Sunday, October 13, 2013

9.2, which marks the end of my vacation from the epic journey

Section 9.2 is entitled “Planar Systems.”

I’ve been on a week-long hiatus and I decided that waiting around wasn’t going to fix the fact that this section has pages and pages and pages of notes. Now I realize that these pages are mostly examples. But, for the most part, I’m going to be throwing a lot of quotes around concerning theorems and propositions. Unfortunately, it’s one of those sections.

Planar systems are just linear systems in the 2nd dimension. We would like to know how to solve the following systems:


So recall back to the last section, where we discussed eigenvalues λ and eigenvectors v with the solution y(t) = eλtv. We know that eigenvalues are solutions of the determinant of of A – λI set equal to zero. Let’s expand that out:


This is a quadratic answer, called the characteristic polynomial. Something to note is that the constant term is the determinant of A (without the eigenvalue). For sake of space, we’ll denote this as D (it probably stands for determinant). Then there’s the coefficient of λ, which we’ll denote as T. If you’re in linear algebra, you’ll notice this is the trace of A (or, in other words, the sum of the diagonal entries of A). The trace of A can also be denoted as tr(A). This means we can rewrite our equation of this planar system as


There are three cases we must consider about this characteristic polynomial:

1. Real roots (when T2 – 4D > 0)
2. Complex roots (when T2 – 4D < 0)
3. A real root of “multiplicity 2” (when T2 – 4D = 0)

Here’s a proposition for you:
“Suppose λ1 and λ2 are eigenvalues of an n × n matrix A. Suppose v10 is an eigenvector for λ1 and v20 is an eigenvector for λ2. If λ1 ≠ λ2, then v1 and v2 are linearly independent” (379).

Something really nice to note from this is that if v1 and v2 are linearly independent, then


I wanted to actually write that, but there’s only so much that can be done without the equation editor.

Something nice to note about both of these linearly independent conclusions is that the eigenvalues and eigenvectors don’t have to be real for these propositions to be true. If one or more is complex, then the results are still true. Hooray!

Here’s a theorem for you:
“Suppose that A is a 2 × 2 matrix with real eigenvalues λ1 ≠ λ2. Suppose that v1 and v2 are eigenvectors associated with the eigenvalues. Then the general solution to the system y’ = Ay is

where C1 and C2 are arbitrary constants” (380).

In the case of complex eigenvalues, T2 – 4D < 0, which would make the square root full of negative-ness, which was a big no-no taught to us on the first day of square roots. However, we can package that negative-ness with the lovely letter i, so our complex roots can look like


This means we’ll have a complex matrix, which I’ll just leave some websites here if you need a refresher on the subject:

Here’s a theorem followed by a proposition for you regarding the topic of complex conjugate eigenvalues:

NOTE: You may or may not wonder why I changed one of the eigenvalues from what the book had originally. This is because the book used an overlined λ (also said as “λ bar”) and this will not show up on the website. So I changed it to a strikethrough, which is basically an overline, but moved down a little bit.

“Suppose that A is a 2 × 2 matrix with complex conjugate eigenvalues λ and [λ]. Suppose that w is an eigenvector associated with λ. Then the general solution to the system y’ = Ay is

where C1 and Care arbitrary constants” (383).

And the proposition:
“Suppose A is an n × n matrix with real coefficients, and suppose that z(t) = x(t) + iy(t) is a solution to the system z’ = Az.

(a) The complex conjugate [z] =  xiy is also a solution to [this system].

(b) The real and imaginary parts x and y are also solutions to [this system]. Furthermore, if z and [z] are linearly independent, so are x and y” (383).

So when we have a complex eigenvalue, it will be of the form λ = α + iβ, and its associated eigenvector will be of the form w = v1 + iv2. When we have a 2 × 2 matrix A, the solution of the system y’ = Ay will be of the form


where C1 and C2 are arbitrary constants” (384).

So now we’re left with the final case for our eigenvalues – the multiplicity 2 one (which is literally called “the easy case” in the book). If this multiplicity nonsense is the case, our characteristic polynomial will be



In this case, λ1 is T/2 and it has multiplicity 2. This was about the time when I finally realized that multiplicity means something and I don’t think we ever went over it so here’s a thing for you to understand it (like I now do):

From this there are two subcases, depending on the dimension of the eigenspace of λ. Since the eigenspace is a subspace of R2, the dimension can only be 1 or 2.

If the dimension is 2, then the eigenspace must be equal to all of R2. This means every vector is an eigenvector, so Av = λ1v for all v in R2. For example, if we had


Here’s a theorem concerning the other subcase, where the eigenvalue has λ of multiplicity 2 and eigenspace of dimension 1.

“Suppose that A is a 2 × 2 matrix with one eigenvalue λ of multiplicity 2, and suppose that the eigenspace of λ has dimension 1. Let v1 be a nonzero eigenvector, and choose v2 such that (A – λI)v2 = v1. Then


form a fundamental set of solutions to the system x’ = Ax” (388).

This means the general solution can be written as


Finally, here's one more website concerning this material that I didn't quite know where to put in this summary: 

All right, that’s it for section 9.2! It wasn’t as bad as I thought it was going to be.

I’ve been ill for the past couple of days, so I’m really foggy right now. I feel pretty good about all this, but if something is blatantly wrong and I don’t pick up on it for a while, then I’m really sorry about that.


I’ll see you when I see you.

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