How to Solve a System with Repeated Eigenvalues?

In summary, multiple eigenvalue solutions occur when a matrix has more than one eigenvalue corresponding to a single eigenvector due to repeated roots in the characteristic equation. This can affect the diagonalization of the matrix, potentially resulting in a block diagonal form. Multiple eigenvalue solutions have important applications in physics and engineering, and can be found by first determining the eigenvalues of the matrix and then finding the corresponding eigenvectors.
  • #1
jrsweet
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Homework Statement


Solve the system.

dx/dt=[1 -4; 4 -7]*x with x(0)=[3; 2]

Homework Equations


The Attempt at a Solution


I am apparently not getting this at all. Can someone walk me through it? I konw I have to first find the eigenvalues and eigenvectors:

(1-λ)(-7-λ)+16=0
λ2+6λ+9=0
λ=-3,-3

So, (A-3I)C1 = 0
(A-3I)= [4 -4; 4 -4]

So, eigenvector = [1; 1]

(A-3I)C2=C1

Eigenvector = [1; 0]And, x1= [1; 1] e-3t
x2 = ([1; 1]t + [1; 0])e-3t

So, using fundamental matrices...

F = [ e-3t (t+3) e-3t; e-3t t e-3t]
F(0) = [1 3; 1 0]
(F(0))'= [0 1; 1/3 -1/3]

So,
x(t)=F*(F(0))'*X0 = [X1 ; X2]

Is there anything wrong with my method?
The homework asks for two answers: X1 and X2 and I'm not exactly sure what that is asking for. Thanks! Any help is appreciated.

Homework Statement


Homework Equations


The Attempt at a Solution

 
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  • #3
jrsweet said:

Homework Statement


Solve the system.

dx/dt=[1 -4; 4 -7]*x with x(0)=[3; 2]


Homework Equations





The Attempt at a Solution


I am apparently not getting this at all. Can someone walk me through it? I konw I have to first find the eigenvalues and eigenvectors:

(1-λ)(-7-λ)+16=0
λ2+6λ+9=0
λ=-3,-3

So, (A-3I)C1 = 0
(A-3I)= [4 -4; 4 -4]

So, eigenvector = [1; 1]

(A-3I)C2=C1

Eigenvector = [1; 0]


And, x1= [1; 1] e-3t
x2 = ([1; 1]t + [1; 0])e-3t

So, using fundamental matrices...

F = [ e-3t (t+3) e-3t; e-3t t e-3t]
F(0) = [1 3; 1 0]
(F(0))'= [0 1; 1/3 -1/3]

So,
x(t)=F*(F(0))'*X0 = [X1 ; X2]

Is there anything wrong with my method?
The homework asks for two answers: X1 and X2 and I'm not exactly sure what that is asking for. Thanks! Any help is appreciated.
The initial value problem has, of course, a single solution. Perhaps the "X1" and "X2" are the two independent solutions to the equation without the initial values.

 

FAQ: How to Solve a System with Repeated Eigenvalues?

What are multiple eigenvalue solutions?

Multiple eigenvalue solutions refer to the situation in which a matrix has more than one eigenvalue that corresponds to a single eigenvector. This means that the eigenvector can be multiplied by different scalars and still satisfy the eigenvalue equation.

Why do multiple eigenvalue solutions occur?

Multiple eigenvalue solutions occur when the matrix has repeated eigenvalues, meaning that there are repeated roots in the characteristic equation. This can happen when the matrix has some sort of symmetry or when it has repeated rows or columns.

How do multiple eigenvalue solutions affect the diagonalization of a matrix?

When a matrix has multiple eigenvalue solutions, it may not be fully diagonalizable. This means that it cannot be written as a diagonal matrix with all of its eigenvalues along the main diagonal. Instead, it may have a block diagonal form with smaller matrices along the diagonal.

Are multiple eigenvalue solutions important in real-world applications?

Yes, multiple eigenvalue solutions have important applications in fields such as physics and engineering. They can be used to understand and model complex systems, such as vibrations in structures or quantum mechanics.

How can one find multiple eigenvalue solutions?

In order to find multiple eigenvalue solutions, one must first find the eigenvalues of the matrix using the characteristic equation. Then, for each repeated eigenvalue, they must find the corresponding eigenvectors. This can be done using various methods, such as Gaussian elimination or MATLAB.

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