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MATH F213
Linear Recurrence Relations
Recall :

For non-negative integer k, letting 𝑐0 𝑛 , 𝑐1 𝑛 ,…, 𝑐𝑘 𝑛 , 𝑓(𝑛) be

functions of n for 𝑛 ≥ 𝑘. Then a recurrence relation of the form

𝑐0 𝑛 𝑎𝑛 + 𝑐1 𝑛 𝑎𝑛−1 + … + 𝑐𝑘 𝑛 , 𝑎𝑛−𝑘 = 𝑓 𝑛 , 𝑛 ≥ 𝑘

is called a linear recurrence relation of degree 𝑘 if 𝑐0 𝑛 , 𝑐𝑘 𝑛

are not identically 0. If 𝑐𝑖 𝑛 = 𝑐𝑖 is constant for all 0 ≤ 𝑖 ≤ 𝑛,
then we get the linear recurrence relation with constant
coefficients.
Further it is homogeneous if 𝑓 𝑛 = 0 for all n≥ 𝑘.
Generating function method can be used for solving such
recurrence relations.
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 Consequence of generating
functions

Homogeneous linear recurrence relation with constant

coefficients can be written as

𝑎𝑛 + 𝑐1 𝑎𝑛−1 + … + 𝑐𝑘 𝑎𝑛−𝑘 = 0 𝑛 ≥ 𝑘, 𝑐𝑘 ≠ 0.

Multiply by 𝑋 𝑛 and sum over 𝑛 ≥ 𝑘,

∞ ∞ ∞

෍ 𝑎𝑛 𝑋 𝑛 + 𝑋𝑐1 ෍ 𝑎𝑛−1 𝑋 𝑛−1 + 𝑋 2 𝑐2 ෍ 𝑎𝑛−2 𝑋 𝑛−2

𝑛=𝑘 𝑛=𝑘 𝑛=𝑘
+ ⋯ + 𝑋 𝑘 𝑐𝑘 σ∞ 𝑎
𝑛=𝑘 𝑛−𝑘 𝑋 𝑛−𝑘 = 0 -----------------(*)
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Now by shifting of variables,

∞ ∞

෍ 𝑎𝑛−𝑟 𝑋 𝑛−𝑟 = ෍ 𝑎𝑛 𝑋 𝑛
𝑛=𝑘 𝑛=𝑘−𝑟
𝑘−𝑟−1

= 𝐴 𝑋 − ෍ 𝑎𝑛 𝑋 𝑛
𝑛=0

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 Substituting in (*) and solving for 𝐴 𝑋 , we get
𝑃(𝑋)
𝐴 𝑋 = , where
𝑄(𝑋)

𝑃 𝑋 = 𝑎0 + 𝑎1 + 𝑐1 𝑎0 𝑋 + ⋯ + 𝑎𝑘−1 + 𝑐1 𝑎𝑘−2 + ⋯ + 𝑐𝑘−1 𝑎0 𝑋 𝑘−1 ,

𝑄 𝑋 = 1 + 𝑐1 𝑋 + 𝑐2 𝑋 2 + ⋯ + 𝑐𝑘 𝑋 𝑘

RHS can be expanded as a power series in X by putting it into

partial fractions.
𝑎𝑛 = (coefficient of 𝑋 𝑛 in this power series) gives us a solution
to the recurrence relation.

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Factorization of Q(X)

• The partial fractions method suggests the importance of

the role played by factorization of Q(X).
• Suppose 𝑄 𝑋 = 1 − 𝛼1 𝑋 𝑚1 … 1 − 𝛼𝑠 𝑋 𝑚𝑠 .
• After putting partial fractions, we use binomial
𝐴
expansions of its terms, of the type
1−𝛼𝑖 𝑋𝑙 , 𝑙 ≤ 𝑚𝑖 − 1.

