How can you diagonalize the given matrix and use it to solve a system of ODE's?

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  • Thread starter Ackbach
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In summary, a matrix is diagonalizable if it has n linearly independent eigenvectors, and this can be checked using the determinant or row reduction method. The purpose of diagonalizing a matrix is to simplify a system of ODE's by decoupling it into easier to solve equations. However, not all matrices can be diagonalized as they must meet certain conditions. To diagonalize a matrix, you need to find its eigenvalues and eigenvectors, and this method can only be used for linear systems of ODE's. Nonlinear systems require different techniques for solving.
  • #1
Ackbach
Gold Member
MHB
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Here's this week's problem.

-----

Diagonalize the matrix
$$A=\begin{bmatrix}
0 &1 &0 \\
0 &0 &1 \\
30 &1 &-6
\end{bmatrix}.$$
Note that this procedure can be used to compute $e^{At}$, and thus
solve the system of ODE's $x'=Ax$, the solution being $e^{At}x_{0}$.

-----

Remember to read the http://www.mathhelpboards.com/showthread.php?772-Problem-of-the-Week-%28POTW%29-Procedure-and-Guidelines to find out how to http://www.mathhelpboards.com/forms.php?do=form&fid=2!
 
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  • #2
No one solved this week's POTW. You can read my solution below.

We find the eigenvalues and eigenvectors thus:
$$\det(A-\lambda I)=\left|
\begin{matrix}
-\lambda &1 &0 \\
0 &-\lambda &1 \\
30 &1 &-6-\lambda
\end{matrix}
\right|
=-\lambda(-\lambda(-6-\lambda)-1)-1(-30)=0,$$
or
$$\lambda^2(-6-\lambda)+\lambda+30=0\quad\implies\quad
-\lambda^3-6\lambda^2+\lambda+30=0,$$
or
$$\lambda^3+6\lambda^2-\lambda-30=0.$$
We can see that $\lambda=2$ is a solution, making $\lambda-2$ a factor.
The other factors are $x+5$ and $x+3$. That is, the eigenvalues of
this matrix are $2, -3,$ and $-5$. Let us take the $\lambda=2$
eigenvalue. To find the corresponding eigenvector, we solve the system
$$Ax=2x,\quad\implies\quad
\begin{bmatrix}
-2 &1 &0 \\
0 &-2 &1 \\
30 &1 &-8
\end{bmatrix}x=0.$$
One solution is
$$\chi_2=\begin{bmatrix} 1\\ 2\\ 4\end{bmatrix}.$$
Similarly, solutions for the other eigenvalues are as follows:
$$\chi_{-3}=\begin{bmatrix}1 \\ -3 \\ 9 \end{bmatrix}\quad\text{and}
\quad \chi_{-5}=\begin{bmatrix}1 \\ -5 \\ 25 \end{bmatrix}.$$
Therefore, if we have
$$P=\begin{bmatrix}1 &1 &1 \\ -5 &-3 &2 \\ 25 &9 &4\end{bmatrix}\quad
\text{and}\quad D=\begin{bmatrix}-5 &0 &0 \\ 0 &-3 &0 \\ 0 &0 &2
\end{bmatrix},$$
then $A=PDP^{-1}$.
Note that
$$P^{-1}=\begin{bmatrix}-3/7 &1/14 &1/14 \\ 1 &-3/10 &-1/10 \\
3/7 &8/35 &1/35 \end{bmatrix}.$$
 

FAQ: How can you diagonalize the given matrix and use it to solve a system of ODE's?

1. How do I know if a matrix is diagonalizable?

A matrix is diagonalizable if it has n linearly independent eigenvectors, where n is the dimension of the matrix. To check for linear independence, you can use the determinant or row reduction method.

2. What is the purpose of diagonalizing a matrix?

Diagonalizing a matrix allows us to simplify a system of ODE's by transforming it into a system of decoupled equations. This makes it easier to solve and analyze the system.

3. Can any matrix be diagonalized?

No, not all matrices are diagonalizable. A matrix must meet certain conditions, such as having n linearly independent eigenvectors, in order to be diagonalizable.

4. How do you diagonalize a matrix?

To diagonalize a matrix, you need to find its eigenvalues and corresponding eigenvectors. Then, these eigenvectors are used to construct the diagonal matrix, which is the diagonalized form of the original matrix.

5. Can diagonalization be used to solve any system of ODE's?

No, diagonalization can only be used for linear systems of ODE's. Nonlinear systems require different methods for solving, such as numerical techniques.

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