difference

(h .
10 .

Systems of linear
equation s

In His Chapter, We So he Systems of First Order linear DE s with constant

coefficient linear algebra

using .

For an non matrix A with

realentriesascdarxisaneig.in value of A

if ㅋ * to such that AN =
入乂 . We Call such a vector * an

AX # N called

theeigenspaceorrespondingtot.lt
eigenvectcorrespondingtox.TN set h XER에 is

that O is an
agent due of a
Singer
matrix .
)
※ of A if da ( AEA) = 0
X is Eugenvalue
.

an

det 吐一 A ) is called
isticpolynomidof.lt The character .

※ sometimes.weneedtoconsideracomplexeigenval.ve even thought

mal

entries.lt
A is a matrix with

'
that PDA
diagonalizableifsinvertible.IS
matrix A is such A -
,

Where D is a drag and matrix

Note that A is diagonalizableiffthereei.tn linear, Independent

eigenvectors.K.i.lk
Detroit
Treaty Independent eigenvec.tn

申川蚣
:

明汨慽卜沁知 池沽幽灼必
invertible.it
diagondizab.lt
A is ,
AM = PIFF
'
for ME To .
 difference
(h .
10 .

Systems of linear
equation s

In His Chapter, We So he Systems of First Order linear DE s with constant

coefficient linear algebra

using .

§ 10.1 ,

Theory of linear Systems

92내기다 tan H) t.fr)

뿞 9세기 t .
갂
- -

뿞 =
A214계 t 922뻐기2t "

taznltphtfa.lt)

El en

. i

쁪 =
an , 내기 , tan.lt) 기자 - -

一十 ann 삐기n t 옥에

( f씨

州剡 緋州
에삐 92A) an A)

池十門
기 , A)
- - -

.im

in and int
:
:
own ) f.in

※ 二脈 十不

1잔 A
Solutions
of on an interval I is
any
column matrix
'

기 .at

艸門 개에

必一 似坼
whose entriesaredifferentiablefunctionssatisGT.ge on I .

tianya.Roblem_ee.si For a Point to on an interval I

,

sole : ※ = ANTE

Subject to : X상) =
Xo .

팬 I Existence of a
Unique Solution ]

Let theentriefthemati.es/AmandFu-)be functions on a

interval I to them exit Solution

Common
contain.mg > Then a
Unique
of He IV P on The interval I .
 FEhomogeneousifFO.net.cn
Note that a linear System 必一 峨十

t.eu 참 } ,
ber a set of Solutions of a
homogene.ws
linear System N =
AX on an interval In Then The linear

CombatEn
X = c .
X ,
t.it Cdk ( a is GER)

is also a Solution on The interval In

We are
Primary interest d in linear) Independent Solutions of a

Homogenus linear System .

1¥ Let Ni Rd ,
ber a set of Solutions of a
homogene.ws
'

linear System * =
AN on an interval In We Say that He

set is
kimyke쎇 on The interval I if Here exist constant s

ai ; k, not All Zero , such that

a * ,
t.tkMill

for t in The interval If He set of vectors is N

Every .

linear
lydepende.int He interval,

belineyeeindependent.ee
on A is said to

팬
朴一劑 炘創 和剿
Let .
.
-

,
be.im of

N' TAX on an interval E .

Then Mi ; N are linear
log
Independent on I if and
Only if The Wonin

기, 2112 1m

ㅕ쬾쭒흩쯊F
-

伽洲
wa

for te I
Every
The theorem above
says that if * i, Nn are Solutions of 炸似
on an interval I
,
then
 V
(i) W ( X , i; N n ) ( t) ¥0 te I

Ut EI
(ii) W (M ,
...

,
Xn ) ( H to .

마) For simplicity.hn
di ※ ...

※) .

옱 Wat 訟叱 料粒 絨料 I I I I
.
...

if
l

蘇拙泌門炘必 ii 泌門
= 미빼 ) at I ※ 一剡
i.e .
,
앝 WA ) =
MAH) WA)

∴ W =
c 이대A1배) at

di 다CA에

dt.io
For to EI , if War) Wo then W wi
=
=
,

W1t) to
Y te I
if and mlyifw.to .

