Beruflich Dokumente
Kultur Dokumente
Matrix Methods
Characteristic Equation
Cayley-Hamilton
Cayley-Hamilton Theorem
An Example
The Cayley-Hamilton Method for u0 = Au
A Working Rule for Solving u0 = Au
Solving 2 2 u0 = Au
Finding ~c1 and ~c2
A Matrix Method for Finding ~c1 and ~c2
Characteristic Equation
Definition 1 (Characteristic Equation)
Given a square matrix A, the characteristic equation of A is the polynomial equation
det(A rI) = 0.
The determinant det(A rI) is formed by subtracting r from the diagonal of A.
The polynomial p(r) = det(A rI) is called the characteristic polynomial.
A=
2 3
0 4
2 3 4
A = 0 5 6 ,
0 0 7
2r
3
p(r) =
0
4r
= (2 r)(4 r)
2r
3
4
5r
6
p(r) = 0
0
0
7r
= (2r)(5r)(7r)
Cayley-Hamilton
Theorem 1 (Cayley-Hamilton)
A square matrix A satisfies its own characteristic equation.
If p(r) = (r)n + an1 (r)n1 + a0 , then the result is the equation
Cayley-Hamilton Example
Assume
2 3 4
A=0 5 6
0 0 7
Then
2r
3
4
5r
6
p(r) = 0
0
0
7r
= (2 r)(5 r)(7 r)
0 0 0
(2I A)(5I A)(7I A) = 0 0 0 .
0 0 0
Cayley-Hamilton Method
Theorem 2 (Cayley-Hamilton Method for u0 = Au)
A component function uk (t) of the vector solution u(t) for u0 (t) = Au(t) is
a solution of the nth order linear homogeneous constant-coefficient differential
equation whose characteristic equation is det(A rI) = 0.
Let atom1 , . . . , atomn denote the atoms constructed from the characteristic equation det(A rI) = 0 by Eulers Theorem. Then constant vectors c1 , . . . , cn
exist, uniquely determined by A and u(0), such that
A 2 2 Illustration
Let us solve ~
u0 = A~
u when A is the non-triangular matrix
A=
1 2
2 1
.
1r
2
2
1r
= (1 r)2 4 = (r + 1)(r 3).
~
u = et~c1 + e3t~c2.
~
u0 = e0~c1 + e0~c2
A~
u0 = e0~c1 + 3e0~c2
Adding the equations gives ~
u0 + A~
u0 = 4~c2 and then
~c1 =
1
u0 Au0,
4
4
~c2 =
1
u0 + Au0.
4
4
e0 e0
e0 3e0
is exactly the Wronskian W of the basis of atoms evaluated at t = 0. This same fact
applies no matter the number of coefficients ~c1 , ~c2 , . . . to be determined.
The answer for ~c1 and ~c2 can be written in matrix form in terms of the transpose W T of
the Wronskian matrix as
aug(~c1,~c2) = aug(~
u0, A~
u0)(W T )1.
1
1 2
, A=
.
2
2 1
1
1 2
1
3
Then ~
u0 =
, A~
u0 =
=
and
2
2 1
2
0
T !1
1 3
1 1
3/2 1/2
aug(~c1,~c2) =
=
.
2 0
1 3
3/2 1/2
~
u0 = A~
u,
~
u(0) =
~
u(t) = et
3/2
3/2
+ e3t
1/2
1/2
=
23 et + 21 e3t
3 t
e + 21 e3t
2
.
u(t) = y1(t)~
d1 + + yn(t)~
dn
Differentiate this equation twice and then set t = 0 in all 3 equations. The relations u0 = Au and u00 = Au0 =
AAu imply the 3 equations
u0
= 1 (0)d1 + 2 (0)d2 + 3 (0)d3
Au0 = 01 (0)d1 + 02 (0)d2 + 03 (0)d3
00
00
A2 u0 = 00
1 (0)d1 + 2 (0)d2 + 3 (0)d3
Because the Wronskian is the identity matrix I , then these equations reduce to
u0
= 1d1 + 0d2 + 0d3
Au0 = 0d1 + 1d2 + 0d3
A2 u0 = 0d1 + 0d2 + 1d3
1(t), 2(t), 3(t) = atom1(t), atom2(t), atom3(t) C 1
where