6.3 Applications Involving Powers of Matrices

In this section we discuss applications that depend on an ability to compute the matrix Ak for large values of k, given the n×n matrix A. If A is diagonalizable, then Ak can be found directly by a method that avoids the labor of calculating the powers A2,A3,A4, by successive matrix multiplications.

Recall from Section 6.2 that, if the n×n matrix A has n linearly independent eigenvectors v1,v2,,vn associated with the eigenvalues λ1,λ2,,λn (not necessarily distinct), then

A=PDP1, (1)

where

P=[|||v1v2vn|||]andD=[λ1000λ2000λn].

Note that (1) yields

A2=(PDP1)(PDP1)=PD(P1P)DP1=PD2P1

because P1P=I. More generally, for each positive integer k,

Ak=(PDP1)k=(PDP1)(PDP1)(PDP1)(PDP1)=PD(P1P)D(P1P)(PDP1);Ak=PDkP1. (2)

But the kth power Dk of the diagonal matrix D is easily computed:

Dk=[λk1000λk2000λkn]. (3)

Consequently the formula in (2) gives a quick and effective way to calculate any desired power of the diagonalizable matrix A, once its eigenvalues and associated eigenvectors—and hence the matrices P and D—have been found.

Example 1

Find A5 if

A=[421201223].

Solution

In Example 7 of Section 6.1, we found that the 3×3 matrix A has the eigenvalue λ1=3 with associated eigenvector v1=[111]T, and the repeated eigenvalue λ2=2 with associated eigenvectors v2=[110]T and v3=[102]T. Therefore, A=PDP1 with

P=[111110102]andD=[300020002].

We first calculate

P1=[221231110]andD5=[2430003200032].

Then the formula in (3) yields

A5=[111110102][2430003200032][221231110]=[2433232243320243064][221231110]=[454422211422390211422422243].

Transition Matrices

We want to apply this method of computing Ak to the analysis of a certain type of physical system that can be described by means of the following kind of mathematical model. Suppose that the sequence

x0,x1,x2,,xk, (4)

of n-vectors is defined by its initial vector x0 and an n×n transition matrix A in the following manner:

xk+1=Axkfor each k0. (5)

We envision a physical system—such as a population with n specified subpopulations—that evolve through a sequence of successive states described by the vectors in (4). Then our goal is to calculate the kth state vector xk. But using (5) repeatedly, we find that

x1=Ax0,x2=Ax1=A2x0,x3=Ax2=A3x0,

and in general that

xk=Akx0. (6)

Thus our task amounts to calculating the kth power Ak of the transition matrix A.

Example 2

Urban/suburban population Consider a metropolitan area with a constant total population of 1 million individuals. This area consists of a city and its suburbs, and we want to analyze the changing urban and suburban populations. Let Ck denote the city population and Sk the suburban population after k years. Suppose that each year 15% of the people in the city move to the suburbs, whereas 10% of the people in the suburbs move to the city. Then it follows that

Ck+1=0.85Ck+0.10SkSk+1=0.15Ck+0.90Sk (7)

for each k0. (For instance, next year’s city population Ck+1 will equal 85% of this year’s city population Ck plus 10% of this year’s suburban population Sk.) Thus the metropolitan area’s population vector xk=[CkSk]T satisfies

xk+1=Axkand hencexk=Akx0 (8)

(for each k0) with transition matrix

A=[0.850.100.150.90].

The characteristic equation of the transition matrix A is

(1720λ))(910λ)(320)(110)=0;(1720λ)(910λ)3=0;200λ2350λ+150=0;4λ27λ+3=0;(λ1)(4λ3)=0.

Thus the eigenvalues of A are λ1=1 and λ2=0.75. For λ1=1, the system (AλI)v=0 is

[0.150.100.150.10][xy]=[00],

so an associated eigenvector is v1=[23]T. For λ2=0.75, the system (AλI)v=0 is

[0.100.100.150.15][xy]=[00],

so an associated eigenvector is v2=[11]T. It follows that A=PDP1, where

P=[2131],D=[10034],andP1=15[1132].

