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Homework # 8 Solutions: Math 102, Winter 2016

The document provides solutions to 3 exercises on systems of differential equations and matrix algebra concepts: 1) It finds the general solution to a system of differential equations by diagonalizing the matrix A. 2) It proves that the trace of a matrix is equal to the sum of its eigenvalues by examining the characteristic polynomial. 3) It defines eigenvalues and eigenvectors, explains why the characteristic equation determines eigenvalues, and clarifies that invertibility and diagonalizability are independent matrix properties.

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Ashish Saini
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33 views3 pages

Homework # 8 Solutions: Math 102, Winter 2016

The document provides solutions to 3 exercises on systems of differential equations and matrix algebra concepts: 1) It finds the general solution to a system of differential equations by diagonalizing the matrix A. 2) It proves that the trace of a matrix is equal to the sum of its eigenvalues by examining the characteristic polynomial. 3) It defines eigenvalues and eigenvectors, explains why the characteristic equation determines eigenvalues, and clarifies that invertibility and diagonalizability are independent matrix properties.

Uploaded by

Ashish Saini
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Homework # 8 Solutions

Math 102, Winter 2016

Exercise 1 Solve the system of differential equations

y 0 = Ay, y(0) = c,

where    
3 1 1 2
A = 0 2 0 and c = 2 .
1 1 3 2

Solution Well,
det(A − λI)=(2 − λ)((3 − λ)2 − 1)
=(2 − λ)(λ2 − 6λ + 8)
=(2 − λ)2 (4 − λ),
so the eigenvalues of A are 2 and
 4. By solving
 (A−2I)x = 0 and (A−4I)x
  = 0,
1 1 1
we find Nul(A − 2I) = span{  0  , −1  } and Nul(A − 4I) = span{ 0} so

−1 0 1
   −1
1 1 1 2 0 0 1 1 1
A= 0 −1 0 0 2 0  0 −1 0 .
−1 0 1 0 0 4 −1 0 1

With the diagonalization of A in hand, we may solve the differential equations


by finding c as a linear combination of the eigenvectors of A, namely by solving
       
2 1 1 1
c = 2 = c1  0  + c2 −1 + c3 0
2 −1 0 1

to find c1 = 1, c2 = −2, c3 = 3. Then the solution to the system of differential


equations is
   2t
−e + 3e4t
    
1 1 1
2t  2t 4t
y=e 0  − 2e −1 + 3e 0 =  2e2t ,
−1 0 1 −e2t + 3e4t

1
and we verify
−2e2t + 12e4t
 

y 0 = Ay =  4e2t 
−2e + 12e4t
2t

and  
2
y(0) = 2 .
2

Exercise 2 Prove that the trace of a matrix is equal to the sum of its eigenvalues.
Solution We begin by supposing A ∈ Rn×n is a matrix with eigenvalues
λ1 , . . . , λn . Following the proof suggested by the textbook, we consider that
det(A − λI) is a polynomial whose roots are the eigenvalues of A, and whose
coefficient of λn is (−1)n ; in other words,

det(A−λI) = (λ1 −λ)(λ2 −λ) · · · (λn −λ) = (−λ)n +(−λ)n−1 (λ1 +· · ·+λn )+· · ·+λ1 ·λ2 ·· · ··λn ,

where we neglect the terms of order λ1 through λn−2 . Coincidentally, the coef-
ficient of (−λ)n−1 in the characteristic polynomial of A must be the sum of the
eigenvalues of A.
On the other hand, det(A − λI) may also be calculated by cofactor expansion.
Going along the first row, we have

a22 − λ · · · a2n a21 · · · a2n

.
.. . .. .
.. . . .
det(A−λI) = (a11 −λ) −a12 .. .. .. +· · · .


an2 · · · ann − λ an1 · · · ann − λ

It may be observed that the only term here capable of producing a “λn−1 ” is the
first term, because the remaining terms only have (n − 2) λ’s in them. Similarly,
considering

a22 − λ · · · a2n a33 − λ · · · a3n a32 · · · a3n

.. . .. .
.. .
.. . .. .
.. . .. ..
= (a22 −λ) −a23 .. ,


. . .
an1 · · · ann − λ an3 · · · ann − λ an2 · · · ann − λ

the only term here capable of producing (in conjunction with the (a11 − λ))
a λn−1 is the first term. By continuing this process all the way down the
determinants of the nested submatrices, we find that the coefficient of λn−1 in
det(A − λI) comes entirely from the term

(a11 − λ)(a22 − λ) · · · (ann − λ) = (−λ)n + (−λ)n−1 (a11 + · · · + ann ).

Therefore, det(A−λI) has a coefficient of (a11 +· · ·+ann ) = Tr(A) for (−λ)n−1 .


Since the coefficient for (−λ)n−1 in det(A − λI) is both Tr(A) and λ1 + · · · + λn ,
it follows that these two numbers are equal!

2
If this proof is difficult to read, consider the 2 × 2 case:
 
a−λ b
det = (a − λ)(d − λ) − bc = λ2 − λ(a + d) + (ad − bc),
c d−λ

whereas of course

det(A − λI) = (λ1 − λ)(λ2 − λ) = λ2 − λ(λ1 + λ2 ) + λ1 · λ2 ;

comparing coefficients, we see λ1 + λ2 = Tr(A) and λ1 · λ2 = det(A).


Exercise 3 Explain what eigenvalues and eigenvectors are. Why does the
characteristic equation determine the eigenvalues? Explain why a matrix has
zero as an eigenvalue if and only if it is non-invertible. Finally, explain why
invertibility does not imply diagonalizability, nor vice versa.
Solution Given a square matrix A ∈ Rn×n , an eigenvalue of A is any number
λ such that, for some non-zero x ∈ Rn , Ax = λx. Any such vector is called an
eigenvector of A corresponding to the eigenvalue λ.
Notice that Ax = λx for a non-zero x if and only if (A − λI)x = 0 for the
same, non-zero x! This means that λ is an eigenvalue of A if and only if A − λI
has linearly dependent columns, which is to say that A − λI is non-invertible!
Because we know that a matrix is singular if and only if its determinant is zero,
this means that λ is an eigenvalue of A if and only if det(A − λI) = 0, which is
the characteristic equation.
If 0 is an eigenvalue of A, then Ax = 0 · x = 0 for some non-zero x, which
clearly means A is non-invertible. On the other hand, if A is non-invertible,
then Ax = 0 for some non-zero x, which is to say that Ax = 0 · x for some
non-zero x, which obviously means that 0 is an eigenvalue of A.
Invertibility and diagonalizability are independent properties because the in-
vertibility of A is determined by whether or not 0 is an eigenvalue of A, whereas
diagonalizability of A is determined by whether it has n linearly independent
eigenvectors. Not only is there no immediate reason to connect these two prop-
erties, but there are examples of matrices that have any combination of the two!
You may see examples in the following table:
Not diagonalizable
  Diagonalizable
 
0 1 1 0
Not invertible
0 0 0 0
1 1 1 0
Invertible
0 1 0 1

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