Discrete Mathematics

Lecture 23: Solving Linear Homogenous Recurrence

Equation

Partha Sarathi Mandal

IIT Guwahati
Outline
• Solving Linear Homogenous Recurrence Equation
• The case of non-repeated characteristic roots
• The case of repeated characteristic roots
We studied: Linear Homogenous Recurrence Equation
of Degree 𝑘 with Constant Coefficient
• Generic form:
an = c1 an-1 + c2 an-2 + c3 an-3 + … ck an-k
where c1, … ck, are real numbers, with ck  0
• an is a linear function of previous terms. Degree 𝑘 because ck  0 but ci may
be equal to Zero for i= 1, 2, ..

• Example: fn = fn-1 + fn-2

• Degree 2
• Example: an = an-1 + an-22
• Non-linear
• Example: hn = 2 hn-1 + 1
• Non-homogeneous
Linear Homogenous Recurrence Equations of
Degree 2 with Constant Coefficients
an = c1 an-1 + c2 an-2 (c2  0 ) a 0 = V0 , a 1 = V1 r2 – c1r – c2 = 0

• Step I: Form the characteristic equation

r2 – c1r – c2 = 0, r is an unknown variable
• Step II: Find the characteristic roots, say r1 , r2
• Theorem: Let r1  r2. Then a sequence {…, an , ….} is a solution of the
recurrence equation if and only if an = 1r1n + 2r2n, for constants 1, 2
• Exact values of 1, 2 can be obtained from the initial conditions
Linear Homogenous Recurrence Equations of
Degree 2 with Constant Coefficients
an = c1 an-1 + c2 an-2 (c2  0 ) a0 = V0 , a1 = V1 , r2 – c1r – c2 = 0
• Theorem: Let r1  r2. Then a sequence {…, an , ….} is a solution of the
recurrence equation if and only if an = 1r1n + 2r2n, for constants 1, 2
• Proof (Part I): The sequence {…, an , ….} where an = 1r1n + 2r2n satisfies the
recurrence condition an = c1 an-1 + c2 an-2
c1 an-1 + c2 an-2 = c1 [1r1n-1 + 2r2n-1 ] + c2 [1r1n-2 + 2r2n-2 ]
= 1r1n-2 [c1 r1 + c2 ] + 2r2n-2 [c1 r2 + c2 ]
= 1r1n-2 r12 + 2r2n-2 r22 (because of r2 – c1r – c2 = 0)
= 1r1n + 2r2n
= an
 Linear Homogenous Recurrence Equations of
Degree 2 with Constant Coefficients
an = c1 an-1 + c2 an-2 (c2  0 ) a0 = V0 , a1 = V1 , r2 – c1r – c2 = 0

• Theorem: Let r1  r2. Then a sequence {…, an , ….} is a solution of the

recurrence equation if and only if an = 1r1n + 2r2n, for constants 1, 2
• Proof (Part II): If {…, an , ….} is an arbitrary solution of an = c1 an-1 + c2 an-2 with
a0 = V0 and a1 = V1  an = 1r1n + 2r2n, for constants 1, 2
• Show that the sequence {…, An = [(V1-Vor2)/(r1-r2)] r1n + [(Vor1-V1)/(r1-r2)] r2n, ….}
satisfies the recurrence condition as well as the initial conditions.
• Implies that an = 1r1n + 2r2n, where 1 = [(V1-Vor2)/(r1-r2)] and 2 = [(Vor1-V1)/(r1-r2)]
 Linear Homogenous Recurrence Equations of
Degree 2 with Constant Coefficients
an = c1 an-1 + c2 an-2 (c2  0 ) a0 = V0 , a1 = V1 , r2 – c1r – c2 = 0
• Theorem: Let r1  r2. Then a sequence {…, an , ….} is a solution of the recurrence
equation if and only if an = 1r1n + 2r2n, for constants 1, 2
• Proof (Part II): If {…, an , ….} is an arbitrary solution of an = c1 an-1 + c2 an-2 with a0 =
V0 and a1 = V1  an = 1r1n + 2r2n, for constants 1, 2
• Any sequence{{…,An ,…} where An = 1r1n + 2r2n} ---(1), satisfies the recurrence
condition
• For satisfying the initial conditions A0 = V0 and A1 = V1
• Put n=0 in (1) get V0 = 1 + 2 --- (2) since A0 = V0
• Put n=1 in (1) get V1 = 1r1 + 2r2 --- (3) since A1 = V1
• Solve (2) and (3) get 1 = [(V1-Vor2)/(r1-r2)] and 2 = [(Vor1-V1)/(r1-r2)]
 Linear Homogenous Recurrence Equations of
Degree 2 with Constant Coefficients
an = c1 an-1 + c2 an-2 (c2  0 ) a0 = V0 , a 1 = V1 r2 – c1r – c2 = 0

• Theorem: Let r1  r2. Then a sequence {…, an , ….} is a solution of the

recurrence equation if and only if an = 1r1n + 2r2n, for constants 1, 2
• Proof (Part II): If {…, an , ….} is an arbitrary solution of an = c1 an-1 + c2 an-2 with
a0 = V0 and a1 = V1  an = 1r1n + 2r2n, for constants 1, 2
• The sequence {…, An = [(V1-Vor2)/(r1-r2)] r1n + [(Vor1-V1)/(r1-r2)] r2n, ….} satisfies the
recurrence condition as well as the initial conditions.
• {…, An ,…}, {…, an ,…} An = a n
• Follows from the strong induction
 Linear Homogenous Recurrence Equations of
Degree k with Constant Coefficients
an = c1 an-1 + c2 an-2 + … + ck an-k (ck  0 ) a0 = V0 , a1 = V1 ,…, ak-1 = Vk-1