Now suppose that our goal is to determine the long-term distribution of population between the city and its suburbs. Note first that (34)k is “negligible” when k is sufficiently large; for instance, (34)400.00001. It follows that if k40, then the formula Ak=PDkP1 yields

Ak=[2131][100(34)k](15)[1132]15[2131][1000][1132]=15[2030][1132]=15[2233]. (9)

Hence it follows that, if k is sufficiently large, then

xk=Akx015[2233][C0S0]=(C0+S0)[0.40.6]=[0.40.6],

because C0+S0=1 (million), the constant total population of the metropolitan area. Thus, our analysis shows that, irrespective of the initial distribution of population between the city and its suburbs, the long-term distribution consists of 40% in the city and 60% in the suburbs.

Remark

The result in Example 2—that the long-term situation is independent of the initial situation—is characteristic of a general class of common problems. Note that the transition matrix A in (8) has the property that the sum of the elements in each column is 1. An n×n matrix with nonnegative entries having this property is called a stochastic matrix. It can be proved that, if A is a stochastic matrix having only positive entries, then λ1=1 is one eigenvalue of A and |λi|<1 for the others. (See Problems 39 and 40.) Moreover, as k, the matrix Ak approaches the constant matrix

[v1v1v1],

each of whose identical columns is the eigenvector of A associated with λ1=1 that has the sum of its elements equal to 1. The 2×2 stochastic matrix A of Example 1 illustrates this general result, with λ1=1, λ2=34, and v1=(25,35).

Predator-Prey Models

Next, we consider a predator-prey population consisting of the foxes and rabbits living in a certain forest. Initially, there are F0 foxes and R0 rabbits; after k months, there are Fk foxes and Rk rabbits. We assume that the transition from each month to the next is described by the equations

Fk+1=0.4Fk+0.3RkRk+1=rFk+1.2Rk, (10)

where the constant r>0 is the “capture rate” representing the average number of rabbits consumed monthly by each fox. Thus

xk+1=Axkand hencexk=Akx0, (11)

where

xk=[FkRk]andA=[0.40.3r1.2]. (12)

The term 0.4Fk in the first equation in (10) indicates that, without rabbits to eat, only 40% of the foxes would survive each month, while the term 0.3Rk represents the growth in the fox population due to the available food supply of rabbits. The term 1.2Rk in the second equation indicates that, in the absence of any foxes, the rabbit population would increase by 20% each month. We want to investigate the long-term behavior of the fox and rabbit populations for different values of the capture rate r of rabbits by foxes.

The characteristic equation of the transition matrix A in (12) is

(0.4λ)(1.2λ)+(0.3)r=0;(410λ)(1210λ)+30r=0;100λ2160λ+(48+30r)=0.

The quadratic formula then yields the equation

λ=1200[160±(160)2(400)(48+30r)]=110(8±1630r), (13)

which gives the eigenvalues of A in terms of the capture rate r. Examples 3, 4, and 5 illustrate three possibilities (for different values of r) for what may happen to the fox and rabbit populations as k increases:

  • Fk and Rk may approach constant nonzero values. This is the case of stable limiting populations that coexist in equilibrium with one another.

  • Fk and Rk may both approach zero. This is the case of mutual extinction of the two species.

  • Fk and Rk may both increase without bound. This is the case of a population explosion.

Example 3

Stable limiting population If r=0.4, then Eq. (13) gives the eigenvalues λ1=1 and λ2=0.6. For λ1=1, the system (AλI)v=0 is

[0.60.30.40.6] [xy]=[00],

so an associated eigenvector is v1=[12]T. For λ2=0.6, the system (AλI)v=0 is

[0.20.30.40.6] [xy]=[00],

so an associated eigenvector is v2=[32]T. It follows that A=PDP1, where

P=[1322],D=[1000.6],andP1=14[2321].

We are now ready to calculate Ak. If k is sufficiently large that (0.6)k0—for instance, (0.6)250.000003—then the formula Ak=PDkP1 yields

Ak=[1322][100(0.6)k](14)[2321]14[1322][1000][2321]=14[1020][2321]=14[2346].

Hence it follows that if k is sufficiently large, then

xk=Akx0=14[2346] [F0R0]=14[3R02F06R04F0]

—that is,

[FkRk]=α[12],whereα=14(3R02F0). (14)

Assuming that the initial populations are such that α>0 (that is, 3R0>2F0), (14) implies that, as k increases, the fox and rabbit populations approach a stable situation in which there are twice as many rabbits as foxes. For instance, if F0=R0=100, then when k is sufficiently large, there will be 25 foxes and 50 rabbits.

