Professional Documents
Culture Documents
Repeated Eigenvalues PDF
Repeated Eigenvalues PDF
Occasionally when we have repeated eigenvalues, we are still able to find the correct number
of linearly independent eigenvectors. Take for example
3 1 2
3 1 6
2 2 2
i.e.
1 2 2 x 0
3 3 6 y = 0
2 2 4 z 0
The second and third equations are just multiples of the first equation, so we expect to have 2
parameters in our solution. Note that this will not always be the case for a 3x3 matrix.
Let z = s and y = t. Then x = y 2z = s 2t, from the first equation. So our eigenvector is
s 2t 1 2
s = s 1 + t 0
t 0 1
We can see that there are two linearly independent vectors here, and each will be an eigen-
vector for = 2. In this case the solution to the differential equation
3 1 2
x = 3 1 6 x
2 2 2
is
1 1 2
C1 e4t 3 + e2t C2 1 + C3 0
2 0 1
However, sometimes we cant find two linearly independent eigenvectors in this way. Consider
the differential equation
x 10 2 x
=
y 18 2 y
1
Here we find a repeated eigenvalue of = 4. To find the eigenvector(s), we set up the system
6 2 x 0
=
18 6 y 0
Where now we need to find A and B. We can find these constants by plugging in our solution to
the differential equation, and solving the system that we get. Our final solution to the problem
will be
x 4t 1 4t A 4t 1
= C1 te +e + C2 e
y 3 B 3