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AI HL · AHL 5

Matrices

AHL 5.7

Diagonalisation and powers of matrices

AHL 5.7

Diagonalisation and powers of matrices

Target: Write a matrix in the form PDP⁻¹ (+1 more)

By the end of this section

Key points

Diagonalising

  • A matrix with two different real eigenvalues can be written \(M = PDP^{-1}\).
  • The columns of \(P\) are the eigenvectors. \(D\) has the eigenvalues on its diagonal, in the same order as the columns of \(P\).
  • Check on the calculator that \(PDP^{-1}\) gives back \(M\).

Powers

  • A diagonal matrix is easy to raise to a power: \(\begin{pmatrix}a & 0 \\ 0 & b\end{pmatrix}^n = \begin{pmatrix}a^n & 0 \\ 0 & b^n\end{pmatrix}\).
  • So \(M^n = PD^nP^{-1}\).
  • If an eigenvalue is between −1 and 1, its power shrinks to 0 as \(n\) grows. That shows what \(M^n\) settles to.

On the calculator

Powers

a^n

  • A numerical power comes straight from the calculator. Use it to check a formula for \(M^n\).

Screenshot and video to come

Explore: the same matrix again and again

The unit square is transformed by M, then by M again: n times in all, which is Mⁿ. Raise n one step at a time. Before each step, say where the square will go next.

M =
M =

Eigenvalues of M
(1, 0) goes to
(0, 1) goes to
Area, |det M|ⁿ

  1. With eigenvalues 1 and 0.6, raise n to 12. Which line does the square settle on? What happens to 0.6ⁿ?
  2. With eigenvalues 5 and 2, the square grows. Along which eigenvector line does it stretch out? Why that one?
  3. The board is redrawn larger or smaller as n changes. Use the area: how many times larger is the square after n steps?
  4. Turn and grow has no real eigenvalues. What does the square do instead of settling on a line?

Worked examples

Problems like the ones in class. Pick one, try it, then open the working.
Write M as PDP⁻¹

\(M = \begin{pmatrix}4 & 1 \\ 2 & 3\end{pmatrix}\) has eigenvalues 5 and 2 with eigenvectors \(\begin{pmatrix}1 \\ 1\end{pmatrix}\) and \(\begin{pmatrix}1 \\ -2\end{pmatrix}\). Write \(M\) in the form \(PDP^{-1}\).

Working
  1. P

    \(P = \begin{pmatrix}1 & 1 \\ 1 & -2\end{pmatrix}\)

    The eigenvectors are the columns.

  2. D

    \(D = \begin{pmatrix}5 & 0 \\ 0 & 2\end{pmatrix}\)

    5 goes with the first column, 2 with the second.

  3. Answer

    \(M = \begin{pmatrix}1 & 1 \\ 1 & -2\end{pmatrix}\begin{pmatrix}5 & 0 \\ 0 & 2\end{pmatrix}\begin{pmatrix}1 & 1 \\ 1 & -2\end{pmatrix}^{-1}\)

    Check it on the calculator.

Video walkthrough coming
A formula for Mⁿ

For the same matrix, find \(M^n\) in terms of \(n\), and hence find \(M^3\).

Working
  1. Use the result

    \(M^n = PD^nP^{-1}\)

    Only \(D\) is raised to the power.

  2. The inverse of P

    \(P^{-1} = \frac{1}{-3}\begin{pmatrix}-2 & -1 \\ -1 & 1\end{pmatrix} = \frac{1}{3}\begin{pmatrix}2 & 1 \\ 1 & -1\end{pmatrix}\)

    \(\det P = -3\).

  3. Multiply out

    \(M^n = \frac{1}{3}\begin{pmatrix}2(5^n) + 2^n & 5^n - 2^n \\ 2(5^n) - 2(2^n) & 5^n + 2(2^n)\end{pmatrix}\)

    \(P\) times \(D^n\) first, then times \(P^{-1}\).

  4. n = 3

    \(M^3 = \frac{1}{3}\begin{pmatrix}258 & 117 \\ 234 & 141\end{pmatrix} = \begin{pmatrix}86 & 39 \\ 78 & 47\end{pmatrix}\)

    \(5^3 = 125\) and \(2^3 = 8\). Check with a^3.

Video walkthrough coming
What a power settles to

\(T = \begin{pmatrix}0.9 & 0.3 \\ 0.1 & 0.7\end{pmatrix}\) has eigenvalues 1 and 0.6 with eigenvectors \(\begin{pmatrix}3 \\ 1\end{pmatrix}\) and \(\begin{pmatrix}1 \\ -1\end{pmatrix}\). Find the matrix that \(T^n\) approaches as \(n\) becomes large.

Working
  1. Diagonal form

    \(T^n = P\begin{pmatrix}1 & 0 \\ 0 & 0.6^n\end{pmatrix}P^{-1}\) with \(P = \begin{pmatrix}3 & 1 \\ 1 & -1\end{pmatrix}\)

    The eigenvectors are the columns of \(P\).

  2. Large n

    \(0.6^n \to 0\)

    Only the eigenvalue 1 is left.

  3. Multiply

    \(\begin{pmatrix}3 & 1 \\ 1 & -1\end{pmatrix}\begin{pmatrix}1 & 0 \\ 0 & 0\end{pmatrix}\cdot\frac{1}{4}\begin{pmatrix}1 & 1 \\ 1 & -3\end{pmatrix} = \begin{pmatrix}0.75 & 0.75 \\ 0.25 & 0.25\end{pmatrix}\)

    \(P^{-1} = \frac{1}{4}\begin{pmatrix}1 & 1 \\ 1 & -3\end{pmatrix}\).

