1 00:00:00,000 --> 00:00:06,000 The last time I spent solving a system of equations dealing with 2 00:00:04,000 --> 00:00:10,000 the chilling of this hardboiled egg being put in an ice bath. 3 00:00:09,000 --> 00:00:15,000 We called T1 the temperature of the yoke and T2 the temperature 4 00:00:14,000 --> 00:00:20,000 of the white. What I am going to do is 5 00:00:17,000 --> 00:00:23,000 revisit that same system of equations, but basically the 6 00:00:21,000 --> 00:00:27,000 topic for today is to learn to solve that system of equations 7 00:00:26,000 --> 00:00:32,000 by a completely different method. 8 00:00:30,000 --> 00:00:36,000 It is the method that is normally used in practice. 9 00:00:34,000 --> 00:00:40,000 Elimination is used mostly by people who have forgotten how to 10 00:00:39,000 --> 00:00:45,000 do it any other way. Now, in order to make it a 11 00:00:43,000 --> 00:00:49,000 little more general, I am not going to use the 12 00:00:46,000 --> 00:00:52,000 dependent variables T1 and T2 because they suggest temperature 13 00:00:52,000 --> 00:00:58,000 a little too closely. Let's change them to neutral 14 00:00:56,000 --> 00:01:02,000 variables. I will use x equals T1, 15 00:01:00,000 --> 00:01:06,000 and for T2 I will just use y. 16 00:01:02,000 --> 00:01:08,000 I am not going to re-derive anything. 17 00:01:05,000 --> 00:01:11,000 I am not going to resolve anything. 18 00:01:08,000 --> 00:01:14,000 I am not going to repeat anything of what I did last 19 00:01:12,000 --> 00:01:18,000 time, except to write down to remind you what the system was 20 00:01:17,000 --> 00:01:23,000 in terms of these variables, the system we derived using the 21 00:01:21,000 --> 00:01:27,000 particular conductivity constants, two and three, 22 00:01:25,000 --> 00:01:31,000 respectively. The system was this one, 23 00:01:28,000 --> 00:01:34,000 minus 2x plus 2y. And the y prime was 24 00:01:34,000 --> 00:01:40,000 2x minus 5y. And so we solved this by 25 00:01:38,000 --> 00:01:44,000 elimination. We got a single second-order 26 00:01:42,000 --> 00:01:48,000 equation with constant coefficients, 27 00:01:46,000 --> 00:01:52,000 which we solved in the usual way. 28 00:01:49,000 --> 00:01:55,000 From that I derived what the x was, from that we derived what 29 00:01:54,000 --> 00:02:00,000 the y was, and then I put them all together. 30 00:02:00,000 --> 00:02:06,000 I will just remind you what the final solution was when written 31 00:02:05,000 --> 00:02:11,000 out in terms of arbitrary constants. 32 00:02:08,000 --> 00:02:14,000 It was c1 times e to the negative t plus c2 e to the 33 00:02:13,000 --> 00:02:19,000 negative 6t, and y was c1 over 2 e 34 00:02:18,000 --> 00:02:24,000 to the negative t minus 2c2 e to the negative 6t. 35 00:02:24,000 --> 00:02:30,000 That was the solution we got. 36 00:02:30,000 --> 00:02:36,000 And then I went on to put in initial conditions, 37 00:02:33,000 --> 00:02:39,000 but we are not going to explore that aspect of it today. 38 00:02:36,000 --> 00:02:42,000 We will in a week or so. This was the general solution 39 00:02:40,000 --> 00:02:46,000 because it had two arbitrary constants in it. 40 00:02:49,000 --> 00:02:55,000 What I want to do now is revisit this and do it by a 41 00:02:54,000 --> 00:03:00,000 different method, which makes heavy use of 42 00:02:58,000 --> 00:03:04,000 matrices. That is a prerequisite for this 43 00:03:02,000 --> 00:03:08,000 course, so I am assuming that you reviewed a little bit about 44 00:03:06,000 --> 00:03:12,000 matrices. And it is in your book. 45 00:03:09,000 --> 00:03:15,000 Your book puts in a nice little review section. 