M204 Syst

Systems of ODE’s - I
1. Matrices, systems of linear equations,

eigenvalues and eigenvectors
• If A, B are n × n square matrices
   
a11 a12 . . . a1n b11 b12 . . . b1n
 a21 a22 . . . a2n 
 , B =  b21 b22 . . . b2n 

A :=  ...

... ... ...   ... ... ... ... 
an1 an2 . . . ann bn1 bn2 . . . nn
then
 
a11 + b11 a12 + b12 . . . a1n + b1n
 a21 + b21 a22 + b22 . . . a2n + b2n 
A+B = 
 ... ... ... ... 
an1 + bn1 an2 + bn2 . . . ann + bn
We will use the notation A := [aij ] for n × n square matrices.

So the above equality we can write in the form
A + B = C = [cij ], where cij = aij + bij .
• If A = [aij ], B = [bij ], then

n
X
AB = C, where C = [cij ], cij = aik bkj .
k=1
• If
1
2
n
 
P
   a1k bk 
b1  k=1
n

 P 
 b2   a2k bk 
b=
 ... 
 . then Ab = 
 k=1 .
.
..

 
bn 
P n


ank bk
k=1
• If A is 2 × 2 matrix, then
a11 a12
detA := |A| = = a11a22 − a21a12.
a21 a22
If A is n × n matrix then
a11 a12 ... a1n
n
a a22 ... a2n X
detA := |A| = 21 = (−1)i+j aij Mij ,
... ... ... ...
j=1
an1 an2 ... ann
where Mij is the determinan of the matrix obtained from A
by deleting its i0th row and j 0th column.
• I f A is a non-singular matrix, i.e. if |A| 6= 0,then A has an
inverse matrix
−1 (−1)i+j
A = [bij ], where bij = Mji.
|A|
If
a11 a12
A=
a21 a22
is a nonsingular matrix , then

1 a −a
A−1 = 22 12
.
a11a22 − a21a12 −a21 a11
3
• In what follows we consider just square matrices with real

valued entries.
• Cramer’s rule. Consider a system of linear equations


 a11w1 + a12w2 + . . . + a1nwn = b1,

a w + a w + . . . + a w = b ,
21 1 22 2 1n n 2
(1.1)

 ........................

an1w1 + an2w2 + . . . + annwn = bn.

If the matrix
 
a11 a12 ... a1n
 a21 a22 ... a2n 
A=
 ...

... ... ... 
an1 an2 ... ann
is nonsingluar, i.e. if det A 6= 0, then the system (1.1) has a

unique solution w = [w1, w2, · · · , wn]T , where
∆k
wk = , k = 1, · · · , n,
|A|
and ∆k is the determinant of the matrix obtained by replacing
the k 0th column of A by b = [b1, b2, · · · , bn]T .
• A system of linear homogeneous equations


 a11w1 + a12w2 + . . . + a1nwn = 0,

a w + a w + . . . + a w = 0,
21 1 22 2 1n n
(1.2)

 . . . . . . . . . . . . . . . . . . . . . . . .

an1w1 + an2w2 + . . . + annwn = 0

has a non-zero solution w = [w1, w2, · · · , wn]T if and only if

|A| = 0.
4
• If pij (t), i, j = 1, · · · , n are differentiabel functions then
p11(t) p12(t) . . . p1n(t) p011(t) p012(t) . . . p01n(t)

d p21(t) p22(t) . . . p2n(t) p (t) p22(t) . . . p2n(t)
= 21
dt . . . ... ... ... ... ... ... ...
pn1(t) pn2(t) . . . pnn(t) pn1(t) pn2(t) . . . pnn(t)
p11(t) p12(t) . . . p1n(t) p11(t) p12(t) . . . p1n(t)
p021(t) p022(t) . . . p02n(t) p (t) p22(t) . . . p2n(t)
+ +· · ·+ 21 .
... ... ... ... ... ... ... ...
pn1(t) pn2(t) . . . pnn(t) p0n1(t) p0n2(t) . . . p0nn(t)
(1.3)
• A number λ is called an eigenvalue of and n × n matrix A if

there exists a non-zero vector w such that
Aw = λw,
and the vector w is called the eigevector of the matrix A

corresponding to the eigenvalue λ.
Lemma 1.1. If w1 and w2 are eigenvectors of a matrix

A corresponding to distict eigenvalues, then w1 and w2 are
linearly independent.
• If aij = aji, i, j = 1, · · · , n, then the matrix A = [aij ] is

called asymmetric matrix..
If A is a symmetric matrix, then all its eigenvalues are real
numbers, and eigenvectors
w1 = [w11, · · · , wn1]T and w2 = [w12, · · · , wn2]T correspond-
ing to distinct eigenvalues λ1 and λ2 are orthogonal, i.e.
w1 · wn = 0
5
• Suppose that n × n matrix A has n distinct real eigenvlaues

corresponding to eigenvectors
     
w11 w12 w1n
 w21  (2)  w22   w2n 
w(1) = 
 ... 
 , w =  ... 
  , . . . , w (n)
=  .  (1.4)
 .. 
wn1 wn2 wn1
Since the vectors w(1), w(1), . . . , w(n) are linearly indepen-
dent, the matrix
 
w11 w12 . . . w1n
 w21 w22 . . . w2n 
Q=  ... ... ... ... 
 (1.5)
wn1 wn2 . . . wnn
is non-singular and Q−1 exists.
It is easy to see that

 
r1w11 . . . rnw1n
AQ =  ... ... ...  = QD, (1.6)
r1wn1 . . . rnwnn
where  
r1 . . . . . . 0
 0 r2 . . . 0 
D=  ... ... . . . ... 

0 . . . . . . rn
It follows from (1.6) that
A = QDQ−1, Q−1AQ = D.
That is A is diagonalizable.

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Systems of ODE’s - I

1. Matrices, systems of linear equations,

We will use the notation A := [aij ] for n × n square matrices.

A + B = C = [cij ], where cij = aij + bij .

• If A = [aij ], B = [bij ], then

• In what follows we consider just square matrices with real

is nonsingluar, i.e. if det A 6= 0, then the system (1.1) has a

has a non-zero solution w = [w1, w2, · · · , wn]T if and only if

• If pij (t), i, j = 1, · · · , n are differentiabel functions then

p11(t) p12(t) . . . p1n(t) p011(t) p012(t) . . . p01n(t)

• A number λ is called an eigenvalue of and n × n matrix A if

and the vector w is called the eigevector of the matrix A

Lemma 1.1. If w1 and w2 are eigenvectors of a matrix

• If aij = aji, i, j = 1, · · · , n, then the matrix A = [aij ] is

• Suppose that n × n matrix A has n distinct real eigenvlaues

It is easy to see that

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