1 √1

Hence, µ2 = 2
or µ= 2
 
Our normalised eigenvector is then √1 1
.
2 −1

λ = 3:
    
 −2 2   x   0 
   =   ⇒ −2x + 2y = 0
2 −2 y 0

or, x=y

 
Hence, eigenvector is µ 1 .
1

Normalise such that v T v = 1, so

2
  
1
1
µ 1 1 1 =1 ⇒ µ= √ as before.
2

 
The normalised eigenvector is then √1 1 .
2 1

Define:    
1  1 1   −1 0 
V =√  , Λ= 
2 −1 1 0 3

19
Then we can check that
   
1 1  1 1   −1 0   1 −1 
V ΛV −1 = √ √    
2 2 −1 1 0 3 1 1
  
1  −1 3   1 −1 
=
2
  
1 3 1 1
 
 1 2 
=   = A
2 1

Why is this useful?

Example: What is A8 ? Using the matrix diagonalisation,

A8 = V ΛV −1 V ΛV −1 V ΛV −1 V ΛV −1 V ΛV −1 V ΛV −1 V ΛV −1 V ΛV −1

= V Λ V −1 V Λ V −1 V Λ V −1 V Λ V −1 V Λ V −1 V Λ V −1 V Λ V −1 V Λ V −1 V V −1

V Λ8 V −1 .


=

and Λ8 is an easy matrix to raise to a power:

 8  
 −1 0   1 0 
  =  (23)
0 3 0 38

This method is much easier than multiplying the matrix by itself 8 times.

20
3 Differentiation and Integration
⇒ Library link (http://library.leeds.ac.uk/tutorials/maths-solutions/pages/calculus/ )

3.1 Differentiation
⇒ Wolfram link (http://mathworld.wolfram.com/Derivative.html)

Suppose the function f (t) gives distance as a function of time as shown in Figure 1.
distance

tangent speed

t
A
Figure 1

At point A, the sketched tangent gives the instantaneous rate of change of distance with
time or speed.

To calculate the speed (or gradient function) at any time, we approximate the tangent by con-
necting two neighbouring points: f (t) and f (t + h) (see Figure 2).

An estimate of the gradient at time t is then

f (t + h) − f (t) f (t + h) − f (t)
= (24)
(t + h) − t) h

As h → 0 , this estimate becomes more accurate.

21
 distance

t
t t+h

Figure 2

For example Suppose f (t) = t2 , then

f (t + h) − f (t) (t + h)2 − t2
=
h h
2th + h2
=
h
= 2t + h

f (t + h) − f (t)
therefore: → 2t as h → 0
h
Hence the gradient of f at any point t is 2t.

3.1.1 Notation

The gradient or derivative of a function f (t) can be written:

df
, f0 or f˙ (25)
dt

22
We can also have higher derivatives. Consider the gradient of a gradient function. If f repre-
sents distance, then f 0 is the speed and f 00 is the acceleration.

3.1.2 Standard Results

f f0

1 0
t 1
tn ntn−1
t−m −mt−(m+1)
sin t cos t
cos t − sin t
et et
1
ln t t

Differentiation is linear: e.g.

f (t) = 3 ln t + 9 sin t
3
f 0 (t) = + 9 cos t
t

3.1.3 Product rule

If we need to take the time derivative of the product uv of two functions u(t) and v(t) then we
use the product rule.
d
(uv) = u0 v + v 0 u
dt

3.1.4 Chain rule

The chain rule can be used to differentiate more complicated functions.