Step I: Form the characteristic equation

rk – c1rk-1 –…..- ck = 0 degree k equation
Step II: Find the characteristic roots, say r1, r2, …, rk,
• Theorem: Let r1  r2 ….  rk . Then a sequence {…, an , ….} is a solution of the
recurrence equation if and only if an = 1r1n + 2r2n +….+ krkn, for constants
1, 2 ,…., k
• The exact values of 1, 2 ,…., k, can be obtained from the initial
conditions.
 Example: Linear Homogenous Recurrence Equations
Find an explicit formula for the Fibonacci numbers
fn = fn-1 + fn-2 for n  2
= 0 for n=0, initial condition
= 1 for n=1, initial condition
Solution:
Step I: characteristic equation
r2 – r –1 = 0
Step II: characteristic roots, say r1= (1+ 5)/2, r2= (1- 5)/2 distinct roots
fn = a1 [(1+ 5)/2]n + a1 [(1- 5)/2]n
Substituting f0 = 0 and f1 = 1, we get a1 = 1/5, a2 = - 1/5
• Solving Linear Homogenous Recurrence Equation
• The case of non-repeated characteristic roots
• The case of repeated characteristic roots
Linear Homogenous Recurrence Equations of
Degree 2 with Repeated Roots
an = c1 an-1 + c2 an-2 (c2  0 ) a 0 = V0 , a 1 = V1 r2 – c1r – c2 = 0

• Theorem: Let r1  r2. Then a sequence {…, an , ….} is a solution of the

recurrence equation if and only if an = 1r1n + 2r2n, for constants 1, 2
• The theorem no longer holds if r1 = r2. So following an is not valid
• an = [(V1-Vor2)/(r1-r2)] r1n + [(Vor1-V1)/(r1-r2)] r2n

• Theorem: Let r1 = r2= r0 be the repeated root of the characteristic

equation. Then a sequence {…, an , ….} is a solution of the recurrence
equation if and only if an = 1r0n + 2nr0n, for constants 1, 2
Linear Homogenous Recurrence Equations of
Degree 2 with Repeated Roots
an = c1 an-1 + c2 an-2 (c2  0 ) a 0 = V0 , a 1 = V1 r2 – c1r – c2 = 0
• Theorem: Let r1 = r2= r0 be the repeated root of the characteristic
equation. Then a sequence {…, an , ….} is a solution of the recurrence
equation if and only if an = 1r0n + 2nr0n, for constants 1, 2
• Proof (part I): show that an = 1r0n + 2nr0n satisfies the recurrence
condition an = c1 an-1 + c2 an-2
• Proof (part II): show that if an = 1r0n + 2nr0n and a0 = V0 , a1 = V1
then the constants 1, 2 are well defined.
Example: Linear Homogenous Recurrence
Equations of Degree 2 with Repeated Roots
Solve an = 6 an-1 - 9 an-2 with initial conditions a0 = 1 , a1 = 6
Solution:
Step I: Form the characteristic equation:
r2 – 6 r + 9 = 0
Step II: characteristic roots: 3, 3
Step III: General solution: an = 1 3n + 2n3n
For n=0 we get, 1 = 1
For n=1 we get, 2 = 1 + 2, 2 = 1
an = 3n + n3n
 Linear Homogenous Recurrence Equations of
Degree k with Repeated Roots
an = c1 an-1 + c2 an-2 + … + ck an-k (ck  0 ) a0 = V0 , a1 = V1 ,…, ak-1 = Vk-1

Step I: Form the characteristic equation

rk – c1rk-1 –…..- ck = 0 degree k equation
Step II: Find the characteristic roots
Let r1, r2, …, rt be the distinct roots, with multiplicities m1, m2, …, mt,
Each mi  1 and m1+ m2 + …,+ mt= k
• Theorem: A sequence {…, an , ….} is a solution of the recurrence equation if and
only if an = (1,0 + 1,1n +….+ 1, m1-1 nm1-1) r1n + … + (t,0 + t,1n +….+ t, mt-1 nmt-1) rtn
polynomial of degree (m1-1) polynomial of degree (mt-1)
 Example: Linear Homogenous Recurrence
Equations of Degree k with Repeated Roots
Solve: an = -3 an-1 - 3 an-2 - an-3 a0 = 1 , a1 = -2, a2 = -1
Solution:
Step I: Form the characteristic equation
r3 + 3r2 + 3r +1 = 0
Step II: Find the characteristic roots
-1, -1, -1: multiplicity three
Step III: General Solution
an = (1,0 + 1,1n + 1, 2 n2) (-1)n
Step IV: Find 1,0 , 1,1, 1,2, from the following three equations applying the initial conditions.
Put n=0, 1,0 = 1
n= 1, 1,0 + 1,1 + 1, 2 = -2 => 1,1 + 1, 2 = -3
n = 2 1,0 + 21,1 + 4 1, 2 = -1 => 21,1 + 4 1, 2 = -3 => 1, 2 = 3/2 => 1, 1 = 9/2
an = (1 + 9/ 2n + 3/2 n2) (-1)n