  4. Check

    T^50 on the calculator

    Both columns are the same.

Video walkthrough coming
A population model

The numbers of young birds (\(y\)) and adult birds (\(a\)) on an island change each year by \(\begin{pmatrix}y_{n+1} \\ a_{n+1}\end{pmatrix} = \begin{pmatrix}0.5 & 1.2 \\ 0.4 & 0.7\end{pmatrix}\begin{pmatrix}y_n \\ a_n\end{pmatrix}\). At the start there are 140 young and 70 adults. The matrix has eigenvalues 1.3 and −0.1 with eigenvectors \(\begin{pmatrix}3 \\ 2\end{pmatrix}\) and \(\begin{pmatrix}2 \\ -1\end{pmatrix}\). Find the numbers after \(n\) years, and describe what happens in the long term.

Working
  1. After n years

    \(M^n\begin{pmatrix}140 \\ 70\end{pmatrix}\), with \(M^n = PD^nP^{-1}\)

    Use the matrix \(n\) times on the start.

  2. P and D

    \(P = \begin{pmatrix}3 & 2 \\ 2 & -1\end{pmatrix},\quad D^n = \begin{pmatrix}1.3^n & 0 \\ 0 & (-0.1)^n\end{pmatrix}\)

    The eigenvectors are the columns of \(P\). The eigenvalues go in the same order.

  3. P⁻¹ times the start

    \(\frac{1}{7}\begin{pmatrix}1 & 2 \\ 2 & -3\end{pmatrix}\begin{pmatrix}140 \\ 70\end{pmatrix} = \begin{pmatrix}40 \\ 10\end{pmatrix}\)

    \(\det P = -7\). Work from the right: \(P^{-1}\) meets the start first.

  4. Then D to the power n, then P

    \(\begin{pmatrix}3 & 2 \\ 2 & -1\end{pmatrix}\begin{pmatrix}40(1.3^n) \\ 10(-0.1)^n\end{pmatrix} = \begin{pmatrix}120(1.3^n) + 20(-0.1)^n \\ 80(1.3^n) - 10(-0.1)^n\end{pmatrix}\)

    Check \(n = 1\): 154 young and 105 adults, the same as \(M\) times the start.

  5. Long term

    \((-0.1)^n \to 0\), so the numbers approach \(1.3^n\begin{pmatrix}120 \\ 80\end{pmatrix}\)

    Young to adults settles at 3 : 2, the eigenvector for 1.3. Both numbers rise by 30% each year.

Video walkthrough coming
Build a matrix from its eigenvectors

A matrix \(M\) has eigenvalue 3 with eigenvector \(\begin{pmatrix}2 \\ 1\end{pmatrix}\) and eigenvalue \(-1\) with eigenvector \(\begin{pmatrix}1 \\ 1\end{pmatrix}\). Find \(M\).

Working
  1. Write P and D

    \(P = \begin{pmatrix}2 & 1 \\ 1 & 1\end{pmatrix},\quad D = \begin{pmatrix}3 & 0 \\ 0 & -1\end{pmatrix}\)

    The eigenvectors are the columns of \(P\). The eigenvalues go on the diagonal of \(D\) in the same order.

  2. The inverse of P

    \(\det P = 2(1) - 1(1) = 1,\quad P^{-1} = \begin{pmatrix}1 & -1 \\ -1 & 2\end{pmatrix}\)

    Swap the 2 and the 1 on the leading diagonal, change the signs of the other two.

  3. Multiply in order

    \(M = PDP^{-1} = \begin{pmatrix}6 & -1 \\ 3 & -1\end{pmatrix}\begin{pmatrix}1 & -1 \\ -1 & 2\end{pmatrix} = \begin{pmatrix}7 & -8 \\ 4 & -5\end{pmatrix}\)

    Work from the left. \(PD\) first.

  4. Check

    Trace = 2 = 3 + (−1)

    The eigenvalues add to the trace.

Video walkthrough coming
Growth rate of a population

Each year, every adult fish produces 1.5 young, 40% of the young survive to become adults, and 70% of the adults survive. Let \(y_n\) and \(a_n\) be the numbers of young and adult fish in year \(n\). Find the long-term percentage increase in the population each year, and the long-term percentage of the fish that are young.

Working
  1. Write the model

    \(\begin{pmatrix}y_{n+1} \\ a_{n+1}\end{pmatrix} = \begin{pmatrix}0 & 1.5 \\ 0.4 & 0.7\end{pmatrix}\begin{pmatrix}y_n \\ a_n\end{pmatrix}\)

    New young come only from adults. New adults come from surviving young and surviving adults.

  2. Eigenvalues

    \(\lambda^2 - 0.7\lambda - 0.6 = 0,\quad \lambda = 1.2 \text{ or } -0.5\)

    From the calculator. The eigenvalue with the larger size, 1.2, takes over, because \((-0.5)^n\) fades away.

  3. Growth rate

    Each year the population is multiplied by 1.2 in the long term: an increase of 20%.

    The long-term multiplier is the larger eigenvalue.

  4. Eigenvector for 1.2

    \(1.5a = 1.2y\)

    So \(y : a = 5 : 4\). Choose \(\begin{pmatrix}5 \\ 4\end{pmatrix}\).

  5. Share that are young

    \(\dfrac{5}{5+4} = 0.556\)

    In the long term 55.6% of the fish are young, whatever the start (as long as it is not made of the other eigenvector).

Video walkthrough coming