CH.6 EIGENVALUES (8) Show that aFp=84+h md Boaz s of AB and 3 (b) Show that the (. f) em 4%, be eigenvectors of an ree of R* spanned ., show that Ax € S 19, Let B = S-¥AS and let x be eigenvalue A. Show 20. Show 1 ices A and B have a x (but not necessarily a common eigenvalue). then x W eigenvector of any matrix ofthe forin C = a + BB. 21. Lot be an x matrix and let 2 be a nonzero eigenvalue of A, Show is an eigenvector belonging 04, the fF aamal oot Ata? je matrix with eigenvalues Ay. (04, for each i all add up toa fixed constant 3, Show eigenvector of A” belonging t0 is. and y are orthogonal 25. Let A and B ben x n matrices, Show that: (a) 1f2.is a nonzero eigenvalue of AB, then itis also an eigenvalue of Ba. (b) IFA = O's an cigenvalue of AB, then % = Dis also an eigenvalue of Bi. 26. Prove that there do not exist x n matrices A and B sucl AB ~BA=. Hi : See Exercises 8 and 25.) 27. Let pd) = (1) @" — ayaa! = degree n > {and let ‘Show that if2; is avoot of pli with eigenvector x = (> ‘ by Use pare (a) to show that if p(X) has distinct roots Ay. As ‘then p(A) isthe characteristic polynomial of C. ‘The matrix C is called the companion ris of pl). 28, The result given in Exercise 27(b) holds even if al of pCa) are not distinct. Prove this as follows: fa) Let {by Show that det — AL) = (ayy — A)(-i)™" — det, = pa) WB systems OF LINEAR DIFFERENTIAL EQUATIONS important role in the soltion of systems of linea differ: wwe see how they are used in the solution of ‘equations with constant coefficients. We begin by considering systems of firstorder equations of the form Eigenvalues play a au + ats + = ayy + aye +292. chs 18, 19. 20. 24. 22, 25. 26. EIGENVALUES (a) Show that atp=w+h md Baan (b) Show that the (. /) enties of AB and AB are equal and hene that AaB Let xy. .0+,% be eigenvectors of an x matsix A and let $ be th subspace of R* spanned by xy, x, ....X,-Show that Sis invariant unde A (le, show that Ax € S whenever x € 5), Let B = SAS and let x be an eigenvector of & belonging to an cigenvalue A. Show that 53 an eigenvector of A belonging 0, Show that if two x1 matrices A and B have a common eigenvecto. x (but not necessarily a common eigenvalue), then x will also be an eigenvector of any matrix ofthe forin C = aa + BB. Let A be ann x matrix and let. be a nonzero eigenvalue of A, Show that if is an eigenvector belonging to, then xis inthe column space of ‘A. Hence the eigenspace corresponding to isa subspace ofthe column space of A, Let (uy. tay. y} be an ot be scalars. Define normal basis for RY and Tet &yy...-y As inal b dougul ++ bau Show that 4 is a symmetric matuix with eigenvalues Ay. Aa. that u, isan eigenvector belonging to 2, for each i = Let be a matrix whose columns al sdd up toa fixed constant 5, Show that dis an efgenvalue of A, Let Ay and Ay be distinct eigenvalues of A. Let x be an eigenvector of A belonging to ay and let y be an eigenvector of A” belonging (0 ia, Show that x and y are orthogonal, Let A and B ben x 1 matrices. Show that: (a) 1f2.is a nonzero eigenvalue of AB, then itis also an eigenvalue of Ba. (w) 1. of BA. Ois an cigenvalue of AB, thea % is also an eigenvalue Prove that there do not exist m x m matrices A and B such that AB BA (Hint: See Exercises 8 and 25.) SEC.2 SYSTEMS OF LINEAR DIFFERENTIAL EQUATIONS 293 27. Let p(d) = (-Q" =, degree n > | and let (At-l =+—aiA ag) bea polynomial of 00 00 oa to (a) Show that i, is a root of pA) = 0. then 2, is an eigenvalue of C with eigenvector x = QJ1 a8, HT by Use part (a) to show that if p(X) has distinet roots hy. then p(A) isthe characteristic polyiomial of C. ‘The matrix C is called the companion matrix of (2) 28, The result given in Exercise 27(b) holds even if al of the eigenvalues of pCi) are not distinct, Prove this as follows: (ay Let a a 00 Loa ‘ : ‘an se mathemati det De Q)) = (Dai gah! bo bah + a) (b1 Show that det(C = AL) = (04-4 — 4)! — det Dy-a) = pla) IB