MTH 309 Y LECTURE 24.1 Motivating example: Fibonacci numbers THU 2014.05.01 1� 1� 2� 3� 5� 8� 13� 21� 44� 65� 111� 176� 287� 463��� MTH 309 Y LECTURE 24.2 THU 2014.05.01 Problem. Find a formula for the �-th Fibonacci number F�. MTH 309 Y LECTURE 24.3 THU 2014.05.01 General problem. If A is a square matrix how to compute A� quickly? Easy case: Definition. An � × � matrix D is a diagonal matrix if all its entries outside the main diagonal are zero. ⎡ ⎢ ⎢ D=⎢ ⎢ ⎣ λ1 0 ... 0 0 λ2 ... 0 ··· ··· ... ··· 0 0 ... λ� Proposition. If D is a diagonal matrix ⎡ λ�1 0 · · · ⎢ � ⎢ 0 λ ··· 2 � D =⎢ ⎢ ... ... . . . ⎣ 0 0 ··· ⎤ ⎥ ⎥ ⎥ ⎥ ⎦ as above then ⎤ 0 ⎥ 0 ⎥ ⎥ ... ⎥ ⎦ λ�� MTH 309 Y LECTURE 24.4 THU 2014.05.01 Definition. An � × � matrix A is a diagonalizable matrix if A is of the form A = PDP −1 where D is a diagonal matrix and P is an invertible matrix. Example. ⎡ ⎤ 1 0 1 A = ⎣0 1 1⎦ is a diagonalizable matrix: 1 1 0 ⎡ ⎤ ⎡ ⎤ ⎡ ⎤−1 1 1 −1 2 0 0 1 1 −1 A = ⎣ 1 1 1 ⎦ · ⎣ 0 −1 0 ⎦ · ⎣ 1 1 1 ⎦ 1 −2 0 0 0 1 1 −2 0 Proposition. If A is a diagonalizable matrix A = PDP −1 then A� = PD � P −1 MTH 309 Y LECTURE 24.5 Example. ⎡ ⎤ 1 0 1 Let A = ⎣0 1 1⎦. Compute A10. 1 1 0 THU 2014.05.01 MTH 309 Y LECTURE 24.6 THU 2014.05.01 How to diagonalize matrices? Diagonalization Theorem. 1) An � × � matrix A is diagonalizable iff it has � linearly independent eigenvectors v1� v2� � � � � v�. 2) In such case A = PDP −1 where P= � ⎡ ⎢ ⎢ D=⎢ ⎢ ⎣ v1 v2 � � � v� λ1 0 ... 0 0 λ2 ... 0 ··· ··· ... ··· 0 0 ... λ� � ⎤ λ1 = eigenvalue corresponding to v1 ⎥ ⎥ λ2 = eigenvalue corresponding to v2 ⎥ ... ... ... ⎥ ⎦ λ� = eigenvalue corresponding to v� MTH 309 Y LECTURE 24.7 THU 2014.05.01 Example. Diagonalize the following matrix if possible: ⎡ ⎤ 4 0 0 A = ⎣1 3 −1⎦ 1 −1 3 MTH 309 Y LECTURE 24.8 Note. Not every square matrix is diagonalizable. THU 2014.05.01 Example. Check if the following matrix is diagonalizable: � � 2 1 A= 0 2 MTH 309 Y LECTURE 24.9 THU 2014.05.01 Proposition. If A is an � × � matrix with � distinct eigenvalues then A is diagonalizable. MTH 309 Y LECTURE 24.10 Back to Fibonacci numbers: � F� F�+1 � = � ��−1 � � 0 1 1 · 1 1 1 THU 2014.05.01
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