Example 4

Mutual extinction If r=0.5, then Eq. (13) gives the eigenvalues λ1=0.9 and λ2=0.7. For λ1=0.9, the system (AλI)v=0 is

[0.50.30.50.3] [xy]=[00],

so an associated eigenvector is v1=[35]T. For λ2=0.7, the system (AλI)v=0 is

[0.30.30.50.5] [xy]=[00],

so an associated eigenvector is v2=[11]T. It follows that A=PDP1, with

P=[3151],D=[0.9000.7],andP1=12[1153].

Now both (0.9)k and (0.7)k approach 0 as k increases without bound (k+). Hence if k is sufficiently large, then the formula Ak=PDkP1 yields

Ak=[3151][(0.9)k00(0.7)k](12)[1153]12[3151][0000][1153]=[0000],

so

[FkRk]=Ak[F0R0][0000][F0R0]=[00]. (15)

Thus Fk and Rk both approach zero as k+, so both the foxes and the rabbits die out—mutual extinction occurs.

Example 5

Population explosion If r=0.325, then Eq. (13) gives the eigenvalues λ1=1.05 and λ2=0.55. For λ1=1.05, the system (AλI)v=0 is

[0.6500.300.3250.15][xy]=[00].

Each equation is a multiple of 13x+6y=0, so an associated eigenvector is v1=[613]T. For λ2=0.55, the system (AλI)v=0 is

[0.1500.300.3250.65][xy]=[00],

so an associated eigenvector is v2=[21]T. It follows that A=PDP1 with

P=[62131],D=[1.05000.55],andP1=120[12136].

Note that (0.55)k approaches zero but that (1.05)k increases without bound as k+. It follows that if k is sufficiently large, then the formula Ak=PDkP1 yields

Ak=[62131][(1.05)k00(0.55)k](120)[12136]120[62131][(1.05)k000][12136]=120[(6)(1.05)k0(13)(1.05)k0][12136],

and therefore

Ak120(1.05)k[6121326]. (16)

Hence, if k is sufficiently large, then

xk=Akx0120(1.05)k[6121326][F0R0]=120(1.05)k[6F012R013F026R0],

and so

[FkRk](1.05)kγ[613],whereγ=120(2R0F0). (17)

If γ>0 (that is, if 2R0>F0), then the factor (1.05)k in (17) implies that the fox and rabbit populations both increase at a rate of 5% per month, and thus each increases without bound as k+. Moreover, when k is sufficiently large, the two populations maintain a constant ratio of 6 foxes for every 13 rabbits. It is also of interest to note that the monthly “population multiplier” is the larger eigenvalue λ1=1.05 and that the limiting ratio of populations is determined by the associated eigenvector v1=[613]T.

In summary, let us compare the results in Examples 3, 4, and 5. The critical capture rate r=0.4 of Example 3 represents a monthly consumption of 0.4 rabbits per fox, resulting in stable limiting populations of both species. But if the foxes are greedier and consume more than 0.4 rabbits per fox monthly, then the result is extinction of both species (as in Example 4). If the rabbits become more skilled at evading foxes, so that less than 0.4 rabbits per fox are consumed each month, then both populations grow without bound, as in Example 5.

The Cayley-Hamilton Theorem

One of the more notable and important theorems in advanced linear algebra says that every matrix satisfies its own characteristic equation (as proved for the 2×2 case in Problem 29 of Section 3.4).

Example 6

In Example 7 of Section 6.1, we found that the matrix

A=[421201223]

has the characteristic polynomial

p(λ)=λ3+7λ216λ+12,

so

A3+7A216A+12I=0, (19)

by the Cayley-Hamilton theorem. Because

A2=[14105106510109],

it follows from (19) that

A3=7A216A+12I=7[14105106510109]16[421201223]+12[100010001]=[463819383019383827].

Multiplication by A now gives

A4=7A316A2+12A=7(7A216A+12I)16A2+12A=33A2100A+84I=33[14105106510109]100[421201223]+84[100010001]=[146130651301146513013081].

Thus we can use the Cayley-Hamilton theorem to express (positive integral) powers of the 3×3 matrix A in terms of A and A2. We also can use the Cayley-Hamilton theorem to find the inverse matrix A1. If we multiply Eq. (19) by A1, we can solve the resulting equation A2+7A16I+12A1=0:

A1=112(A27A+16I)=112[14105106510109]712[421201223]+1612[100010001]=16[121251222].