In He above Proof ,
We used The following identity :

彭恥亦 炎慽 ii.it 悧蛇 ※灼
verifyt.is identity for n E3 .

Re쏀 The above theorem is a Special Property for The Mon ska n

arising from a set of Solutions of a homogene.us linear

System .
If does not held for an or
binary set of vector -

valued functions

DI of indeparent of 必 AX
Any set linear , Solutions
-
.
n on

an interval I is said to
beahndamenusetfsolution_s.in I .
팬 There exit a fundamental set of Solutions for a
homoge.no as
System 如似 interval
linear on an I .

팬 Let ( his My he a fundamental set of Solutions of N' TAX

on an interval I Then The General Solution of The System on I is

X =
c. M + C2X다 " -

tan N n ,

Where a is an are a
binary constant s .

The Let N De a
given Solution of thenonhomog.no as linear System
※ 坍乂 十不 on an interval I, and Let

氷一一 a 火十 - - -

tan N

denot The
General Solution of 米二脈 on I .
Then The General
Solution of 必二 似十 F on I is

X =
X + *
.
p .

re n t

crest
Temple memory at . Parker 이

$02 .
Homo genus linear Systems

Con der a System

門池刷
기I 5 3 기2

Then One an deck that

斷火 增泮
is The General Solution of He System .
If should be nad that

4 a
門一 15 )
0 1 3
( M ) ( X-3) 15
de
-
=

=
( N2) ( X-6 )

I 別問 洲汀 ( 別衍 喇一
and
.
This hand in General ,
Let A Be an in matrix of constant and

We const der ahomogene.ae linear System * = AX .

That Let 加加 ,
...

,
재 bendiinctredeig.in values of The

and

letknk.i.knbethecomspondingeigenvectors.in
coefficient matrix A ,

General then Solution of 氷坍乂 on tan)

is
given by

taknint.pt
ta 水炒十 ...

definition.AK.it
) For IA Ki
i 의 ... ; n
,
=
di Ki by

sit Ki
흝 ( 水心刈
'
ㅫ.it
=
=

=
水淺 心呵 a

∴ Kit is a Solution of 必 二似 .

W( Kit ,
-

"
- -

,
Kit )
二悴 1시 "

1=0 .

( Mei Ki )

勿玔
W , s

)얖
K 1회
Sole 2개 34
(劉 )
(쁣
=
=

=
2개나
愈剡 der 如州 -6

水一 3×+2-6 昑艸
鬪沿 爪訂 ( 闕坦狐非
마) =

綱竹 )

이에 垈点 1
K. 세 가지
=
1가지 (M ) -
6 -
-3×-4 =
1세 ) ( X-4)
K. 길의

뼈 )
I 磵抑 臥灼 .ae R

aㅖ 招引 印抑何 臥惻 .ua

i. a
IN Et
SET is The General Solution .

勿
 Note that if No
뱲
A has Two
at dist.int
and t팲 e if No

eigenvae.weantheoriginarepelkrifa.70.io
is

AEMa.ci
.

志 米二炚 먜

and an atactor if XK0 1조 , .

E In His He rather Anton

Case ,
Origin is a repair in or an

Ex ) Sola
엪

鬪戈! 片淵
2 = -
4기 + y tz

쁪.ir
dz 3Z
g
-

= ,

6시 (
Sol ) . at 4
-

1 -

1
= -

MB) ( N4 ) 미 - 5)
이 자 ,

0 -
1 M3

XE-4 D 5
Eugenvalues
3
i.TN
=
are a, =
-

.
, ,

One an Check that Ki

h) ,
K2 =

1위 ,
and K3
二原 ) are

respectivdy.Hence.tHit
c.Hittafft.is
and
eigenvectorscorrespondingtoa-3.AE -4 ,
T-5 ,

is The General Solution f te System .

Note that not Every matrix has distinctredeigenw.ws .

Let a, bearedeig.tnvalue of A of algebraicmultiplicitymtm.nl .

Then
I E The geometric multiplictyofx.im .

