Differential Equations and Linear Algebra (4th Edition)

Published by Pearson
ISBN 10: 0-32196-467-5
ISBN 13: 978-0-32196-467-0

Chapter 7 - Eigenvalues and Eigenvectors - 7.3 Diagonalization - Problems - Page 461: 28

Answer

See below

Work Step by Step

a) Since $D=diag(\lambda_1,\lambda_2,...\lambda_m)$ then $ \sqrt D=diag(\sqrt \lambda_1,\sqrt \lambda_2,...\sqrt \lambda_m)$ We obtain: $\sqrt D.\sqrt D\\ =diag(\sqrt \lambda_1,...\sqrt \lambda_m).diag(\sqrt \lambda_1,...\sqrt \lambda_m)\\ =diag(\lambda_1,...\lambda_m)$ b) $(S\sqrt DS^{-1})^2\\ =(S\sqrt DS^{-1})(S\sqrt DS^{-1})\\ =S\sqrt D\sqrt DS^{-1}\\ =SDS^{-1}\\ =A$ $S\sqrt DS^{-1}$ is a square root of A. c) The given system can be written as $x′ = Ax$, where $A=\begin{bmatrix} 6 & -2\\ -3 & 7 \end{bmatrix}$ The transformed system is $y′ = (S−1AS)y$ where $x = Sy$ To determine S, we need the eigenvalues and eigenvectors of A. The characteristic polynomial of A is $p(\lambda)=\begin{bmatrix} 6-\lambda & -2\\ -3 & 7-\lambda \end{bmatrix}=\lambda^2-13\lambda+36=(\lambda-4)(\lambda-9)$ Hence, A is nondefective by Corollary 7.2.10. The eigenvectors are easily computed: $\lambda_1=4: v=r(1,1) \\ \lambda_2=9: v=s(2,-3)\\$ Set $S = \begin{bmatrix}1 &2\\ 2 & -3 \end{bmatrix}$ then from Theorem 7.3.4, $S−1AS = diag(4,9)$ so that the system becomes: $\sqrt D=S\begin{bmatrix} 2 & 0\\ 0 & 3 \end{bmatrix}$ so $S^{-1}=\begin{bmatrix} \frac{3}{5} & \frac{2}{5}\\ \frac{1}{5} & -\frac{1}{5} \end{bmatrix}$ Hence $\sqrt A=S\sqrt DS^{-1}=\begin{bmatrix} \frac{12}{5} & \frac{-2}{5}\\ \frac{-3}{5} & \frac{13}{5} \end{bmatrix}$
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