46 00:03:12,000 --> 00:03:18,000 Two-by-two and three-by-three will be good enough for 18.03 47 00:03:17,000 --> 00:03:23,000 mostly because I don't want you to calculate all night on bigger 48 00:03:21,000 --> 00:03:27,000 matrices, bigger systems. So nothing serious, 49 00:03:25,000 --> 00:03:31,000 matrix multiplication, solving systems of linear 50 00:03:28,000 --> 00:03:34,000 equations, end-by-end systems. I will remind you at the 51 00:03:34,000 --> 00:03:40,000 appropriate places today of what it is you need to remember. 52 00:03:39,000 --> 00:03:45,000 The very first thing we are going to do is, 53 00:03:43,000 --> 00:03:49,000 let's see. I haven't figured out the color 54 00:03:46,000 --> 00:03:52,000 coding for this lecture yet, but let's make this system in 55 00:03:51,000 --> 00:03:57,000 green and the solution can be in purple. 56 00:03:55,000 --> 00:04:01,000 Invisible purple, but I have a lot of it. 57 00:04:05,000 --> 00:04:11,000 Let's abbreviate, first of all, 58 00:04:07,000 --> 00:04:13,000 the system using matrices. I am going to make a column 59 00:04:11,000 --> 00:04:17,000 vector out of (x, y). 60 00:04:13,000 --> 00:04:19,000 Then you differentiate a column vector by differentiating each 61 00:04:18,000 --> 00:04:24,000 component. I can write the left-hand side 62 00:04:22,000 --> 00:04:28,000 of the system as (x, y) prime. 63 00:04:24,000 --> 00:04:30,000 How about the right-hand side? 64 00:04:29,000 --> 00:04:35,000 Well, I say I can just write the matrix of coefficients to 65 00:04:33,000 --> 00:04:39,000 negative 2, 2, 2, negative 5 times x,y. 66 00:04:38,000 --> 00:04:44,000 And I say that this matrix equation says exactly the same 67 00:04:42,000 --> 00:04:48,000 thing as that green equation and, therefore, 68 00:04:45,000 --> 00:04:51,000 it is legitimate to put it up in green, too. 69 00:04:55,000 --> 00:05:01,000 The top here is x prime. What is the top here? 70 00:05:00,000 --> 00:05:06,000 After I multiply these two I get a column vector. 71 00:05:08,000 --> 00:05:14,000 And what is its top entry? It is negative 2x plus 2y. 72 00:05:18,000 --> 00:05:24,000 There it is. 73 00:05:22,000 --> 00:05:28,000 And the bottom entry the same way is 2x minus 5y, 74 00:05:33,000 --> 00:05:39,000 just as it is down there. Now, what I want to do is, 75 00:05:42,000 --> 00:05:48,000 well, maybe I should translate the solution. 76 00:05:49,000 --> 00:05:55,000 What does the solution look like? 77 00:05:58,000 --> 00:06:04,000 We got that, too. How am I going to write this as a matrix equation? Actually, if I told you to use matrices, use vectors, 78 00:05:59,000 --> 00:06:05,000 the point at which you might be most hesitant is this one right here, the very next step. Because how you should write it 79 00:06:00,000 --> 00:06:06,000 is extremely well-concealed in this notation. But the point is, this is a column vector and I 80 00:06:01,000 --> 00:06:07,000 am adding together two column vectors. And what is in each one of the column vectors? 81 00:06:02,000 --> 00:06:08,000 Think of these two things as a column vector. 82 00:06:05,000 --> 00:06:11,000 Pull out all the scalars from them that you can. 83 00:06:09,000 --> 00:06:15,000 Well, you see that c1 is a common factor of both entries 84 00:06:14,000 --> 00:06:20,000 and so is e to the negative t, that function. 