(i) If geometric mnltiplicityism.ie , Here exit Treaty

The

Independent etgenerator Ki Km correspondingt.ae then

s , ,

The General Solution countries

 akittsk.it t.tcmkm.it

(ii) If He geometric multipkoityisI.ie

theeigenspacecomspondingtoa.is
,

L-dimensional.tn m linear, Independent

Solutions are of He form

N = 1K , et

Na =
Kate
"
tk.it
8
Mt 태2 "
Nm = Km , 一迦 +1km .ee
(m) ! (M라 !
+ ...
+ Kmmft /

found
Where K
;
are column vector ,
canalway.be .

E3 ) Sola 必二
2
주최
-
2 1
X .

detfx.la )
81 )
{4+21×-11}
제 2 -
2

제11세다 } {21×-11+4}
.

= ( -2 -2

-
2 2 T1

= ( 제3-121M ) -
16 = ( 세Mt5 )

X, =
XE-1 , 加巧

憘訛 班訂 歐灼 十惻
( G, a E 1RD

墜剡 臥倒 歐汾 떼지

∴ The
General Solution is

*
惻許 惻旿 堀肛
9­
Ref Recall that an min matrix A is symmetric.it 爬仔 .

Every symmeticmmxwithredenti.es has n linear

b Independent
eigenvect.rs .
In fact ,
A is
orthogonallydiagonalizable.We.com
find in linear
) Independent eigenvectorsk.ir ,
K n such that

丁所
州刈 伏斷 哨恥 拙州※ isorthogo.ae and

Now supposethatx.is aneigenvalueofalgebraicmultipt.ci) No and

geometric multiplicityone.tn a Second Solution Can he found of The form

NE K text + Pit N = AN2

Sub M 1Kt et Pit 必 一似

string
wegetxtkit ka.tl#t1PaitKe+x.ktit+x.Pit=A(KtEt+Pe
=
to ,

門一脈 心心
+ A Bit
∴ 脈二 t.lk and 水十仰 =
AP .

Here K 川 and (A di I) P K
is
eigenvectrcor.to
-
an
-

Ex4 ) Find then General Solution 의 火二

III X .

( )
마) " 18
dt
9=1×+35-2
( ) +36=5+6
入川
= X-3기M9 入十

俊唎剡 伊臥門 wro

떼지

K
1)
∴ X.lt ) = est

Now We find a Second Solution of He form Pit et + Pit

.

1엋! 孔訃阿 ⇐> 이 門附了 .

We tone
呵訂
 泌二
嵋抑 씨 印岾 滴門 .

Now supposethatt.is aneigenvalueofalgebraicmultiplicityt.hn e and

geometric Multi帆凹 ones Then a Mind Solution Can he found of The form

M =
水托忙 tptittQ.it
必 二似
Shining
wegetktittx.kidttpittx.Ptitte.it
M into
,

=
A ( 岾 ettptitto.it ) .

Hana 脈二 t.lk ,
水十仰 =
AP and P 十入 @.
=
AQ .

1 51
Ex 5 ) Sola
2 1 6

* = 2 X .

0 0 2

event
Sol .

) der HE A ) = 1N3 .
品 ) = 2 has an algebraicmultiplicityt.hu .

ii. 剖術 趾剡
k, k
" 에"

b b

派州
ii 氷剡剡 貼仰
iii. 喇抑 慶炸洶
門沈謝班謝午 恥斗 火俳洪臥哄 歷沙
Note that not
Every Square
matrix of redentrieshasarede.ge n value

For example ,

If 刊 has Only Complex eige.me .

火二
〖 汀乂
I )
" 1
at = T-101424 +5 =
T-10M29 .
i . 入一 5 ± 2t .

Mi-n
-

I 判戈十
'

坐門
"

《이
-

5 HE

liil.tl#liiIi.Icaa:.X=c
가다 기 0
h = 52I 1 기
-

( 河岬呵 이 占世毗 .
is He General Solution

of N' =

〖 刊乂 .
Here ,
( functions
theentr.es
.
of X are Complex value
,
팬 For a
Anonymous linear
System N' 二似 ,
if K, is a Complex

eigenvectorcorrespondingtoo.com#exeigenvalue 시 ,
then

Me
"
and Kit
are Solutions of He System
Let di dip with HER & BER > o
.
Then

et =
( cospttisir.pt) and t.it ( cospt.is?npt ) .