svsTEMs OF LINEAR DIFFERENTIAL EQUATIONS Ejgenvalues play an important role inthe solution of systems of linear differ- ential equations, In this section we see how they’ are used systems of linear differential equations with constant coeffivients, We begin by considering systems of first-order equations of the form Y= auyy + anyy $s + ty ++ ay Moun + ony + 1 ee294 C6 eIcenvatues If we tet ¥ = the system ean be written in ‘any function ofthe form (can arbitrary constant) satisfies this equation, A natural gener isto uke wherex = (6. oF this form does ‘work we compu Visita ay Nos if we choose 2 to be an eigenvalue of A and x to be an eigenvector belonging to A, then =Y=¥ ion to 2 is an eigenvalue of 4 snd x is tor belonging to, on of the system Y" = AY. her Ais eal or complex. Nove that if Y, and Vane b to ¥' = AY, then @Y, + BYsis also a solution, since SeAY, + BAY = AY, +BY) the sok ions toann 5 ' } | | I — SEC.2. SYSTEMS OF LINEAR DIFFERENTIAL EQUATIONS 4, p.228). A problem of the form Y=AY, Y)=Y¥, -d an fntial value problem, EXAMPLE 1. Solve the system =n tds =3n +2 am a=) Tienieamnarecn ener ats ‘longing to A, and x» = (1,1)! is ‘Thus any vector function of the Form = =I. Solving (A —A}x = 0 at xy = 3)? is an ef the system, a In Example I suppose that we requ Thus Y= Gand yy =F wher rm (822)=(0) 5) = Vand ey = 2, Hence the s lemis given by Yedtx, $2ehe, (tet be = ae — 20 Two tanks are connected as shown 200 titers of wate Figure % __C6 eIcenvatues where x) = (0) is a funetion in C'fa,b] for exch i. If we let ¥ = (idee 3)? and Y= (y), yf... 807s the system cam be writen in the form yaay ‘Y.and ¥ are both vector functions ofr Let us consider the simplest case first. ‘When 1 = 1, the system is simply Clearly any function ofthe form 0) satisfies this equation. A natural generalization ofthis solution forthe ease n> listo take (can arbitrary constant) where x = (6.12... .44)7- To verify that a vector Funetion ofthis form does ‘work we compute the derivative Vaio ay Now, if we choose 4 to be an eigenvalue of and x to be an belonging to A, then AY = May = hex = Y= Hence ¥ isa solution tothe system. Thus iF isan eigenvalte of A and x is vector belonging to 2, hen ex isa solution af the system Y" = AY, ‘This will be rue whether a is teal or complex. Nove that if ¥, and VY, are both solutions to ¥" = AY, then @Y; + BYs is also a solution, since (a) + BY.) =e; + BY, AY, + BAY AG@Y, + BY {1 follows by induction that if Wy... Yy are solutions to Y’ = AY. then any linear combination e,¥; + ++ 4-¢yY, will also be a solution, 4m general, the solutions to ann 5 1 firstorder system ofthe Form Y=ay Will form an sr-dimensional subspace of the veetor spnce of all continuous ‘ector-valued functions. If in addition, we require that Yr) take on a pre scribed value Vi when? 0. the proble wvea unique solution (see [32]. APPLICATION + SEC2_SYSTENS OF LEAR DIFERENTIALEQUATONS P. 228). A problem of the form Ym Ay, ¥()=¥o is called an initia value problem, EXAMPLE 1. Solve the system 3m + dys 3m + 2s da Ge) The eigenvalues of A are Ay = 6 and dy with = dy and A = Aa, we see that xy belonging to Ay and x» = (1, —1)" is an ei ‘Thus any vector function ofthe form 1, Solving (A —A/)x = 0 (4.3)! is am eigenvector Verqehtsy +e.e% a (tee! tee = (see — eve {sa solution 1 the system, a In Example 1 suppose that we require thats Ths tee (6 vo=(3)78)-(1) andi follows hat ey = 1 andy = 2 Hence the solution he inv prolem ssn by Y Mx, Dee =(sis20) SIDTURES ‘Two tanks are connected as shown in Figure 6.2.1. Initially tank A contains 200 titers of water in which 60 grams of salt has been dissolved. and tank B contains 200 liters of pure water. Liquid is pumped in and out of the wo tanks ar rates shown in the diggram. Determine the ammount of salt in each tank atSEC.2 SYSTEMS OF LINEAR DIFFERENTIAL EQUATIONS 297 a-(4 3} (9) d i CH.5 EIGENVALUES Water _Miwure where isu Gain ‘The eigenvalues of ae iy = — corresponding eigenvec- When: =0.