The coefficient of 𝑋 𝑛 is 𝑓(𝑛)𝛼𝑖𝑛 , where 𝑓(𝑛) = 𝐶 (𝑙 − 1 +

𝑛, 𝑙 − 1)𝐴 is a polynomial in 𝑛 of degree at most 𝑙 − 1.
• Adding all the terms, we get 𝑎𝑛 = σ𝑠𝑖=1 𝑃𝑖 (𝑛)𝛼𝑖𝑛 ; where
𝑃𝑖 (𝑛) is a polynomial of degree at most 𝑚𝑖 − 1.
• The results can be summarized to give the form of the
solution.

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Method of characteristic roots

To put the method in succinct form, we make some

definitions.

𝑘 1
If we let 𝐶 𝑡 = 𝑡 𝑄 , then 𝐶 𝑡 = 𝑡 𝑘 + 𝑐1 𝑡 𝑘−1 + ⋯ + 𝑐𝑘 .
𝑡
𝐶(𝑡) is called the characteristic polynomial of the given
recurrence relation. Roots of 𝐶 𝑡 are 𝛼𝑖 , 1 ≤ 𝑖 ≤ 𝑠; called
the characteristic roots of the given recurrence relation

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Case I : Distinct roots

Theorem : Suppose characteristic polynomial 𝐶(𝑡) of the

homogeneous linear recurrence relation of degree k with
constant coefficients has k distinct roots 𝛼1 , 𝛼2 , … , 𝛼𝑘 .
Then the general form of its solution is given by
𝑎𝑛 = 𝐶1 𝛼1𝑛 + 𝐶2 𝛼2𝑛 + ⋯ + 𝐶𝑘 𝛼𝑘𝑛 , where 𝐶1 ,…, 𝐶𝑘 are
arbitrary constants.
• If 𝑘 initial conditions are given then these k arbitrary
constants can be found by solving the resulting system
of linear equations.
Remark : These theorems have analogues in theory of
homogeneous linear differential equations with constant
coefficients. Analogue of characteristic equation is called
auxiliary equation.
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Find the general solution of the recurrence relation
𝑎𝑛 − 𝑎𝑛−1 − 𝑎𝑛−2 = 0, 𝑛 ≥ 2.
The characteristic polynomial 𝐶 𝑡 = 𝑡 2 − 𝑡 − 1 = 0 has distinct
1+ 5 1− 5
roots 𝛼1 = , 𝛼2 = .
2 2
Hence the general solution of the recurrence relation is
𝑛 𝑛
1+ 5 1− 5
𝑎𝑛 = 𝐶1 + 𝐶2
2 2
Where 𝐶1 , 𝐶2 are arbitrary constants.
Initial conditions 𝑎0 = 1, 𝑎1 = 1 give linear equations
1 1
1+ 5 1− 5
𝐶1 + 𝐶2 = 1, 𝐶1 + 𝐶2 =1 give
2 2
1
1+ 5 1 1− 5
𝐶1 = , 𝐶2 = −
5 2 5 2
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Multiple Roots

Theorem : Assume that the characteristic polynomial 𝐶(𝑡)

for a homogeneous linear recurrence relation of degree
𝑘 with constant coefficients has roots 𝛼1 , 𝛼2 , … , 𝛼𝑠 , 𝑠 ≤ 𝑘
with multiplicities 𝑚1 , 𝑚2 , … , 𝑚𝑠 respectively. Then the
general solution of the recurrence relation is given by
𝑎𝑛 = 𝑈1 (𝑛) + 𝑈2 (𝑛) + ⋯ + 𝑈𝑠 (𝑛) where 𝑈𝑖 (𝑛) =
𝐷𝑖,0 + 𝐷𝑖,1 𝑛 + ⋯ + 𝐷𝑖,𝑚𝑖−1 𝑛𝑚𝑖−1 𝛼𝑖𝑛 , 𝐷𝑖,𝑗 are arbitrary
constants.
• Since the total number of arbitrary constants is 𝑚1 + ⋯ +
𝑚𝑠 = 𝑘, 𝑘 initial values can be used to determine these
constants. In particular, we can use the initial conditions
giving the values of 𝑎0 , 𝑎1 ,…, 𝑎𝑘−1 .

