/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 9 Use the Jordan decomposition to ... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

Use the Jordan decomposition to show that if all the eigenvalues of a matrix \(A\) are strictly less than unity, then \(\lim _{k \rightarrow \infty} A^{k}=0\).

Short Answer

Expert verified
If all eigenvalues of \( A \) are less than one in magnitude, then \( \lim_{k \rightarrow \infty} A^k = 0 \).

Step by step solution

01

Introduction to Problem

We need to show that if all eigenvalues of a matrix \( A \) are strictly less than one in absolute value, then \( \lim_{k \rightarrow \infty} A^k = 0 \). We will use the Jordan decomposition for this proof.
02

Jordan Decomposition

A matrix \( A \) can be decomposed as \( A = PJP^{-1} \) where \( J \) is the Jordan form of \( A \). Here \( P \) is an invertible matrix and \( J \) is a block diagonal matrix with Jordan blocks on the diagonal.
03

Analyze Jordan Blocks

Each block in the Jordan form, \( J_i \), corresponds to an eigenvalue \( \lambda_i \), and is either a scalar matrix \( \lambda_i I \) or a block with \( \lambda_i \) along the diagonal and 1's on the superdiagonal. If all \( |\lambda_i| < 1 \), we need to understand the behavior of \( J^k \).
04

Eigenvalue Condition Significance

If each eigenvalue \( \lambda_i \) satisfies \( |\lambda_i| < 1 \), then for any Jordan block \( J_i \), as \( k \rightarrow \infty \), \( J_i^k \rightarrow 0 \), because the entries are primarily powers of \( \lambda_i \), and these decay towards zero.
05

Behavior of \( J^k \)

The matrix power \( J^k \) is block diagonal, with each block being \( J_i^k \). Therefore, \( \lim_{k \rightarrow \infty} J^k = 0 \), as each block tends towards zero by the criterion that all \( |\lambda_i| < 1 \).
06

Transform back to Original Matrix

Since \( A^k = (PJP^{-1})^k = PJ^kP^{-1} \), and \( \lim_{k \rightarrow \infty} J^k = 0 \), it follows that \( \lim_{k \rightarrow \infty} A^k = P(0)P^{-1} = 0 \). Here, \( 0 \) denotes the zero matrix.

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!

Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Understanding Eigenvalues
Eigenvalues are fundamental numbers associated with a matrix that provide deep insights into its properties and behavior. When we say a number \( \lambda \) is an eigenvalue of a matrix \( A \), it means there is a non-zero vector \( \mathbf{v} \) such that:
  • \( A\mathbf{v} = \lambda\mathbf{v} \)
This equation states that applying the matrix \( A \) to the vector \( \mathbf{v} \) results in the same vector scaled by \( \lambda \). The vector \( \mathbf{v} \) is called an eigenvector. Knowing the eigenvalues of a matrix can tell us a lot about its structural behavior.
Some key points to consider about eigenvalues:
  • Eigenvalues can be real or complex numbers.
  • If objects are dynamically represented using matrices, eigenvalues help in understanding stability.
For the given exercise, it's important to note that when all eigenvalues of a matrix are less than one (in absolute value), the matrix behaves increasingly like the zero matrix as it is repeatedly multiplied, which is crucial information for reaching the solution.
Exploring the Limiting Behavior of Matrices
The limiting behavior of matrices becomes an interesting topic when you consider raising a matrix to higher powers, especially in the context of eigenvalues. When we analyze the limit \( \lim_{k \rightarrow \infty} A^k \), we're looking to understand how the matrix behaves as it is multiplied by itself indefinitely.
In the specific scenario where all the absolute values of the eigenvalues are less than one, an important principle applies:
  • The matrix powers \( A^k \) will tend towards zero as \( k \rightarrow \infty \).
This occurs because:
  • Each Jordan block \( J_i \), corresponding to an eigenvalue \( \lambda_i \) with \( |\lambda_i| < 1 \), sees its influence diminish with increasing powers.
The intuition here is that raising these decaying eigenvalues to higher powers results in values that approach zero, thereby causing the entire matrix \( A^k \) to collapse towards the zero matrix over time. This concept is crucial in fields such as asymptotic analysis and stability studies.
Understanding Matrix Powers
Matrix powers, denoted \( A^k \), involve multiplying a matrix by itself \( k \) times. The behavior of these powers can reveal interesting properties about the matrix.
When we discuss matrix powers in the context of eigenvalues and limits, several factors come into play:
  • The eigenvalues and their magnitudes determine whether \( A^k \) grows, oscillates, or diminishes.
In the exercise, the Jordan decomposition is pivotal. The decomposition expresses the matrix \( A \) in a form where it breaks into simpler components:
  • \( A = PJP^{-1} \), where \( J \) is easier to manage.
Once you apply matrix powers, \( A^k = PJ^kP^{-1} \), each block within \( J \), which corresponds to an eigenvalue, contributes to the overall behavior. If \( J^k \) converges to zero, then so does \( A^k \), and this happens here because all \( |lambda_i| < 1 \).
This specialized knowledge of matrix powers helps us reach complex conclusions and solutions by leveraging deeper matrix properties.