85 00:06:18,000 --> 00:06:24,000 Now, if I pull both of those out of the vector, 86 00:06:22,000 --> 00:06:28,000 what is left of the vector? Well, you cannot even see it. 87 00:06:26,000 --> 00:06:32,000 What is left is a 1 up here and a one-half there. 88 00:06:32,000 --> 00:06:38,000 So I am going to write that in the following form. 89 00:06:35,000 --> 00:06:41,000 I will put out the c1, it's the common factor in both, 90 00:06:38,000 --> 00:06:44,000 and put that out front. Then I will put in the guts of 91 00:06:42,000 --> 00:06:48,000 the vector, even though you cannot see it, 92 00:06:44,000 --> 00:06:50,000 the column vector 1, one-half. 93 00:06:46,000 --> 00:06:52,000 And then I will put the other 94 00:06:49,000 --> 00:06:55,000 scalar function in back. The only reason for putting one 95 00:06:52,000 --> 00:06:58,000 of these in front and one in back is visual so to make it 96 00:06:56,000 --> 00:07:02,000 easy to read. There is no other reason. 97 00:07:00,000 --> 00:07:06,000 You could put the c1 here, you could put it here, 98 00:07:03,000 --> 00:07:09,000 you could put the e negative t in front if you want 99 00:07:07,000 --> 00:07:13,000 to, but people will fire you. Don't do that. 100 00:07:10,000 --> 00:07:16,000 Write it the standard way because that is the way that it 101 00:07:13,000 --> 00:07:19,000 is easiest to read. The constants out front, 102 00:07:16,000 --> 00:07:22,000 the functions behind, and the column vector of 103 00:07:19,000 --> 00:07:25,000 numbers in the middle. And so the other one will be 104 00:07:22,000 --> 00:07:28,000 written how? Well, here, that one is a 105 00:07:25,000 --> 00:07:31,000 little more transparent. c2, 1, 2 and the other thing is 106 00:07:30,000 --> 00:07:36,000 e to the negative 6t. 107 00:07:33,000 --> 00:07:39,000 There is our solution. That is going to need a lot of 108 00:07:38,000 --> 00:07:44,000 purple, but I have it. 109 00:07:47,000 --> 00:07:53,000 And now I want to talk about how the new method of solving 110 00:07:50,000 --> 00:07:56,000 the equation. It is based just on the same 111 00:07:52,000 --> 00:07:58,000 idea as the way we solve second-order equations. 112 00:07:54,000 --> 00:08:00,000 Yes, question. 113 00:08:04,000 --> 00:08:10,000 Oh, here. Sorry. This should be negative two. Thanks very much. 114 00:08:07,000 --> 00:08:13,000 What I am going to use is a trial solution. 115 00:08:10,000 --> 00:08:16,000 Remember when we had a second-order equation with 116 00:08:13,000 --> 00:08:19,000 constant coefficients the very first thing I did was I said we 117 00:08:17,000 --> 00:08:23,000 are going to try a solution of the form e to the rt. 118 00:08:21,000 --> 00:08:27,000 Why that? Well, because Oiler thought of 119 00:08:23,000 --> 00:08:29,000 it and it has been known for or 300 years that that is the 120 00:08:27,000 --> 00:08:33,000 thing you should do. Well, this has not been known 121 00:08:32,000 --> 00:08:38,000 nearly as long because matrices were only invented around 122 00:08:36,000 --> 00:08:42,000 or so, and people did not really use them to solve systems of 123 00:08:41,000 --> 00:08:47,000 differential equations until the middle of the last century, 124 00:08:45,000 --> 00:08:51,000 1950-1960. If you look at books written in 125 00:08:48,000 --> 00:08:54,000 1950, they won't even talk about systems of differential 126 00:08:53,000 --> 00:08:59,000 equations, or talk very little anyway and they won't solve them 127 00:08:57,000 --> 00:09:03,000 using matrices. This is only 50 years old. 128 00:09:02,000 --> 00:09:08,000 I mean, my God, in mathematics that is very up 129 00:09:06,000 --> 00:09:12,000 to date, particularly elementary mathematics. 