Non-Homogeneous

Recurrence Relations
Vasileios Hatzivassiloglou

University of Texas at Dallas

 Review Problems
• Solve the recurrence relation an = 4an-1 –
4an-2 with initial conditions a0 = 3 and a1 =
8.
• Which recurrence relation has
characteristic roots 2, 2, and -1?
• Find the general form of the solution of the
recurrence relation an = 8an-2 – 16an-4.
 Allowing multiple roots
• Theorem 4: If the above characteristic equation
has t distinct roots r1, r2, ..., rt with multiplicities
m1, m2, ..., mt (such that mi≥1 and m1+m2+...+mt
= k) then {an} is a solution of the recurrence if
and only if
an  (b1,0  b1,1n    b1,m1 1n m1 1 )r1n 
m2 1
(b2,0  b2,1n    b2,m2 1n )r2n   
mt 1
(bt ,0  bt ,1n    bt ,mt 1n ) rt n
• for all n≥0, where bi,j are constants
 Example
• Suppose the roots are 2,2,2,3,3,5. What is
the form of the solution {an}?
• an = (b1,0 + b1,1n + b1,2n2)2n + (b2,0
+ b2,1n)3n + b3,05n
 Linear non-homogeneous
recurrence relations
• Still constant coefficients
• Non-homogeneous:
– We now have one or more additional terms which
depend on n but not on previous values of an
• Examples:
– an= 2an-1 + 1, an=an-1 + n, an=an-2 + n2 + 1
• General form:
– an = c1an-1 + c2an-2 + ... + ckan-k + F(n)
 Associated homogeneous
recurrence relation
• If we ignore F(n) in the previous form, we
obtain the homogeneous recurrence relation
associated with the non-homogeneous one
we are trying to solve
• Theorem 5: If {an(p)} is a particular solution
for a non-homogeneous recurrence relation,
then all solutions are of the form {an(p)}+{an(h)},
where {an(h)} is a solution of the associated
homogeneous recurrence relation
 Proving Theorem 5
• Suppose {an(p)} is such a particular solution and {bn}
is another solution
• an(p) = c1an-1(p) + c2an-2(p) + ... + ckan-k(p) + F(n)
• bn = c1bn-1 + c2bn-2 + ... + ckbn-k + F(n)
• By subtracting the first equation from the second,
• bn – an(p) = c1(bn-1 – an-1(p)) + c2(bn-2 – an-2(p)) + ... +
ck(bn-k – an-k(p))
• bn – an(p) is a solution of the associated
homogeneous recurrence relation
 Finding solutions
• Finding a particular solution is the tricky
part
• There are general solutions for certain
classes of functions F(n) but not for every
possible F(n)
• Sometimes, we have to guess on possible
forms based on F(n)
 Example
• an = 2an-1 + 2n, a1 = 6
• The homogeneous solution is
– an(h) = b2n where b is some constant
• For a particular solution, guess
an(p) = cn + d
• an(p) = cn + d = 2an-1(p) + 2n = 2(c(n-1) +
d) + 2n = (2c + 2)n – 2c + 2d
• (c + 2)n + (d – 2c) = 0
• c + 2 = 0 ⇔ c = -2
• d – 2c = 0 ⇔ d + 4 = 0 ⇔ d = -4
 Example continued
• We determined that any solution is of the
form
• an = -2n – 4 + b2n
• With a1 = 6, we have
• a1 = -2 – 4 + b21 = -6 + 2b = 6 ⇔
• 2b = 12 ⇔ b = 6
• an = -2n – 4 + 6·2n
Polynomial and exponential F(n)
• Theorem 6: If the function F(n) is of the
form F(n) = (btnt + bt-1nt-1 + ... + b0)sn, then
– If s is not a root of the characteristic equation
of the associated homogeneous recurrence
relation, there is a solution of the form
(ptnt + pt-1nt-1 + ... + p0)sn
– If s is such a root with multiplicity m, then
there is a solution of the form nm(ptnt
+ pt-1nt-1 + ... + p0)sn
 Sum of integers
• an = 1 + 2 + ... + n
• Recurrence relation: an = an-1 + n
• Associated homogeneous RR: an(h) = an-1(h)
• Solving the homogeneous RR: an(h) = b·1n = b
• F(n) = n = n·1n so t=1, b1=1, b0 = 0, s=1
• The homogeneous RR’s characteristic equation
is
r - 1 = 0
• so s is a characteristic root with multiplicity m=1
 Sum of integers continued
• A particular solution is of the form
• an = n1(p1n + p0)1n = p1n2 + p0n
• an = an-1 + n ⇔
• p1n2 + p0n = p1(n-1)2 + p0(n-1) + n = p1(n2 – 2n +
1) + p0(n-1) + n = p1n2 + (-2p1 + p0 + 1)n +
(p1-p0) ⇔
• (-2p1 + 1)n + (p1-p0) = 0
• For this to be true, -2p1 + 1 = 0 ⇔ p1 = 1/2
• and p0 = p1 = 1/2
 Sum of integers continued
• Therefore the particular solution is
n 2
 n n( n  1)
an  p1n  p0n  2 n  2 n 
2 1 2 1

2 2
• and all solutions are of the form
n( n  1)
an  b
2
• From the initial condition a1=1, we obtain
• a1 = 1·(1+1)/2 + b = 1 + b, so b=0
 Reading
• Section 7.2 (Subsection on Non-
homogeneous recurrence relations)
 Review Problems
• Solve the recurrence relation an = 2an-1 + 3·2n
with a0 = 2.
• Can you apply Theorem 6 for finding particular
solutions to the recurrence relation an = 5an-1 –
6an-2 + 2n + 3n with a0=3 and a1=5?
• Solve the previous recurrence with the extra
knowledge that it has a particular solution of
the form qn2n + p1n + p0 where q, p1, and p0
are constants.