Asksia AI LOGO

Sia

Question
Math
Posted 4 months ago

10. Let AA be an n×nn \times n matrix with positive real eigenvalues λ1>λ2>>λn\lambda_{1}>\lambda_{2}>\cdots>\lambda_{n}. Let xi\mathbf{x}_{i} be an eigenvector belonging to λi\lambda_{i} for each ii, and let x=α1x1++αnxn\mathbf{x}=\alpha_{1} \mathbf{x}_{1}+\cdots+\alpha_{n} \mathbf{x}_{n}.
(a) Show that Amx=i=1nαiλimxiA^{m} \mathbf{x}=\sum_{i=1}^{n} \alpha_{i} \lambda_{i}^{m} \mathbf{x}_{i}.
(b) Show that if λ1=1\lambda_{1}=1, then limmmAmx=α1x1\lim _{m \rightarrow m} A^{m} \mathbf{x}=\alpha_{1} \mathbf{x}_{1}.
Sign in to unlock the answer
Answer from Sia
Posted 4 months ago
Solution by Steps
step 1
Given the matrix AA with positive real eigenvalues λ1>λ2>>λn\lambda_{1} > \lambda_{2} > \cdots > \lambda_{n} and corresponding eigenvectors xi\mathbf{x}_{i}, we need to show that Amx=i=1nαiλimxiA^{m} \mathbf{x} = \sum_{i=1}^{n} \alpha_{i} \lambda_{i}^{m} \mathbf{x}_{i}
step 2
Since xi\mathbf{x}_{i} is an eigenvector of AA corresponding to eigenvalue λi\lambda_{i}, we have Axi=λixiA \mathbf{x}_{i} = \lambda_{i} \mathbf{x}_{i}
step 3
Applying AA repeatedly, we get Amxi=λimxiA^{m} \mathbf{x}_{i} = \lambda_{i}^{m} \mathbf{x}_{i}
step 4
Given x=α1x1++αnxn\mathbf{x} = \alpha_{1} \mathbf{x}_{1} + \cdots + \alpha_{n} \mathbf{x}_{n}, we apply AmA^{m} to both sides: Amx=Am(α1x1++αnxn)A^{m} \mathbf{x} = A^{m} (\alpha_{1} \mathbf{x}_{1} + \cdots + \alpha_{n} \mathbf{x}_{n})
step 5
Using linearity of AmA^{m}, we get Amx=α1Amx1++αnAmxnA^{m} \mathbf{x} = \alpha_{1} A^{m} \mathbf{x}_{1} + \cdots + \alpha_{n} A^{m} \mathbf{x}_{n}
step 6
Substituting Amxi=λimxiA^{m} \mathbf{x}_{i} = \lambda_{i}^{m} \mathbf{x}_{i}, we obtain Amx=α1λimx1++αnλnmxnA^{m} \mathbf{x} = \alpha_{1} \lambda_{i}^{m} \mathbf{x}_{1} + \cdots + \alpha_{n} \lambda_{n}^{m} \mathbf{x}_{n}
step 7
Therefore, Amx=i=1nαiλimxiA^{m} \mathbf{x} = \sum_{i=1}^{n} \alpha_{i} \lambda_{i}^{m} \mathbf{x}_{i}
step 8
For part (b), if λ1=1\lambda_{1} = 1, we need to show that limmAmx=α1x1\lim_{m \rightarrow \infty} A^{m} \mathbf{x} = \alpha_{1} \mathbf{x}_{1}
step 9
From part (a), Amx=i=1nαiλimxiA^{m} \mathbf{x} = \sum_{i=1}^{n} \alpha_{i} \lambda_{i}^{m} \mathbf{x}_{i}
step 10
As mm \rightarrow \infty, λim0\lambda_{i}^{m} \rightarrow 0 for all i2i \geq 2 since λi<1\lambda_{i} < 1
step 11
Therefore, limmAmx=α1λ1mx1+i=2nαiλimxi\lim_{m \rightarrow \infty} A^{m} \mathbf{x} = \alpha_{1} \lambda_{1}^{m} \mathbf{x}_{1} + \sum_{i=2}^{n} \alpha_{i} \lambda_{i}^{m} \mathbf{x}_{i}
step 12
Since λ1=1\lambda_{1} = 1, λ1m=1\lambda_{1}^{m} = 1 for all mm
step 13
Thus, limmAmx=α1x1+i=2nαi0xi=α1x1\lim_{m \rightarrow \infty} A^{m} \mathbf{x} = \alpha_{1} \mathbf{x}_{1} + \sum_{i=2}^{n} \alpha_{i} \cdots 0 \mathbf{x}_{i} = \alpha_{1} \mathbf{x}_{1}
Answer
α1x1\alpha_{1} \mathbf{x}_{1}
Key Concept
Eigenvalues and Eigenvectors
Explanation
The solution leverages the properties of eigenvalues and eigenvectors, particularly how powers of a matrix act on its eigenvectors, and the behavior of eigenvalues less than 1 as their powers increase.

Not the question you are looking for? Ask here!

Enter question by text

Enter question by image

Upgrade to Asksia Pro

Join a AskSia's Pro Plan, and get 24/7 AI tutoring for your reviews, assignments, quizzes and exam preps.

Unlimited chat query usages
Strong algorithms that better know you
Early access to new release features
Study Other Question