130 00:09:09,000 --> 00:09:15,000 Anyway, the method of solving is going to use as a trial 131 00:09:14,000 --> 00:09:20,000 solution. Now, if you were left to your 132 00:09:18,000 --> 00:09:24,000 own devices you might say, well, let's try x equals some 133 00:09:22,000 --> 00:09:28,000 constant times e to the lambda1 t and y 134 00:09:28,000 --> 00:09:34,000 equals some other constant times e to the lambda2 t. 135 00:09:33,000 --> 00:09:39,000 Now, if you try that, 136 00:09:37,000 --> 00:09:43,000 it is a sensible thing to try, but it will turn out not to 137 00:09:42,000 --> 00:09:48,000 work. And that is the reason I have 138 00:09:45,000 --> 00:09:51,000 written out this particular solution, so we can see what 139 00:09:49,000 --> 00:09:55,000 solutions look like. The essential point is here is 140 00:09:53,000 --> 00:09:59,000 the basic solution I am trying to find. 141 00:09:56,000 --> 00:10:02,000 Here is another one. Their form is a column vector 142 00:10:00,000 --> 00:10:06,000 of constants. But they both use the same 143 00:10:06,000 --> 00:10:12,000 exponential factor, which is the point. 144 00:10:10,000 --> 00:10:16,000 In other words, I should not use here, 145 00:10:14,000 --> 00:10:20,000 in my trial solution, two different lambdas, 146 00:10:19,000 --> 00:10:25,000 I should use the same lambda. And so the way to write the 147 00:10:26,000 --> 00:10:32,000 trial solution is (x, y) equals two unknown numbers, 148 00:10:32,000 --> 00:10:38,000 that or that or whatever, times e to a single unknown 149 00:10:38,000 --> 00:10:44,000 exponent factor. Let's call it lambda t. 150 00:10:43,000 --> 00:10:49,000 It is called lambda. It is called r. 151 00:10:46,000 --> 00:10:52,000 It is called m. I have never seen it called 152 00:10:49,000 --> 00:10:55,000 anything but one of those three things. 153 00:10:52,000 --> 00:10:58,000 I am using lambda. Your book uses lambda. 154 00:10:55,000 --> 00:11:01,000 It is a common choice. Let's stick with it. 155 00:11:00,000 --> 00:11:06,000 Now what is the next step? Well, we plug into the system. 156 00:11:03,000 --> 00:11:09,000 Substitute into the system. What are we going to get? 157 00:11:07,000 --> 00:11:13,000 Well, let's do it. First of all, 158 00:11:09,000 --> 00:11:15,000 I have to differentiate. The left-hand side asks me to 159 00:11:13,000 --> 00:11:19,000 differentiate this. How do I differentiate this? 160 00:11:16,000 --> 00:11:22,000 Column vector times a function. Well, the column vector acts as 161 00:11:20,000 --> 00:11:26,000 a constant. And I differentiate that. 162 00:11:23,000 --> 00:11:29,000 That is lambda e to the lambda t. 163 00:11:28,000 --> 00:11:34,000 So the (x, y) prime is (a1, a2) times e to the lambda t 164 00:11:32,000 --> 00:11:38,000 times lambda. 165 00:11:35,000 --> 00:11:41,000 Now, it is ugly to put the 166 00:11:38,000 --> 00:11:44,000 lambda afterwards because it is a number so you should put it in 167 00:11:42,000 --> 00:11:48,000 front, again, to make things easier to read. 168 00:11:46,000 --> 00:11:52,000 But this lambda comes from differentiating e to the lambda 169 00:11:50,000 --> 00:11:56,000 t and using the chain rule. 170 00:11:53,000 --> 00:11:59,000 This much is the left-hand side. 171 00:11:56,000 --> 00:12:02,000 That is the derivative (x, y) prime. 