Real Eigenvalues — Question 9

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Question 9

Let A=(−42−31),P=A+2I,Q=−(A+I).A=\begin{pmatrix}-4&2\\-3&1\end{pmatrix},\qquad P=A+2I,\qquad Q=-(A+I). Here a projection means a matrix RR with R2=RR^2=R; it need not be an orthogonal projection. Develop a solution formula without choosing normalized eigenvectors.

Tasks

  1. Find the eigenvalues and verify P+Q=IP+Q=I, P2=PP^2=P, Q2=QQ^2=Q, and PQ=QP=0PQ=QP=0.

  2. Identify the range and kernel of each projection. Are these projections orthogonal in the Euclidean plane?

  3. Prove that F(t)=e−tP+e−2tQF(t)=e^{-t}P+e^{-2t}Q satisfies F′=AFF\prime=AF and F(0)=IF(0)=I. Use it to solve the IVP X(0)=(1,0)TX(0)=(1,0)^T.

  4. Prove F(t+s)=F(t)F(s)F(t+s)=F(t)F(s) and find its inverse. Explain why these identities hold for every pair of real times here.

Original worksheet page 1: question and worked solution for 5-7-009
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Question 9 – Solution

Strategy. Polynomial projections isolate the two real eigenspaces and make the evolution law a scalar calculation on each one.

Step 1: Verify complementary projections. The characteristic polynomial is (λ+1)(λ+2)(\lambda+1)(\lambda+2), and direct multiplication gives A2+3A+2I=0A^2+3A+2I=0. Here P=(−22−33)P=\begin{pmatrix}-2&2\\-3&3\end{pmatrix} and Q=(3−23−2)Q=\begin{pmatrix}3&-2\\3&-2\end{pmatrix}. Thus P+Q=IP+Q=I, P2=PP^2=P, Q2=QQ^2=Q, and PQ=QP=0PQ=QP=0. For example PQ=−(A+2I)(A+I)=0PQ=-(A+2I)(A+I)=0; the other identities follow by multiplication or from Q=I−PQ=I-P.

Step 2: Identify the oblique directions. The range of PP is span⁡(2,3)T\operatorname{span}(2,3)^T, the −1-1 eigenspace; its kernel is span⁡(1,1)T\operatorname{span}(1,1)^T, the −2-2 eigenspace. For QQ the range and kernel are interchanged. These two directions have nonzero dot product 55, so neither projection is orthogonal. The matrices are also visibly nonsymmetric.

Step 3: Construct and verify evolution. The same polynomial identity gives AP=−PAP=-P, AQ=−2QAQ=-2Q. Consequently F′=AFF'=AF and F(0)=P+Q=IF(0)=P+Q=I. For arbitrary initial vector X0X_0, F(t)X0F(t)X_0 solves the IVP; constant linear-system uniqueness gives the complete solution. In particular X=e−t(−2−3)+e−2t(33).\boxed{X=e^{-t}\binom{-2}{-3}+e^{-2t}\binom 33.} Its initial state is (1,0)T(1,0)^T and its initial derivative (−4,−3)T=A(1,0)T(-4,-3)^T=A(1,0)^T.

Step 4: Multiply by modes. All mixed products vanish, so F(t)F(s)=e−(t+s)P+e−2(t+s)Q=F(t+s).F(t)F(s)=e^{-(t+s)}P+e^{-2(t+s)}Q=F(t+s). Taking s=−ts=-t yields F(t)−1=F(−t)=etP+e2tQ\boxed{F(t)^{-1}=F(-t)=e^tP+e^{2t}Q}. No finite real time makes either scalar exponential vanish. This is the normalized evolution of one constant matrix; the fixed complementary projections justify the multiplication rule for every s,t∈ℝs,t\in\mathbb R. No orthogonality or eigenvector normalization was used.

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