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Chapter 7: Eigenvalues and Eigenvectors

Q7-56E

Page 384

TRUE OR FALSE

56. Ifuis a nonzero vector inn, thenu must be an eigenvector of matrixuuT.

Q7-58E

Page 384

TRUE OR FALSE

58. Ifis an eigenvector of a 2x2matrixA=[abcd], thenvmust be an eigenvector of its classical adjointA=[d-b-ca]as well.

Q7.6-29E

Page 381

Consider an invertible n 脳 n matrix A such that the zero state is a stable equilibrium of the dynamical systemx(t+1)=Ax(t).What can you say about the stability of the systemsx(t+1)=(A+In)x(t)

Q7.6-30E

Page 381

Consider an invertible n 脳 n matrix A such that the zero state is a stable equilibrium of the dynamical systemx(t+1)=Ax(t).What can you say about the stability of the systems

x(t+1)=A2x(t)

Q7.6-31E

Page 381

Let A be a real 2 脳 2 matrix. Show that the zero state is a stable equilibrium of the dynamical systemx(t+1)=Ax(t)if (and only if)|trA|-1<detA<1

Q7.6-32E

Page 381

Let鈥檚 revisit the introductory example of Section 7.5: The glucose regulatory system of a certain patient can be modeled by the equations

g(t+1)=0.9g(t)-0.4h(t)h(t+1)=0.1g(t)+0.9h(t).

Find closed formulas for g(t) and h(t), and draw the trajectory. Does your trajectory look like the one on page 361?

Q7.6-33E

Page 381

Consider a real 2 脳 2 matrix A with eigenvalues piqand corresponding eigenvectorsviw.Show that if a real vectorx0is written asx0=c1(v+iw)+c2(v-iw)then c2=c1.

Q7.6-35E

Page 381

(a). Consider a real n 脳 n matrix with n distinct real eigenvalues1,,nwhere|i|1for all i =1,,n. Letbe a trajectory of the dynamical systemx(t+1)=Ax(t). Show that this trajectory is bounded; that is, there is a positive number M such thatx(t)Mfor all positive integers t.

(b). Are all trajectories of the dynamical system

x(t+1)=(1101)x(t)

bounded? Explain.

Q7.6-36E

Page 381

Show that the zero state is a stable equilibrium of the dynamical system x(t+1)=Ax(t)if (and only if )limtAt=0(meaning that all entries ofAtapproach zero).

Q7.6-37E

Page 381

Consider the national income of a country, which consists of consumption, investment, and government expenditures. Here we assume the government expenditure to be constant, at G0, while the national income Y(t), consumption C(t) , and investment I(t) change over time. According to a simple model, we have

|Yt=Ct+It+G0Ct+1=YtIt+1=Ct+1-Ct| (0<<1),(>0)

Where is the marginal propensity to consume and is the acceleration coefficient. (See Paul E. Samuelson, 鈥淚nteractions between the Multiplier Analysis and the Principle of Acceleration,鈥 Review of Economic Statistics, May 1939, pp. 75-78.)

  1. Find the equilibrium solution of these equations, when Y(t+1)=Y(t,)C(t+1)=C(t)andI(t+1)=I(t).
  2. Let y(t),c(t)andi(t)be the deviations ofY(t),C(t)andI(t), , and , respectively, from the equilibrium state you found in part (a). These quantities are related by the equations
    |yt=ct+itct+1=ytit+1=ct+1-ct|
    (Verify this!) By substituting y(t) into the second equations, set up equations of the form
    |ct+1=pct+qitit+1=rct+sit|
  3. When =5and =0.2, determine the stability of zero state of this system.
  4. When =1(and is arbitrary, 0<<1), determine the stability of the zero state.
  5. For each of the four sectors in the --plane, determine the stability of the zero state.

Discuss the various cases, in practical terms.

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