常微分mogenous system with constant coefficients概要1.pptVIP

(4) If B is a nilpotent matrix, that is, integer k, then the series for has only a finite number of terms, since In such case, for some positive (5) Using the law of exponents and this fact about nilpotent matrices, we can determine for a special class Let r be a scalar. Since We get a finite representation for if B=A-rI is nilpotent for some r. of matrices. In fact, when the characteristic polynomial for A has the form that is, when A has one eigenvalue of multiplicity n, it is a consequence of the Cayley-Hamilton theorem that is nilpotent and Example 4: Find the fundamental matrix for the system Solution : We begin by computing the characteristic polynomial for A: Thus , r=1 is an eigenvalue of A with multiplicity 3. By the Cayley-Hamilton theorem, and so Computing , we find Note that every solution to (1) has the form While it is too much to expect A-rI to be nilpotent, it is no too much to ask that for some nontrival vector u and some positive integer k. Definition Let r be an eigenvalue of a square matrix A. Suppose u is a non-zero vector such that for some positive integer k, then u is called a generalize eigenvector of A (corresponding to r). ? Method of Generalized Eigenvectors * Chapter 5 Systems of Differential Equations Shurong Sun University of Jinan Semester 2, 2013-2014 Learning outcomes After completing this section, you will be able to 1. see the relation of eigenvalues ( eigenvectors) of the matrix A with solutions of homogeneous linear system 2. solve homogeneous systems ● A has distinct real eigenvalues ● A has complex eigenvalues 3. Use generalized eigenvectors to solve homogeneous systems 5.4 Homogeneous Linear systems with constant coefficients ● A has repeated eigenvalues (with n independent eigenvectors) if of n equations when Relation of eigenvalues ( eigenvectors) with solutions of homogeneou