Linear Algebra Notes Chapter 9 MULTIPLE EIGENVALUES AND ...
Linear Algebra Notes Chapter 9 MULTIPLE EIGENVALUES AND ...
Linear Algebra Notes Chapter 9 MULTIPLE EIGENVALUES AND ...
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3<br />
as claimed in Proposition 2.<br />
□<br />
so<br />
Now if you want to compute A n , you could first note that<br />
A n = (B<br />
[ ] n [ ]<br />
λ 1 λ<br />
n<br />
nλ<br />
=<br />
n−1<br />
0 λ 0 λ n<br />
[ ]<br />
[ ]<br />
λ 1<br />
B −1 ) n λ<br />
n<br />
nλ<br />
= B<br />
n−1<br />
0 λ<br />
0 λ n B −1 .<br />
(9b)<br />
(9c)<br />
Actually, there is a much better formula for A n , but first let’s have an example to<br />
illustrate what we’ve seen so far.<br />
Example:<br />
A =<br />
[ ]<br />
0 4<br />
.<br />
−1 4<br />
We find P A (x) = (x − 2) 2 so λ = 2 is a multiple eigenvalue of A. Our formula for<br />
eigenvectors gives (b, λ − a) = (4, 2). Scaling, we can take the eigenvector to be<br />
u = (2, 1). Now we choose any another vector v which is not proportional to u.<br />
Let us take v = e 1 , so we have<br />
B 1 =<br />
[ ]<br />
2 1<br />
.<br />
1 0<br />
We then compute<br />
[ ]<br />
B1 −1 0 1<br />
= ,<br />
1 −2<br />
and<br />
[<br />
B1 −1 0 1<br />
AB 1 =<br />
1 −2<br />
] [<br />
0 4<br />
−1 4<br />
] [ ]<br />
2 1<br />
=<br />
1 0<br />
[ ]<br />
2 −1<br />
.<br />
0 2<br />
So g = −1 and we take<br />
[ ]<br />
−1 0<br />
B = B 1 =<br />
0 1<br />
[ ]<br />
−2 1<br />
.<br />
−1 0<br />
To check our calculations we compute<br />
[<br />
−2<br />
]<br />
1<br />
−1 0<br />
B −1 AB =<br />
[ ]<br />
2 1<br />
.<br />
0 2<br />
So B = does the job, as predicted by Proposition 2.<br />
[ ] n<br />
2 1<br />
Continuing further using equation (9c), we have =<br />
0 2<br />
A n = B<br />
[ ] [ ]<br />
2<br />
n<br />
n2 n−1<br />
0 2 n B −1 2<br />
=<br />
n − n2 n n2 n+1<br />
−n2 n−1 2 n + n2 n .<br />
[ ]<br />
2<br />
n<br />
n2 n−1<br />
0 2 n , so