172 00:12:00,000 --> 00:12:06,000 I differentiate the x and I differentiated the y. 173 00:12:03,000 --> 00:12:09,000 How about the right-hand side. Well, the right-hand side is 174 00:12:07,000 --> 00:12:13,000 negative 2, 2, 2, negative 5 times what? 175 00:12:09,000 --> 00:12:15,000 Well, times (x, 176 00:12:12,000 --> 00:12:18,000 y), which is (a1, a2) e to the lambda t. 177 00:12:15,000 --> 00:12:21,000 Now, the same thing that 178 00:12:18,000 --> 00:12:24,000 happened a month or a month and a half ago happens now. 179 00:12:22,000 --> 00:12:28,000 The whole point of making that substitution is that the e to 180 00:12:26,000 --> 00:12:32,000 the lambda t, the function part of it drops 181 00:12:30,000 --> 00:12:36,000 out completely. And one is left with what? 182 00:12:35,000 --> 00:12:41,000 An algebraic equation to be solved for lambda a1 and a2. 183 00:12:39,000 --> 00:12:45,000 In other words, by means of that substitution, 184 00:12:43,000 --> 00:12:49,000 and it basically uses the fact that the coefficients are 185 00:12:48,000 --> 00:12:54,000 constant, what you have done is reduced the problem of calculus, 186 00:12:53,000 --> 00:12:59,000 of solving differential equations, to solving algebraic 187 00:12:58,000 --> 00:13:04,000 equations. In some sense that is the only 188 00:13:02,000 --> 00:13:08,000 method there is, unless you do numerical stuff. 189 00:13:05,000 --> 00:13:11,000 You reduce the calculus to algebra. 190 00:13:08,000 --> 00:13:14,000 The Laplace transform is exactly the same thing. 191 00:13:11,000 --> 00:13:17,000 All the work is algebra. You turn the original 192 00:13:14,000 --> 00:13:20,000 differential equation into an algebraic equation for Y of s, 193 00:13:19,000 --> 00:13:25,000 you solve it, and then you use more algebra 194 00:13:22,000 --> 00:13:28,000 to find out what the original little y of t was. 195 00:13:27,000 --> 00:13:33,000 It is not different here. So let's solve this system of 196 00:13:32,000 --> 00:13:38,000 equations. Now, the whole problem with 197 00:13:34,000 --> 00:13:40,000 solving this system, first of all, 198 00:13:37,000 --> 00:13:43,000 what is the system? Let's write it out explicitly. 199 00:13:41,000 --> 00:13:47,000 Well, it is really two equations, isn't it? 200 00:13:44,000 --> 00:13:50,000 The first one says lambda a1 is equal to negative 2 a1 201 00:13:49,000 --> 00:13:55,000 plus 2 a2. That is the first one. 202 00:13:52,000 --> 00:13:58,000 The other one says lambda a2 is equal to 2 a1 minus 5 a2. 203 00:14:06,000 --> 00:14:12,000 Now, purely, if you want to classify that, 204 00:14:09,000 --> 00:14:15,000 that is two equations and three variables, three unknowns. 205 00:14:13,000 --> 00:14:19,000 The a1, a2, and lambda are all unknown. 206 00:14:16,000 --> 00:14:22,000 And, unfortunately, if you want to classify them 207 00:14:19,000 --> 00:14:25,000 correctly, they are nonlinear equations because they are made 208 00:14:24,000 --> 00:14:30,000 nonlinear by the fact that you have multiplied two of the 209 00:14:28,000 --> 00:14:34,000 variables. Well, if you sit down and try 210 00:14:32,000 --> 00:14:38,000 to hack away at solving those without a plan, 211 00:14:35,000 --> 00:14:41,000 you are not going to get anywhere. 