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Find the general solution of the recurrence relations

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Suppose the characteristic polynomial for a linear homogeneous
recurrence relation with constant coefficients is
(𝑡 − 2)3 (𝑡 − 3)2 (𝑡 − 4)3 . Then the recurrence relation has
general solution
𝑎𝑛 = 𝐷1 + 𝐷2 𝑛 + 𝐷3 𝑛2 2𝑛 + 𝐷4 + 𝐷5 𝑛 3𝑛
+ 𝐷6 + 𝐷7 𝑛 + 𝐷8 𝑛2 4𝑛 , 𝐷1 ,…,𝐷8 arbitrary constants.

Write the linear homogeneous recurrence relation from the

characteristic polynomial 𝐶 𝑡 = 𝑡 8 + 𝑐1 𝑡 7 + ⋯ + 𝑐8

𝑎𝑛 + 𝑐1 𝑎𝑛−1 + ⋯ + 𝑐8 𝑎𝑛−8 = 0.

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Find the characteristic polynomial of the homogeneous linear
recurrence relation with constant coefficients whose general
solution has the form
(a)𝑎𝑛 = 𝐵1 + 𝐵2 𝑛.
Solution : 𝛼1𝑛 = 1𝑛 has coefficient a polynomial in 𝑛 of degree 1.
Hence 𝐶 𝑡 = (𝑡 − 1)2 .
(f) 𝑎𝑛 = 𝐵1 2𝑛 + 𝐵2 𝑛2𝑛 + 𝐵3 3𝑛 + 𝐵4 𝑛3𝑛 + 𝐵5 6𝑛 .
Solution : 𝛼1𝑛 = 2𝑛 has coefficient a polynomial in 𝑛 of degree 1.
Hence 2 is a double root of 𝐶 𝑡 .
𝛼2𝑛 = 3𝑛 has coefficient a polynomial in 𝑛 of degree 1. Hence 3 is
a double root of 𝐶 𝑡 .
Last term gives : 6 is a simple root of 𝐶 𝑡 .
∴𝐶 𝑡 = 𝑡−2 2 𝑡−3 2 𝑡−6 .
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Solve the recurrence relation using the method of
characteristic roots :
𝑎𝑛 + 𝑎𝑛−1 − 5𝑎𝑛−2 + 3𝑎𝑛−3 = 0; 𝑎0 = 0, 𝑎1 = 1, 𝑎2 = 2.

Solution :
The characteristic equation is C t = 𝑡 3 + 𝑡 2 − 5𝑡 + 3 = 0.
Sum of the coefficients=0, hence 1 is a root.
Dividing by 𝑡 − 1, we get the quadratic 𝑡 2 + 2𝑡 − 3 = 0.
Thus characteristic roots are 1,1, −3.
Hence the general solution is 𝑎𝑛 = 𝐶1 + 𝐶2 𝑛 + 𝐶3 (−3)𝑛 , 𝑛 ≥ 0.

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𝑎0 = 0 implies 𝐶1 + 𝐶3 = 0.
𝑎1 = 1 implies 𝐶1 + 𝐶2 − 3𝐶3 = 1.
𝑎2 = 2 implies 𝐶1 + 2𝐶2 + 9𝐶3 = 2.
Solving, we get 𝐶1 = 𝐶3 = 0, 𝐶2 = 1.
Hence the solution of the recurrence relation is 𝑎𝑛 = 𝑛, 𝑛 ≥ 0.

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Remark

Suppose 𝑎𝑛 , 𝑏𝑛 are both solutions of the same linear

homogeneous recurrence relation with initial conditions
𝑎0 = 𝑐, 𝑎1 = 𝑑, and 𝑎0 = 𝑒 𝑎1 = 𝑓, and if 𝛼, 𝛽 are
constants then 𝛼𝑎𝑛 + 𝛽𝑏𝑛 is also a solution of the
same linear homogeneous recurrence relation with initial
conditions 𝑎0 = 𝛼𝑐 + 𝛽𝑒, 𝑎1 = 𝛼𝑑 + 𝛽𝑓. Thus solutions of
a homogeneous linear recurrence relation form a vector
space.

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