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Linear Algebra Notes Chapter 9 MULTIPLE EIGENVALUES AND ...

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4<br />

We could write this as a sum<br />

[ ] [ ]<br />

A n 2<br />

n<br />

0<br />

=<br />

0 2 n + n2 n−1 −2 4<br />

.<br />

−1 2<br />

The first matrix in this sum is the diagonal matrix whose diagonal entries are the<br />

powers of the eigenvalue of A. The second matrix (considered without the factor<br />

n2 n−1 ), is almost A, but with the eigenvalue 2 subtracted from the diagonal entries<br />

of A. Let us call this matrix A 0 . So<br />

A 0 =<br />

[<br />

−2<br />

]<br />

4<br />

−1 2<br />

Thus, we could write our formula for A n as<br />

=<br />

[ ]<br />

0 − 2 4<br />

= A − 2I.<br />

−1 4 − 2<br />

A n = 2 n I + n2 n−1 A 0 .<br />

This is a formula is much simpler than (9c), and it holds in general.<br />

[ ]<br />

a b<br />

Proposition 3. Let A = be a matrix with P<br />

c d<br />

A = (x − λ) 2 . Define the new<br />

matrix<br />

[ ]<br />

a − λ b<br />

A 0 =<br />

.<br />

c d − λ<br />

[ ]<br />

0 0<br />

Then A 2 0 = , and<br />

0 0<br />

A n = λ n I + nλ n−1 A 0 .<br />

The point of Proposition 3 is that it allows us to compute A n in a much easier<br />

way than equation (9c). We don’t have to find B to use Proposition [ 3. ] However,<br />

0 0<br />

we will use B to prove Proposition 3. The key point is that A 2 0 = .<br />

0 0<br />

Proof. We use our earlier formula<br />

from Proposition 2. Note that<br />

A = B<br />

[ ]<br />

λ 1<br />

B −1 ,<br />

0 λ<br />

[ ]<br />

λ 1<br />

= λI +<br />

0 λ<br />

[ ]<br />

0 1<br />

,<br />

0 0<br />

so<br />

A = B<br />

[ ]<br />

λ 1<br />

B −1 = B(λI +<br />

0 λ<br />

[ ]<br />

0 1<br />

)B −1 = B(λI)B −1 + B<br />

0 0<br />

[ ]<br />

0 1<br />

B −1 .<br />

0 0<br />

Since λI commutes with every matrix, we have B(λI)B −1 = λI, so<br />

A = λI + B<br />

[ ]<br />

0 1<br />

B −1 .<br />

0 0

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