212 00:14:37,000 --> 00:14:43,000 It is going to be a mess. Also, two equations and three 213 00:14:41,000 --> 00:14:47,000 unknowns is indeterminate. You can solve three equations 214 00:14:46,000 --> 00:14:52,000 and three unknowns and get a definite answer, 215 00:14:49,000 --> 00:14:55,000 but two equations and three unknowns usually have an 216 00:14:53,000 --> 00:14:59,000 infinity of solutions. Well, at this point it is the 217 00:14:56,000 --> 00:15:02,000 only idea that is required. Well, this was a little idea, 218 00:15:02,000 --> 00:15:08,000 but I assume one would think of that. 219 00:15:05,000 --> 00:15:11,000 And the idea that is required here is, I think, 220 00:15:09,000 --> 00:15:15,000 not so unnatural, it is not to view these a1, 221 00:15:13,000 --> 00:15:19,000 a2, and lambda as equal. Not all variables are created 222 00:15:17,000 --> 00:15:23,000 equal. Some are more equal than 223 00:15:20,000 --> 00:15:26,000 others. a1 and a2 are definitely equal 224 00:15:23,000 --> 00:15:29,000 to each other, and let's relegate lambda to 225 00:15:27,000 --> 00:15:33,000 the background. In other words, 226 00:15:31,000 --> 00:15:37,000 I am going to think of lambda as just a parameter. 227 00:15:34,000 --> 00:15:40,000 I am going to demote it from the status of variable to 228 00:15:39,000 --> 00:15:45,000 parameter. If I demoted it further it 229 00:15:41,000 --> 00:15:47,000 would just be an unknown constant. 230 00:15:44,000 --> 00:15:50,000 That is as bad as you can be. I am going to focus my 231 00:15:48,000 --> 00:15:54,000 attention on the a1, a2 and sort of view the lambda 232 00:15:52,000 --> 00:15:58,000 as a nuisance. Now, as soon as I do that, 233 00:15:55,000 --> 00:16:01,000 I see that these equations are linear if I just look at them as 234 00:15:59,000 --> 00:16:05,000 equations in a1 and a2. And moreover, 235 00:16:04,000 --> 00:16:10,000 they are not just linear, they are homogenous. 236 00:16:07,000 --> 00:16:13,000 Because if I think of lambda just as a parameter, 237 00:16:11,000 --> 00:16:17,000 I should rewrite the equations this way. 238 00:16:14,000 --> 00:16:20,000 I am going to subtract this and move the left-hand side to the 239 00:16:19,000 --> 00:16:25,000 right side, and it is going to look like (minus 2 minus lambda) 240 00:16:23,000 --> 00:16:29,000 times a1 plus 2 a2 is equal to zero. 241 00:16:28,000 --> 00:16:34,000 And the same way for the other 242 00:16:32,000 --> 00:16:38,000 one. It is going to be 2a1 plus, 243 00:16:35,000 --> 00:16:41,000 what is the coefficient, (minus 5 minus lambda) a2 244 00:16:39,000 --> 00:16:45,000 equals zero. 245 00:16:43,000 --> 00:16:49,000 That is a pair of simultaneous linear equations for determining 246 00:16:48,000 --> 00:16:54,000 a1 and a2, and the coefficients involved are parameter lambda. 247 00:16:53,000 --> 00:16:59,000 Now, what is the point of doing that? 248 00:16:58,000 --> 00:17:04,000 Well, now the point is whatever you learned about linear 249 00:17:02,000 --> 00:17:08,000 equations, you should have learned the most fundamental 250 00:17:06,000 --> 00:17:12,000 theorem of linear equations. The main theorem is that you 251 00:17:10,000 --> 00:17:16,000 have a square system of homogeneous equations, 252 00:17:13,000 --> 00:17:19,000 this is a two-by-two system so it is square, 253 00:17:16,000 --> 00:17:22,000 it always has the trivial solution, of course, 254 00:17:20,000 --> 00:17:26,000 a1, a2 equals zero. Now, we don't want that trivial 255 00:17:24,000 --> 00:17:30,000 solution because if a1 and a2 are zero, then so are x and y 256 00:17:28,000 --> 00:17:34,000 zero. Now that is a solution. 