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𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴
The vector 𝑋𝑋 = 𝐾𝐾𝑒𝑒 𝜆𝜆𝜆𝜆 , where 𝐾𝐾 is 𝑛𝑛 × 1, is a nontrivial (nonzero) solution of the system if and
only if 𝜆𝜆 is an eigenvalue of 𝐴𝐴 and 𝐾𝐾 is an eigenvector corresponding to 𝜆𝜆.
𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴 ⟺ 𝐾𝐾𝐾𝐾𝑒𝑒 𝜆𝜆𝜆𝜆 = 𝐴𝐴𝐴𝐴𝑒𝑒 𝜆𝜆𝜆𝜆 ⟺ 𝜆𝜆𝜆𝜆 = 𝐴𝐴𝐴𝐴 ⟺ 𝐴𝐴𝐴𝐴 − 𝜆𝜆𝜆𝜆 = 0 ⟺ (𝐴𝐴 − 𝜆𝜆𝜆𝜆)𝐾𝐾 = 0
If 𝑋𝑋 = 𝐾𝐾𝑒𝑒 𝜆𝜆𝜆𝜆 is to be a nontrivial solution, 𝐾𝐾 must be nonzero and so the columns of the matrix
𝐴𝐴 − 𝜆𝜆𝜆𝜆 must be linearly dependent vectors. Thus det(𝐴𝐴 − 𝜆𝜆𝜆𝜆) = 0.
If 𝜆𝜆1 , … , 𝜆𝜆𝑛𝑛 are 𝑛𝑛 distinct real eigenvalues of the coefficient matrix 𝐴𝐴 and 𝐾𝐾1 , … , 𝐾𝐾𝑛𝑛 are the
corresponding eigenvectors, the general solution of 𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴 is
𝑑𝑑𝑥𝑥
= 𝑥𝑥 + 𝑦𝑦
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
= 4𝑥𝑥 + 𝑦𝑦
𝑑𝑑𝑡𝑡
Ex: Solve
𝑑𝑑𝑥𝑥
= 3𝑥𝑥 + 2𝑦𝑦 + 2𝑧𝑧
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
= 𝑥𝑥 + 4𝑦𝑦 + 𝑧𝑧
𝑑𝑑𝑡𝑡
𝑑𝑑𝑧𝑧
= −2𝑥𝑥 − 4𝑦𝑦 − 𝑧𝑧
𝑑𝑑𝑑𝑑
1
II. Complex eigenvalues
1 𝑖𝑖
(𝑧𝑧 + 𝑧𝑧̅ ) = 𝑎𝑎 ∈ ℝ and (−𝑧𝑧 + 𝑧𝑧̅ ) = 𝑏𝑏 ∈ ℝ
2 2
Let 𝜆𝜆 = 𝛼𝛼 + 𝑖𝑖𝑖𝑖 be a complex eigenvalue of 𝐴𝐴 and let 𝐾𝐾 be an eigenvector corresponding to 𝜆𝜆.
� 𝑒𝑒 𝜆𝜆�𝑡𝑡 are solutions of 𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴.
Then 𝐾𝐾𝑒𝑒 𝜆𝜆𝜆𝜆 and 𝐾𝐾
1 𝑖𝑖
�)
Define 𝐵𝐵1 = (𝐾𝐾 + 𝐾𝐾 and �)
𝐵𝐵2 = (−𝐾𝐾 + 𝐾𝐾
2 2
Then 2 linearly independent real solutions of 𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴 are given by
Ex: Solve
𝑑𝑑𝑥𝑥
= 3𝑥𝑥 − 2𝑦𝑦
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
= 4𝑥𝑥 − 𝑦𝑦
𝑑𝑑𝑡𝑡
Definition: 𝜆𝜆1 is an eigenvalue of multiplicity m if (𝜆𝜆 − 𝜆𝜆1 )𝑚𝑚 is a factor of the characteristic
equation but (𝜆𝜆 − 𝜆𝜆1 )𝑚𝑚 +1 is not.
2
Ex: Solve
𝑑𝑑𝑥𝑥
= 𝑥𝑥 − 2𝑦𝑦 + 2𝑧𝑧
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
= −2𝑥𝑥 + 𝑦𝑦 − 2𝑧𝑧
𝑑𝑑𝑡𝑡
𝑑𝑑𝑧𝑧
= 2𝑥𝑥 − 2𝑦𝑦 + 𝑧𝑧
𝑑𝑑𝑑𝑑
Ex: Solve
𝑑𝑑𝑥𝑥
= 3𝑥𝑥 − 4𝑦𝑦
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
= 𝑥𝑥 − 𝑦𝑦
𝑑𝑑𝑡𝑡