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MATH 374 Lecture 23 Complex Eigenvalues.

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1 MATH 374 Lecture 23 Complex Eigenvalues

2 8.5: Complex Eigenvalues Definition: For any complex number z = a+ib, with a and b real numbers, Re(z) = a, Im(z) = b, and the conjugate of z is the complex number Similar definitions hold for complex matrices. For any matrix A = [aij], Ā is the conjugate matrix [āij].

3 Homogeneous Systems Revisited
Consider again the system of n linear homogeneous equations in n unknowns: X’ = AX. (1) Looking for non-trivial solutions of (1) of the form X = Cemt, we find that m must be an eigenvalue of A with corresponding eigenvector C. Recall that m is a root of the characteristic equation |A – mI| = 0 (2) and C is a non-zero solution of (A – mI)C = 0. (3)

4 Complex Eigenvalue Case
Suppose for  and  real numbers, m =  + i is an eigenvalue of matrix A with corresponding eigenvector C.

5 Complex Eigenvalue Case
X’ = AX. (1) (A – mI)C = 0. (3) Complex Eigenvalue Case

6 Complex Eigenvalue Case

7 Complex Eigenvalue Case

8 Complex Eigenvalue Case

9 Complex Eigenvalue Case

10 Complex Eigenvalue Case
X’ = AX (1) Complex Eigenvalue Case Theorem 8.8: Let m =  + i  be an eigenvalue of the constant real-valued matrix A in (1) with corresponding eigenvector C. Then X1(t) = [Re(C) cost – Im(C) sint]et and X2(t) = [Im(C) cost + Re(C) sint]et are linearly independent solutions of (1).

11 Example 1

12 Example 1

13 Example 1

14 Example 1


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