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

Suppose \(H \in \mathbf{R}^{n \times n}\) has lower bandwidth \(p\). Show how to compute \(Q \in \mathbf{R}^{n \times n}\), a product of Givens rotations, such that \(Q^{T} H Q\) is upper Hessenberg. How many flops are required?

Suppose \(A\) and \(B\) are in \(\mathbf{R}^{n \times n}\). Give an algorithm for computing orthogonal \(Q\) and \(Z\) such that \(Q^{T} A Z\) is upper Hessenberg and \(Z^{T} B Q\) is upper triangular.

Suppose \(A_{k} \rightarrow A\) and that \(Q_{k}^{H} A_{k} Q_{k}=T_{k}\) is a Schur decomposition of \(A_{k}\). Show that \(\left\\{Q_{k}\right\\}\) has a converging subequence \(\left\\{Q_{k_{i}}\right\\}\) with the property that $$ \lim _{i \rightarrow \infty} Q_{k_{i}}=Q $$ where \(Q^{H} A Q=T\) is upper triangular. This shows that the eigenvalues of a matrix are continuous functions of its entries.

Given \(A \in \mathbb{C}^{n \times n}\), use the Schur decomposition to show that for every \(\epsilon>0\), there exists.a. diagonalizable matrix \(B\) such that \(\|A-B\|_{2} \leq c\). This shows that the set of diagonalizable matrices is dense in \(\mathbb{C}^{n \times n}\) and that the Jordan decomposition is not a continuous matrix decomposition.

The initial value problem $$ \begin{array}{ll} \dot{x}(t)=y(t), & x(0)=1 \\ \dot{y}(t)=-x(t), & y(0)=0 \end{array} $$ has solution \(x(t)=\cos (t)\) and \(y(t)=\sin (t)\). Let \(h>0\). Here are three reasonable iterations that can be used to compute approximations \(x_{k} \approx x(k h)\) and \(y_{k} \approx y(k h)\) assuming that \(x_{0}=1\) and \(y_{k}=0\) : Method 1: $$ \begin{aligned} &x_{k+1}=x_{k}+h y_{k+} \\ &y_{k+1}=y_{k}-h x_{k} \end{aligned} $$ Method 2: $$ \begin{aligned} &x_{k+1}=x_{k}+h y_{k_{1}} \\ &y_{k+1}=y_{k}-h x_{k+1} \end{aligned} $$ Method 3 : $$ \begin{aligned} &x_{k+1}=x_{k}+h y_{k+1} \\ &y_{k+1}=y_{k}-h x_{k+1} \end{aligned} $$ Express each method in the form $$ \left[\begin{array}{l} x_{k+1} \\ y_{k+1} \end{array}\right]=A_{h}\left[\begin{array}{c} x_{k} \\ y_{k} \end{array}\right] $$ where \(A_{h}\) is a 2-by-2 matrix. For each case, compute \(\lambda\left(A_{h}\right)\) and use the previous problem to discuss \(\lim x_{k}\) and \(\lim y_{k}\) as \(k \rightarrow \infty\)

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.