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 - 7.4 An Introduction to the Matrix Exponential Function - Problems - Page 465: 5

Answer

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Work Step by Step

Find eigenvalues: (A-$\lambda$I)$\vec{V}$=$\vec{0}$ $\begin{bmatrix} a-\lambda & b\\ -b & a-\lambda \end{bmatrix}\begin{bmatrix} v_1\\ v_2 \end{bmatrix}=\begin{bmatrix} 0\\ 0 \end{bmatrix}$ $\begin{bmatrix} a-\lambda & b\\ -b & a-\lambda \end{bmatrix}=0$ $(a-\lambda)^2+b^2=0$ $a-\lambda)^2-i^2b^2=0$ $\lambda_1=a+ib, \lambda_2=a-ib$ The eigenvalues of $A$ are $\lambda_1 = a+ib$ and $\lambda_2=a-ib$, and therefore A is nondefective. A straightforward computation yields the following eigenvectors, which correspond respectively to $\lambda_1$ and $\lambda_2$: $v_1=(1,i)\\ v_2=(1,-i)$ It follows from Theorem 7.4.3 that if we set $S =\begin{bmatrix} 1 & 1\\ i & -i \end{bmatrix}$ and $D = diag(a+bi,a-bi)$ then $e^{At} = Se^{Dt}S^{−1}$ It is easily shown that $S^{-1}=\begin{bmatrix} 1 & i\\ 1 & -i \end{bmatrix}$ Substituting: $e^{At}=\frac{1}{2}\begin{bmatrix} 1 & 1\\ i & -i \end{bmatrix}\begin{bmatrix} e^{(a+bi)t} & 0\\ 0 & e^{(a-bi)t} \end{bmatrix}\begin{bmatrix} 1 & i\\ 1 & -i \end{bmatrix}=\frac{1}{2}\begin{bmatrix} e^{(a+bi)t} & e^{(a-bi)t}\\ ie^{(a+bi)t} & -ie^{(a-bi)} \end{bmatrix}\begin{bmatrix} 1 & i\\ 1 & -i \end{bmatrix}=e^{at}\begin{bmatrix} \cos bt & \sin bt\\ -\sin bt & \cos bt \end{bmatrix}$
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