257 00:17:32,000 --> 00:17:38,000 Unfortunately, it is of no interest. 258 00:17:35,000 --> 00:17:41,000 If the solution were x, y zero, it corresponds to the 259 00:17:39,000 --> 00:17:45,000 fact that this is an ice bath. The yoke is at zero, 260 00:17:44,000 --> 00:17:50,000 the white is at zero and it stays that way for all time 261 00:17:48,000 --> 00:17:54,000 until the ice melts. So that is the solution we 262 00:17:52,000 --> 00:17:58,000 don't want. We don't want the trivial 263 00:17:56,000 --> 00:18:02,000 solution. Well, when does it have a 264 00:17:59,000 --> 00:18:05,000 nontrivial solution? Nontrivial means non-zero, 265 00:18:03,000 --> 00:18:09,000 in other words. If and only if this determinant 266 00:18:09,000 --> 00:18:15,000 is zero. 267 00:18:18,000 --> 00:18:24,000 In other words, by using that theorem on linear 268 00:18:22,000 --> 00:18:28,000 equations, what we find is there is a condition that lambda must 269 00:18:28,000 --> 00:18:34,000 satisfy, an equation in lambda in order that we would be able 270 00:18:33,000 --> 00:18:39,000 to find non-zero values for a1 and a2. 271 00:18:38,000 --> 00:18:44,000 Let's write it out. I will recopy it over here. 272 00:18:41,000 --> 00:18:47,000 What was it? Negative 2 minus lambda, 273 00:18:44,000 --> 00:18:50,000 two, here it was 2 and minus 5 minus lambda. 274 00:18:49,000 --> 00:18:55,000 All right. You have to expand the 275 00:18:51,000 --> 00:18:57,000 determinant. In other words, 276 00:18:54,000 --> 00:19:00,000 we are trying to find out for what values of lambda is this 277 00:18:58,000 --> 00:19:04,000 determinant zero. Those will be the good values 278 00:19:03,000 --> 00:19:09,000 which lead to nontrivial solutions for the a's. 279 00:19:06,000 --> 00:19:12,000 This is the equation lambda plus 2. 280 00:19:09,000 --> 00:19:15,000 See, this is minus that and minus that, the product of the 281 00:19:14,000 --> 00:19:20,000 two minus ones is plus one. So it is lambda plus 2 times 282 00:19:18,000 --> 00:19:24,000 lambda plus 5, 283 00:19:21,000 --> 00:19:27,000 which is the product of the two diagonal elements, 284 00:19:25,000 --> 00:19:31,000 minus the product of the two anti-diagonal elements, 285 00:19:29,000 --> 00:19:35,000 which is 4, is equal to zero. And if I write that out, 286 00:19:35,000 --> 00:19:41,000 what is that, that is the equation lambda 287 00:19:39,000 --> 00:19:45,000 squared plus 7 lambda, 288 00:19:43,000 --> 00:19:49,000 5 lambda plus 2 lambda, and then the constant term is 289 00:19:48,000 --> 00:19:54,000 10 minus 4 which is 6. How many of you have long 290 00:19:52,000 --> 00:19:58,000 enough memories, two-day memories that you 291 00:19:56,000 --> 00:20:02,000 remember that equation? When I did the method of 292 00:20:02,000 --> 00:20:08,000 elimination, it led to exactly the same equation except it had 293 00:20:10,000 --> 00:20:16,000 r's in it instead of lambda. And this equation, 294 00:20:15,000 --> 00:20:21,000 therefore, is given the same name and another color. 295 00:20:21,000 --> 00:20:27,000 Let's make it salmon. 