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where 1,…,m are the eigenvalues of A and v1,…vm are the corresponding eigenvectors
and
T = matrix whose columns are v1,…vm
(2) An = TDnT -1 = TT -1
These formulas are still valid if A has complex eigenvalues. However, if the entries of A
are real and A has complex eigenvalues, then it expresses An in terms of complex
numbers and some of the qualitative properties of An are not obvious. There is a variation
of (1) and (2) for real matrices with complex eigenvalues which express A and An in
terms of real numbers and certain properties of A and An are more obvious. For
simplicity we restrict our attention to 22 matrices.
(3) A = TRT-1 = -1
-1
(4) A =
where r and are the polar coordinates of the point in the plane whose Cartesian
coordinates are , i.e. r = and = angle makes with the positive x axis.
Remarks. T is the matrix whose columns are the real and imaginary parts of v2 = p – iq
the eigenvector corresponding to 2 = - i. R is the matrix for a rotation by an angle
followed by a stretching or compression by a factor of r. So A acts like an "oblique"
rotation by an angle followed by a stretching or compression by a factor of r.
Proof. Since Av1 = 1v1 one has A(p + iq) = ( - i)(p + iq). Expanding out one has
Ap + iAq = (p - q) + (q + p)i. Identifying real and imaginary parts one has
Ap = p - q and Aq = p + q. These two formulas can be written as Ap = p + (- q)
and A(- q) = (- )p + (- q).
6.5 - 1
The columns of AT are A times columns of T, i.e. Ap = p + (- q) and
A(- q) = (- )p + (- q). The columns of TR are linear combinations of the columns of T
using the entries of the columns of R as the coefficients. These work out to be p + (-
q) and - )p + (- q). Thus AT = TR. Multiplying both sides by T-1 gives (1).
The formula (4) follows from (3) and the relation between the polar and Cartesian
coordinate of a point, i.e. = r cos and = r sin . //
TRT-1 = -1
=
= =
= = = A
Now let's see how the formula (4) leads to a corresponding formula for An.
(5) An = TRnT-1 = -1
where r and are the polar coordinates of the point in the plane whose Cartesian
coordinates are .
Proof. The formula (3) implies An = TRnT-1 using the same argument as in section 6.3.
One has Rn = (rR)n = rn(R)n, where R = is the matrix for a rotation by an angle .
Using the addition formulas for sine and cosine it is not hard to show that RR = R+ and
hence (R)n = Rn = . Thus Rn = rn = . Combined with An = TRnT-1 this proves (5). //
There is an alternate proof of Theorem 2 that is based on the following proposition and
properties of the polar form of complex numbers.
6.5 - 2
Proposition 3. If is an eigenvalue of A with eigenvector v, then n is a eigenvalue of
An also with eigenvector v.
Alternative proof of Proposition 2. By Proposition 3 one has (1)n and (1)n are
eigenvalues of An with eigenvectors v1 = p + iq and v2 = p – iq. By Proposition 4 below rn
and n are the polar coordinates of (1)n. So Theorem 2 follows from Proposition 1
applied to An. //
Example 2. Find An if A = .
An = 29n/2-1 =
= =
where cn = cos (n) and sn = sin(n).
Problem 1. The eigenvalues of A = are 1 = 1 + i and 2 = 1 - i and the corresponding eigenvectors are v1
= and v2 = . Find a formula for An that displays the entries as sums of multiples of things of the form rn
cos(n) or rn sin(n).
One has
= = = A
6.5 - 3
where c = cos , s = sin and = - tan-1. So
Problem 2. The eigenvalues of A = are 1 = 1 + i and 2 = 1 - i and the corresponding eigenvectors are v1
= and v2 = . Find formulas for the solution of the difference equations
xn+1 = - 2yn
yn+1 = xn + 2yn
along with the initial conditions x0 = 1 and y0 = 3. Your formulas for xn and yn should be sums of multiples
of things of the form rn cos(n) or rn sin(n). (This is a continuation of Problem 1 above.)
|z| =
= absolute value of z
= polar coordinate r of u =
= distance of u from the origin
arg(z) = argument of z
= polar coordinate of u =
= angle u makes with the positive x axis
=
Then
When one multiplies complex numbers the absolute values multiply and the arguments
add, i.e.
6.5 - 4
Propostion 4. If z = r (cos + i sin ) and w = s (cos + i sin ) then
(cos + i sin)(cos + i sin) = (cos cos - sin sin) + i (cos sin + sin
cos)
By the addition formulas for sine and cosine the right side of this is equal to the right side
of (6). //
6.5 - 5