¥ = Yo cum tex = Yo ‘and we can find c, and e: by solving, (+ 2)(2)-(@) FIGURE 6.21 30er 9 4306" COMPLEX BIG": UES rate itis being pumped out For tank the rate at which the salts ‘ at ibe arealn x ‘complex eigenvalue A = bi na let ven by xbe an eigenvector and imaginary parts, longing to 2. The vector x can be spl wold, Ne 80 yin sum (20 0 0 Rex) +i Rem) /Imsi salts being pomped out is ca [Restiims | [Res | (to : oun) (Ay) = sin mati unse) Next) Nin the rte of change for tank A i given by Since enties ofA ae ale, it follows that == a —bi nO _ my of A with eigenvector = Rex—ilmx Oni) _ ih NO= Soy" ~ “300 = 18. ~ T0 (0) and y(t) re mst solve protien Y=ay, ¥Q)=¥oH.6 EIGENVALUES Water 131L/min Minture (Vain 201 min FIGURE 6.2.1 SOLUTION, Let ys(t) and y3(7) be the number of grams of salt in tanks A and B. respectively, at time t. Initially. -(s8))=(¢) ‘The colal amount of liquid in each tank will remain at 200.titers sine Le amount being pumped in equals the amount being pumped out. The rate of change in the amount of salt for each tank is equal tothe rate i is being add ‘minus the rate itis being pumped out, For tank the rate at which the salts added is given by ow (Yat) « unis (B2an) 20.Limin) (ex) ‘Thus the rate of change for tank A is given by Yo) nit) AO ini 10 0) 407 10 y, for lank B, the rte of change is given by i) 20m) _ itt) _ yt) nee 0) To determine »(#) and ya(t) we must solve the initial valve problem Yay, ¥@)=Y¥. Ko Simi xe COMPLEX EIG= SEC.2. SYSTEMS OFLINEAR DIFFERENTIAL EQUATIONS 297 -(2) ih corresponding eigenvee- (4) = 0) The solution must then be of the form where ‘The eigenvalues of are iy tors Ya ces be: When: = 0, ¥ = Yo. Thus em tems and we can find ¢; and ¢; by solving (4 )(2)-(8) ‘The solution to this system is ¢, = ¢: initial value problem is TO) 3067874. 30e7128 wo=(0B)=(Bestarm) a 30. Therefore, the solution to te “/ALUES + bi andlet up imc its real Let A bea real n xn matrix with a complex eigenvalue A x be an eigensector belonging to 2. The vector x can be spl ‘nd imaginary pars Rex +i Imn, Rew Ima, Rex: téima: |_| Rex mas fa Rex +i tmx Rex, tilmy) — \Rex, Im Since entries of A are all real, it follows that k= a ~bi is also an ef of A with eigenvector Rex, =i lmsy Rexy—fImss =Rex-ilmx Rex, —ilmay xe both solutions to the first-order system Y" \ay linear combination ofthese two solutions will also be a solution. Thus if and hence ex and e298 GILG EIGENVALUES Yi = Hex es) = Relea) n= ex SR) = Ime") ‘Taking the real and imaginary parts of = eM (cos bt +i sin bu)(Rex + /Imx) we see that Yi =e [(e0sbr) Rex ~ (Ginbt) Ima) Vz = et ((cosb/)Imx + (sinbr) Rex) EXAMPLE 2, Solve the system *=(23) The eigenvalues of A ae 2 = 24 i and X = 2~i with eigenvector X= (LUD and X= (1,1 — 0", respec ( e*(cost + isint) eMcost + isin \(L-+0) = (ote a tier Let vmmnon (a fe) Bie (rere) Yay tes on to the system. vector fimetions Yy and Yy are real-valued solutions to Y= AY, a SS { SEC 2. SYSTEMS OF LIVEAR DIFFERENTIAL EQUATIONS: Soy the » x2 coefficient matrix A of the system ¥! = AY \lependent eigenvector rathave been presented, HIGHER-ORDER SYSTEMS Given a second-order system af the form Yaayeay” 10 a first-order system by seting Hewete and thea Ov + Ys and Yeas, $az give the 2n x 20 Gis) the values of Y, = Vand ¥p = Y" ae specified w valve problem wil have a unique solution order system = O.then the initial EXAMPLE 3. Solve valve problem nt mt ye Sy t2y + 5yj—298 CH.6 EIGENVALUES (ext FR = Re(e') (tc ~ oR) = Imes) then the vector functions ¥ and Y; are real-valued solutions to ¥" = AY, ‘Taking the real and imaginary patts of = eM (cos bt + i sin br)(Rex + Imx) wwe see that (eos bt) Rex — (sin bt) Im} €" (cosbr) Tm + (sin bt) Rex} EXAMPLE 2, Solve the system. we SOLUTION, Let ‘The eigenvalues of A are 2 = 24 i and T X= (1 1-4A)7 and ¥ = (1.1 1)" respectively. eign (, MMeost + isin) Bs (esc avi a) with eigenvectors rf eF cost ie sine e* (cost = sine) + ie% cos: sins) Let p are (sic) and ina = (¢228,,) (e081 +sins) Any linear combination ‘ill be solution ro the system, SEC.2. SYSTEMS OF LINEAR DIFFERENTIAL EQUATIONS: So ~~ Wake m x0 coefcient matrix A of the system V! = AY has n incarly independent eigenvectors, the general solution ean be obtained by the methods thathave been presented, The ease when A hasless than linearly independem, eigenvectors is more complicated and consequenly will not he coveted in this book. HIGHER-ORDER SYSTEMS Given a second-order system of the form Ys aveay ‘ve may translate it into a first-order system by setting Yen) = HO) we le: and thea x ‘The equations can be combined to give the 2 x 2nfistorder system Reo: nV y, (°C. w() ihe values of Yj = Vand Ya = Y's specified when = O,then the init ‘alu problem will ave unique soltion EXAMPLE 3. Solve the initial value problem Qk mt ye Syyt 2ys + Si — 95 30) = y4(0) ! i i \ } | | | |(CH. EIGENVALUES nto ty +5m- 0 o 0 0 1 A had Corresponding to these eigenvalues are the eigenvectors mal 5. 4 3. “Thus the solution willbe of the form exe” tere ‘We ean use the have ns t0 find c1.¢2.¢3, andy. For f = 0, we or, equivalently, general. if we have YO = AV ALY tee Ag h-order system ofthe form where each a isan n x matrix, we can transform it into a fistonder system by setting Yo Yee Ye hes Yor We wil system ofthe form Oia o\(% oo! o|| ve ¥ If in addition. we require = 0. there will be exactly one solution tothe problem. of A. xis an eigenvector bel th coot of & and Y = 2x. then = gMely AY and AY = Ax = hex SY “Therefore, Y = ex is a solution tothe system, (G areucanion 2: HARWONIC MOTION In Figure 6.2.2 wo masses are are fixed 1c masses are free to move horizontally. We will assume that equilibrium horizontal displacements of the masses a respectively. We will assume that there are no retarding forces such as “Then the only forces acting on mas: springs 1 and 2. The force from spring 1 wi FIGURE 6.2.2SEL. states Ur ensern vie CH.G EIGENVALUES SOLUTION. Set yy = yj and In genera. if we have anmth-order system of the form. “This gives the frstorder system ae i YOU AEA bot AY” we i svbere each Ay is an nx n matt, we can tansform it ino afist-one ; by seting Ment etontn eens - = 59) 42 +5 = 7 ‘ i a \We will end up witha system ofthe Form “The coefficient matrix for his system, x eer a 0 Ou (pad we oor 0\| % 0 oN 5 Sn ‘ ‘ Aote to) ae y; 000-1 Aue l Ay Ay ay Ae It inaddition. we require that ¥, take on specific values when 1 = 0. there will be exactly one solution tothe problem. ‘the system issimply ofthe form ¥""" = AY. it usually not necessary tointroduce new variables. In thiscase one need only ealeulate the mh roots of the eigenvalues of A. IF). isan eigenvalue of A. x isan eigenvector belonging toca is an uth root of 2, and X = e*x. then ye (h-Lb=D%, 139" ‘Thus the solution willbe of the form eymie bene bene beste” and ‘We ean use the inital conditions to finde). €3,€3, and cy, For = 0, we have oxi ter bey toms hbo! ig ted at Wei 4 es ts \i[6 4 In Figure 6.2.2 two masses are adjoined by springs and the ends A and ens aie |e # ae fixed. The masses are free to move horizontally. We will assume that the Bimes) a) Nc -4 ilvee springs are uniform and that initially the system isin dhe equilibrium position. A force is exerted an the system to set the masses in motion. The horizontal displacements ofthe masses at time r willbe denoted by y(t) and ‘cir). respectively. We will essume that there are no retarding forces such as friction. Then the only forces acting on mass ny at time ¢ will be from the springs | and 2. The force from spring | will be ~kxy and the fore from “The solution to this system is the initial value problem is 2,1, 1.0)" and hence the soluticn to el banet tase" Therefore, Wa tte “td + Se" + det — et + 30H mtd — Set + 3 a FIGURE 6.2.2