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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


  1. The Fibonacci numbers Consider a population of creatures. Every month, each creature older than one month reproduces, creating one new creature. How does the population grow? � 1 � � � � � pop. at n + 1 1 pop. at n = ≥ one month at n + 1 1 0 ≥ one month at n This was why Fibonacci introduced his numbers.

  2. The Fibonacci numbers Consider a population of creatures. Every month, each creature older than one month reproduces, creating one new creature. How does the population grow? � 1 � � � � � pop. at n + 1 1 pop. at n = ≥ one month at n + 1 1 0 ≥ one month at n This was why Fibonacci introduced his numbers. The appearance of them in nature is sometimes explained by the above mechanism.

  3. Powers of matrices

  4. Powers of matrices To understand a linear discrete dynamical system given by A : V → V

  5. Powers of matrices To understand a linear discrete dynamical system given by A : V → V we should compute A n .

  6. Powers of matrices To understand a linear discrete dynamical system given by A : V → V we should compute A n . If A : R n → R n is given by a diagonal matrix, this is easy:

  7. Powers of matrices To understand a linear discrete dynamical system given by A : V → V we should compute A n . If A : R n → R n is given by a diagonal matrix, this is easy: n    a n  0 0 0 0 a 1 1 a n 0 0 0 0 a 2 =    2  a n 0 0 0 0 a 3 3

  8. Diagonal matrices A matrix A is diagonal if and only if:

  9. Diagonal matrices A matrix A is diagonal if and only if: For each e i , there is a scalar λ i so that A · e i = λ i · e i

  10. Diagonal matrices A matrix A is diagonal if and only if: For each e i , there is a scalar λ i so that A · e i = λ i · e i E.g. when n = 3,

  11. Diagonal matrices A matrix A is diagonal if and only if: For each e i , there is a scalar λ i so that A · e i = λ i · e i E.g. when n = 3, this would mean  0 0  λ 1 A = 0 λ 2 0   0 0 λ 3

  12. Diagonal matrices

  13. Diagonal matrices It’s almost as good for A to be diagonal in some basis B = { b 1 , b 2 , . . . , b n }

  14. Diagonal matrices It’s almost as good for A to be diagonal in some basis B = { b 1 , b 2 , . . . , b n } Since in this case, we can change basis to B , compute powers of the diagonal matrix [ A ] B , and then change back.

  15. Diagonal matrices It’s almost as good for A to be diagonal in some basis B = { b 1 , b 2 , . . . , b n } 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 · b i = λ i b i

  16. Powers in other bases If A : R n → R n is given by a matrix (also called A ),

  17. Powers in other bases If A : R n → R n is given by a matrix (also called A ), If B = { b 1 , b 2 , . . . , b n } is a basis,

  18. Powers in other bases If A : R n → R n is given by a matrix (also called A ), If B = { b 1 , b 2 , . . . , b n } is a basis, set B = [ b 1 , b 2 , . . . , b n ],

  19. Powers in other bases If A : R n → R n is given by a matrix (also called A ), If B = { b 1 , b 2 , . . . , b n } is a basis, set B = [ b 1 , b 2 , . . . , b n ], so that [ v ] B = B − 1 · v [ A ] B = B − 1 AB

  20. Powers in other bases If A : R n → R n is given by a matrix (also called A ), If B = { b 1 , b 2 , . . . , b n } is a basis, set B = [ b 1 , b 2 , . . . , b n ], so that [ v ] B = B − 1 · v [ A ] B = B − 1 AB hence A = B [ A ] B B − 1

  21. Powers in other bases Since A = B [ A ] B B − 1

  22. Powers in other bases Since A = B [ A ] B B − 1 We can compute A 2 = B [ A ] B B − 1 B [ A ] B B − 1 = B [ A ] B [ A ] B B − 1 = B [ A ] 2 B B − 1

  23. Powers in other bases Since A = B [ A ] B B − 1 We can compute A 2 = B [ A ] B B − 1 B [ A ] B B − 1 = B [ A ] B [ A ] B B − 1 = B [ A ] 2 B B − 1 More generally, A n = B [ A ] n B B − 1

  24. Powers in other bases Since A = B [ A ] B B − 1 We can compute A 2 = B [ A ] B B − 1 B [ A ] B B − 1 = B [ A ] B [ A ] B B − 1 = B [ A ] 2 B B − 1 More generally, A n = B [ A ] n B B − 1 So if we can find a basis B in which [ A ] B is diagonal,

  25. Powers in other bases Since A = B [ A ] B B − 1 We can compute A 2 = B [ A ] B B − 1 B [ A ] B B − 1 = B [ A ] B [ A ] B B − 1 = B [ A ] 2 B B − 1 More generally, A n = B [ A ] n B B − 1 So if we can find a basis B in which [ A ] B is diagonal, we can compute [ A ] n B ,

  26. Powers in other bases Since A = B [ A ] B B − 1 We can compute A 2 = B [ A ] B B − 1 B [ A ] B B − 1 = B [ A ] B [ A ] B B − 1 = B [ A ] 2 B B − 1 More generally, A n = B [ A ] n B B − 1 So if we can find a basis B in which [ A ] B is diagonal, we can compute [ A ] n B , hence A n .

  27. Eigenvalues and eigenvectors

  28. Eigenvalues and eigenvectors As we saw, A is diagonal in the basis B exactly when A · b i = λ i b i

  29. Eigenvalues and eigenvectors As we saw, A is diagonal in the basis B exactly when A · b i = λ i b i Any vector b with A · b = λ b is called an eigenvector of A .

  30. Eigenvalues and eigenvectors As we saw, A is diagonal in the basis B exactly when A · b i = λ i b i Any vector b with A · b = λ b is called an eigenvector of A . In this case λ is called an eigenvalue of A .

  31. Eigenvalues and eigenvectors

  32. Eigenvalues and eigenvectors Example Consider the identity matrix I .

  33. Eigenvalues and eigenvectors Example Consider the identity matrix I . Every vector is an eigenvector, since I · v = v

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

  35. Eigenvalues and eigenvectors Example � 2 � 0 Consider the matrix A = . 0 3

  36. Eigenvalues and eigenvectors Example � 2 � 0 Consider the matrix A = . Since A · e 1 = 2 e 1 and 0 3 A · e 2 = 3 e 2 ,

  37. Eigenvalues and eigenvectors Example � 2 � 0 Consider the matrix A = . Since A · e 1 = 2 e 1 and 0 3 A · e 2 = 3 e 2 , the vectors e 1 , e 2 are eigenvectors.

  38. Eigenvalues and eigenvectors Example � 2 � 0 Consider the matrix A = . Since A · e 1 = 2 e 1 and 0 3 A · e 2 = 3 e 2 , the vectors e 1 , e 2 are eigenvectors. The vectors a e 1 and b e 2 are also eigenvectors, for any scalars a , b .

  39. Eigenvalues and eigenvectors Example � 2 � 0 Consider the matrix A = . Since A · e 1 = 2 e 1 and 0 3 A · e 2 = 3 e 2 , the vectors e 1 , e 2 are eigenvectors. The vectors a e 1 and b e 2 are also eigenvectors, for any scalars a , b . Are there any other eigenvectors?

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