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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

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