06-240/Classnotes For Tuesday December 5: Difference between revisions

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'''Theorem.''' Let <math>A</math> be an <math>n\times n</math> matrix (with entries in some field <math>F</math>) and let <math>\chi_A(\lambda):=\det(A-\lambda I)</math> be the characteristic polynomial of <math>A</math>. Assume <math>\chi_A</math> has <math>n</math> distinct roots <math>\lambda_1\ldots\lambda_n</math>, that is, <math>A</math> has <math>n</math> distinct eigenvalues <math>\lambda_1\ldots\lambda_n</math>, and let <math>v_1,\ldots,v_n</math> be corresponding eigenvectors, so that <math>Av_i=\lambda_iv_i</math> for all <math>1\leq i\leq n</math>. Let <math>D</math> be the diagonal matrix that has <math>\lambda_1</math> through <math>\lambda_n</math> on its main diagonal (in order) and let <math>P</math> be the matrix whose columns are these eigenvectors: <math>P:=(v_1|v_2|\cdots|v_n)</math>. Then <math>P</math> is invertible and the following equalities hold:
'''Theorem.''' Let <math>A</math> be an <math>n\times n</math> matrix (with entries in some field <math>F</math>) and let <math>\chi_A(\lambda):=\det(A-\lambda I)</math> be the characteristic polynomial of <math>A</math>. Assume <math>\chi_A</math> has <math>n</math> distinct roots <math>\lambda_1\ldots\lambda_n</math>, that is, <math>A</math> has <math>n</math> distinct eigenvalues <math>\lambda_1\ldots\lambda_n</math>, and let <math>v_1,\ldots,v_n</math> be corresponding eigenvectors, so that <math>Av_i=\lambda_iv_i</math> for all <math>1\leq i\leq n</math>. Let <math>D</math> be the diagonal matrix that has <math>\lambda_1</math> through <math>\lambda_n</math> on its main diagonal (in order) and let <math>P</math> be the matrix whose columns are these eigenvectors: <math>P:=(v_1|v_2|\cdots|v_n)</math>. Then <math>P</math> is invertible and the following equalities hold:
# <math>D=P^{-1}AP</math> and <math>A=PDP^{-1}</math>.
# <math>D=P^{-1}AP</math> and <math>A=PDP^{-1}</math>.
# For any positive integer <math>k</math> we have <math>A^k=PD^kP^{-1}</math> and <math>D^k=\begin{pmatrix}\lambda_1^k</math>
# For any positive integer <math>k</math> we have <math>A^k=PD^kP^{-1}</math> and <math>D^k=\begin{pmatrix}\lambda_1^k&&0\\&\ddots&\\0&&\lambda_n^k\end{pmatrix}</math>.
# Likewise if <math>F={\mathbb R}</math> and <math>\exp(B):=\sum_{k=0}^\infty\frac{B^k}{k!}</math> then <math>\exp(A)=P\exp(D)P^{-1}</math> and <math>\exp(D)=\begin{pmatrix}e^{\lambda_1}&&0\\&\ddots&\\0&&e^{\lambda_n}\end{pmatrix}</math>.

'''Order of the proceedings.'''
# Assuming P is invertible, a proof of 1.
# Proof of 2.
# Example - the "reproduction of rabbits" matrix <math>A=\begin{pmatrix}0&1\\1&1\end{pmatrix}</math> (see the mathematica session below).
# Discussion of 3.
# The relationship with linear transformations and changes of basis.
# <math>v_1</math> thorough <math>v_n</math> form a basis and <math>P</math> is invertible.


[[Image:06-240-Reproduction of Rabbits.png|center|640px]]

Latest revision as of 09:50, 28 May 2007

Our remaining goal for this semester is to study the following theorem:

Theorem. Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} be an Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n\times n} matrix (with entries in some field Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F} ) and let be the characteristic polynomial of . Assume has distinct roots , that is, has distinct eigenvalues , and let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v_1,\ldots,v_n} be corresponding eigenvectors, so that for all Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1\leq i\leq n} . Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle D} be the diagonal matrix that has Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lambda_1} through Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lambda_n} on its main diagonal (in order) and let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} be the matrix whose columns are these eigenvectors: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P:=(v_1|v_2|\cdots|v_n)} . Then Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} is invertible and the following equalities hold:

  1. and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A=PDP^{-1}} .
  2. For any positive integer Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k} we have Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A^k=PD^kP^{-1}} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle D^k=\begin{pmatrix}\lambda_1^k&&0\\&\ddots&\\0&&\lambda_n^k\end{pmatrix}} .
  3. Likewise if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F={\mathbb R}} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp(B):=\sum_{k=0}^\infty\frac{B^k}{k!}} then Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp(A)=P\exp(D)P^{-1}} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp(D)=\begin{pmatrix}e^{\lambda_1}&&0\\&\ddots&\\0&&e^{\lambda_n}\end{pmatrix}} .

Order of the proceedings.

  1. Assuming P is invertible, a proof of 1.
  2. Proof of 2.
  3. Example - the "reproduction of rabbits" matrix (see the mathematica session below).
  4. Discussion of 3.
  5. The relationship with linear transformations and changes of basis.
  6. Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v_1} thorough Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v_n} form a basis and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} is invertible.


06-240-Reproduction of Rabbits.png