5 2 1+ √ 5 2 1− √ 5 2

1 1 −1

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SLIDE 155

Back to Fibonacci

1 1 1

  • =
  • 1+

√ 5 2 1− √ 5 2

1 1

1+ √ 5 2 1− √ 5 2 1+ √ 5 2 1− √ 5 2

1 1 −1 Fn+1 Fn

  • =

1 1 1 n 1

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SLIDE 156

Back to Fibonacci

1 1 1

  • =
  • 1+

√ 5 2 1− √ 5 2

1 1

1+ √ 5 2 1− √ 5 2 1+ √ 5 2 1− √ 5 2

1 1 −1 Fn+1 Fn

  • =

1 1 1 n 1

  • Fn+1

Fn

  • =
  • 1+

√ 5 2 1− √ 5 2

1 1  

  • 1+

√ 5 2

n

  • 1−

√ 5 2

n  

  • 1+

√ 5 2 1− √ 5 2

1 1 −1 1