6.3 Problems

In Problems 1 through 10, a matrix A is given. Use the method of Example 1 to compute A5.

  1. [3210]

     

  2. [5634]

     

  3. [6644]

     

  4. [4321]

     

  5. [5432]

     

  6. [61023]

     

  7. [130020002]

     

  8. [121010022]

     

  9. [131020002]

     

  10. [431211002]

Find A10 for each matrix A given in Problems 11 through 14.

  1. [10065221156]

     

  2. [116220114001]

     

  3. [111221441]

     

  4. [553221443]

  1. 15–24. Use the Cayley-Hamilton theorem (as in Example 6 ) to find A1, A3, and A4 for each matrix A given in Problems 5-14 (respectively).

In Problems 25 through 30, a city-suburban population transition matrix A (as in Example 2) is given. Find the resulting long-term distribution of a constant total population between the city and its suburbs.

  1. A=[0.90.10.10.9]

     

  2. A=[0.850.050.150.95]

     

  3. A=[0.750.150.250.85]

     

  4. A=[0.80.10.20.9]

     

  5. A=[0.90.050.10.95]

     

  6. A=[0.80.150.20.85]

Predator-Prey

Problems 31 through 33 deal with a fox-rabbit population as in Examples 3 through 5, except with the transition matrix

A=[0.60.5r1.2]

in place of the one used in the text.

  1. If r=0.16, show that in the long term the populations of foxes and rabbits are stable, with 5 foxes for each 4 rabbits.

  2. If r=0.175, show that in the long term the populations of foxes and rabbits both die out.

  3. If r=0.135, show that in the long term the fox and rabbit populations both increase at the rate of 5% per month, maintaining a constant ratio of 10 foxes for each 9 rabbits.

  4. Suppose that the 2×2 matrix A has eigenvalues λ1=1 and λ2=1 with eigenvectors v1=(3,4) and v2=(5,7), respectively. Find the matrix A and the powers A99 and A100.

  5. Suppose that |λ|=1 for each eigenvalue λ of the diagonalizable matrix A. Show that An=I for every even positive integer n.

  6. Suppose that

    A=[0110].

    Show that A2n=I and that A2n+1=A for every positive integer n.

  7. Suppose that

    A=[0110].

    Show that A4n=I, A4n+1=A, A4n+2=I, and A4n+3=A for every positive integer n.

  8. The matrix

    A=[1101]

    is not diagonalizable. (Why not?) Write A=I+B. Show that B2=0 and thence that An=[1n01].

     

  9. Consider the stochastic matrix

    A=[p1q1pq],

    where 0<p<1 and 0<q<1. Show that the eigenvalues of A are λ1=1 and λ2=p+q1, so that |λ2|<1.

  10. Suppose that A is an n×n stochastic matrix-the sum of the elements of each column vector is 1. If v=(1,1,,1), show that ATv=v. Why does it follow that λ=1 is an eigenvalue of A?

  11. In his Liber abaci (Book of Calculation) published in 1202, Leonardo Fibonacci* asked the following question: How many pairs of rabbits are produced from a single original pair in one year, if every month each pair begets a new pair, which is similarly productive beginning in the second succeeding month? The answer is provided by the Fibonacci sequence

    1,1,2,3,5,8,13,21,34,55,

    in which each term is the sum of its two immediate predecessors. That is, the sequence is defined recursively as follows:

    s0=1=s1,sn+1=sn+sn1for n1.

    Then sn is the number of rabbit pairs present after n months. Note that if

    xn=[sn+1sn]andA=[1110],

    then

    xn=Axn1and soxn=Anx0,

    where x0=(1,1).

    1. Show that A has eigenvalues λ1=12(1+5) and λ2=12(15) with associated eigenvectors v1=(1+5,2) and v2=(15,2), respectively.

    2. Compute

      [sn+1sn]=Anx0=PDnP1[11]

      to derive the amazing formula

      sn=15[(1+52)n+1(152)n+1].

      Thus after 1 year the number of rabbit pairs is

      s12=15[(1+52)13(152)13]=233.

      Show that there are 75,025 rabbit pairs after 2 years and over 2.5 trillion rabbit pairs after 5 years.

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