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7: Fundamental Matrices
Suppose that x(1)(t),, x(n)(t) form a fundamental set of
solutions for x' = P(t)x on < t < .
The matrix
x1(1) (t ) x1( n ) (t )
(t ) ,
x (1) (t ) x ( n ) (t )
n n
whose columns are x(1)(t),, x(n)(t), is a fundamental matrix
for the system x' = P(t)x. This matrix is nonsingular since its
columns are linearly independent, and hence det 0.
Note also that since x(1)(t),, x(n)(t) are solutions of x' = P(t)x,
satisfies the matrix differential equation ' = P(t).
Example 1:
Consider the homogeneous equation x' = Ax below.
1 1
x x
4 1
2 2
Thus a fundamental matrix for this system is
e3t e t
(t ) 3t
t
2e 2e
Fundamental Matrices and General Solution
The general solution of x' = P(t)x
x c1x (1) (t ) cn x ( n )
0 1
We know from previous results that the general solution is
1 3t 1 t
x c1 e c2 e
2 2
Every solution can be expressed in terms of the general
solution, and we use this fact to find x(1)(t) and x(2)(t).
Example 2: Use General Solution (2 of 5)
Thus, to find x(1)(t), express it terms of the general solution
1 3t 1 t
x (t ) c1 e c2 e
(1)
2 2
and then find the coefficients c1 and c2.
To do so, use the initial conditions to obtain
1 1 1
x (0) c1 c2
(1)
2 2 0
or equivalently,
1 1 c1 1
2 2 c2 0
Example 2: Solve for x(1)(t) (3 of 5)
The columns of (t) are given by x(1)(t) and x(2)(t), and thus
from the previous slide we have
1 3t 1 t 1 3t 1 t
e e e e
(t ) 2 2 4 4
e3t e t 1 3t 1 t
e e
2 2
Note (t) is more complicated than (t) found in Ex 1.
However, now that we have (t), it is much easier to
determine the solution to any set of initial conditions.
e3t e t
(t ) 3t
t
2e 2e
Matrix Exponential Functions
Consider the following two cases:
The solution to x' = ax, x(0) = x0, is x = x0eat, where e0 = 1.
The solution to x' = Ax, x(0) = x0, is x = (t)x0, where (0) = I.
Comparing the form and solution for both of these cases, we
might expect (t) to have an exponential character.
Indeed, it can be shown that (t) = eAt, where
n n n n
A t A t
e At I
n 0 n ! n 1 n !
1 0 0
11
a a1n
(1)
(n)
1 1
0 2 0
A , T , D
a a (1) ( n )
n1 nn
n n 0 0 n
Similarity Transformations: Hermitian Case
Recall: Our similarity transformation of A has the form
T-1AT = D
where D is diagonal and columns of T are eigenvectors of A.
If A is Hermitian, then A has n linearly independent
orthogonal eigenvectors (1),, (n), normalized so that
((i), (i)) =1 for i = 1,, n, and ((i), (k)) = 0 for i k.
With this selection of eigenvectors, it can be shown that
T-1 = T*. In this case we can write our similarity transform as
T*AT = D
Nondiagonalizable A
Finally, if A is n x n with fewer than n linearly independent
eigenvectors, then there is no matrix T such that T-1AT = D.
In this case, A is not similar to a diagonal matrix and A is not
diagonlizable.
1 0 0
11
a a1n
(1)
(n)
1 1
0 2 0
A , T , D
a a (1) ( n )
n1 nn
n n 0 0 n
Example 4:
Find Transformation Matrix T (1 of 2)
2 2
Thus
1 1 3 0
T , D
2 2 0 1
Example 4: Similarity Transformation (2 of 2)
1t n
0 0
n
0 0 n
1 t n 0 n!
Dnt n
Q(t ) 0 0 0 0
n 0 n ! n 0 n n!
0 n
0
nt n
0 0
n !
n 0
e 1t 0 0
0 0
t
0 0 e n
Fundamental Matrix for Original System (3 of 3)
To obtain a fundamental matrix (t) for x' = Ax, recall that the
columns of (t) consist of fundamental solutions x satisfying
x' = Ax. We also know x = Ty, and hence it follows that
1(1) 1( n ) e 1t 0 0 1(1) e 1t 1( n ) e nt
TQ 0 0
(1) ( n ) 0 0 e
nt
(1) 1t
e ( n ) nt
n e
n n n