Note that Kit III is a column matrix of re al entie and

-
i ( K, -

T ) " " " " " " "

o

Set A :
=
1
.
k.it t 訥誣

cospt ifkiedtsinptt iedteospt-ij etsinpte.li

=
ik.it

( Ki R ) eisp.tt E(
2
ki ) et sin
pt.
and
松述 水心午 班冽一
 cospt fkinpt .itcospt -i tsinpt. t/KikT)extcospt i-
-
i K.it

etsinpt.lt#ng
( Ki R )

B. : =
f ( ki k ) and BE ( 11시 -

K ) ,

We Get

etcospt-B.etsinp.tl
X, = B.

cospttB.it B.it
sinpt.tn#LetXi=xtipbeacomplexeigenvalue
加二

of The coefficient
matrix A in N' =
AX .
Let Ki he a
Complex eigenvectorcorr.to 귀 ,

Let B. : =
f ( ki K ) and B.it ( Ki k ) .

IB.cospt-B.sinptjtlx.IB.cospttnsinpt.t
Then M =

tan)
are
linear Independent Solutions on .

Note that B, = Re ( 11시 ) and BE Im ( K . ) ,

Ex 6 ) Sole IV P

씨주의 * 炸訓
BFEI.BE 侄了
1부 II
"
at = 忙忖 대구4 .

"
門忠尸 吉呱判 鄕二 이쪅 y
nn
,
in

"
史別 池十邨
i.

ns.T

.li#+I1ani=af2C0s2tt2sTn2t1+sf2cos2t-25M2yCos2t
∴
料判 ( 邙呻 이자

5m2t
 M0 ) =

c.it 이하 二倒 ∴ 이다 & E0

25m2t

12이라 J
-

∴ X =

-
cos 2t 勿

§ 10.3 .
Solution
by diagonalizak.in .

When A is not a
diagonalmliahomogene.us linear System 忙似
said to
is he copy .

If A is
diagono.kzable , then He System an he

收憘 '

火二 似二 刪似 ⇒ 劤必 坰吸
) 먀 月乂
⇒ Y' =
DY

Yi c.it

州沈이 洲州
NY y,

City
:
y i n

in
Alt : .
X =
PY .

忠去 阿乂
bydiagonaliation.SI
Ex ) Sole 必二

이 햫 祛烹 (
)
at HE A) ( i) ( 5-6527-132)
.

= ( M2) ( M ) (55 )

: 点惻 悧嘔
'
小二

卜 卜臥瀨 竺
卜臨顎
遊
! 凱剖 悧竹誹邯
恂­
灼­
 巫鼎 池洲 拯何
∴

E가
歐慣 祚鬪
水浪洲i
c,
∴

sebtiliit.is#t+sI!T 吻

Summaryze
matrix whose al constants
※ AX ,
A : n in an tie are re .

A has
I. n linear
, Independent eigenvect.rs .

X =
c.lk tsk.tt . .
.to 呱詐
"

蔡州鬪 卄沈
內瓦 Eraneigenvaluex.at Al , if

geom.mu 卄耽ity of a, < alg.mu/tpliciDrfNi ,

then We an find a Solution of He following forms

at
N = 1K , e

" "
Na =
Kate tk.ae

M =
K3 , 昔必午 K.tittk.it
0

has
If a
algebraicmultipk.im 3 and geometric Multi
帆凹 b
then them are Three linear) Independent Solutions :
 N =
Meat
M =
K, te
"
+ Pit

M = K. 昔心午 ptitta.it ,

Where K, is a and P and Oh

an
organ vector car to ,

are laterMind by matrix equations

( A -
a , I) P = K, and (A -
XII ) @ =
P .

Note that by He fundamental theorem of

algebra ,
if are a How Complex
then characteristicpolyn.mil of matrix A
Eugenvalues The an an

Can Be factor at as

at HEAD = ( Ma ) ( 小加 ) -

Min ) ,

Where Ni, an are

eis en values of A .

Al has Complex eigenvaluex.int ip ( >이

匹 .
a
p
Let K.be a
Complex eigenvectorcorr.to 끼 .

Then We Take

B, = Re ( Ki ) and BE Im ( K ) .

The
General Solution of 氷二炚

containstc.IB.cospt-B.sinptfttc.IB.cospttB.in 땬