296 00:20:30,000 --> 00:20:36,000 And it is called the characteristic equation for this 297 00:20:34,000 --> 00:20:40,000 method. All right. 298 00:20:36,000 --> 00:20:42,000 Now I am going to use now the word from last time. 299 00:20:40,000 --> 00:20:46,000 You factor this. From the factorization we get 300 00:20:44,000 --> 00:20:50,000 its root easily enough. The roots are lambda equals 301 00:20:48,000 --> 00:20:54,000 negative 1 and lambda equals negative 6 302 00:20:54,000 --> 00:21:00,000 by factoring the equation. 303 00:20:57,000 --> 00:21:03,000 Now what I am supposed to do? You have to keep the different 304 00:21:03,000 --> 00:21:09,000 parts of the method together. Now I have found the only 305 00:21:08,000 --> 00:21:14,000 values of lambda for which I will be able to find nonzero 306 00:21:12,000 --> 00:21:18,000 values for the a1 and a2. For each of those values of 307 00:21:17,000 --> 00:21:23,000 lambda, I now have to find the corresponding a1 and a2. 308 00:21:21,000 --> 00:21:27,000 Let's do them one at a time. Let's take first lambda equals 309 00:21:26,000 --> 00:21:32,000 negative one. My problem is now to find a1 310 00:21:32,000 --> 00:21:38,000 and a2. Where am I going to find them 311 00:21:35,000 --> 00:21:41,000 from? Well, from that system of 312 00:21:38,000 --> 00:21:44,000 equations over there. I will recopy it over here. 313 00:21:42,000 --> 00:21:48,000 What is the system? The hardest part of this is 314 00:21:47,000 --> 00:21:53,000 dealing with multiple minus signs, but you had experience 315 00:21:52,000 --> 00:21:58,000 with that in determinants so you know all about that. 316 00:21:58,000 --> 00:22:04,000 In other words, there is the system of 317 00:22:01,000 --> 00:22:07,000 equations over there. Let's recopy them here. 318 00:22:06,000 --> 00:22:12,000 Minus 2, minus minus 1 makes minus 1. 319 00:22:09,000 --> 00:22:15,000 What's the other coefficient? It is just plain old 2. 320 00:22:15,000 --> 00:22:21,000 Good. There is my first equation. 321 00:22:18,000 --> 00:22:24,000 And when I substitute lambda equals negative one 322 00:22:24,000 --> 00:22:30,000 for the second equation, what do you get? 323 00:22:30,000 --> 00:22:36,000 2 a1 plus negative 5 minus negative 1 makes negative 4. 324 00:22:37,000 --> 00:22:43,000 There is my system that will find me a1 and a2. 325 00:22:43,000 --> 00:22:49,000 What is the first thing you notice about it? 326 00:22:48,000 --> 00:22:54,000 You immediately notice that this system is fake because this 327 00:22:56,000 --> 00:23:02,000 second equation is twice the first one. 328 00:23:03,000 --> 00:23:09,000 Something is wrong. No, something is right. 329 00:23:06,000 --> 00:23:12,000 If that did not happen, if the second equation were not 330 00:23:12,000 --> 00:23:18,000 a constant multiple of the first one then the only solution of 331 00:23:17,000 --> 00:23:23,000 the system would be a1 equals zero, a2 equals zero because the 332 00:23:23,000 --> 00:23:29,000 determinant of the coefficients would not be zero. 333 00:23:29,000 --> 00:23:35,000 The whole function of this exercise was to find the value 334 00:23:33,000 --> 00:23:39,000 of lambda, negative 1, for which the system would be 335 00:23:37,000 --> 00:23:43,000 redundant and, therefore, would have a 336 00:23:40,000 --> 00:23:46,000 nontrivial solution. Do you get that? 337 00:23:43,000 --> 00:23:49,000 In other words, calculate the system out, 338 00:23:47,000 --> 00:23:53,000 just as I have done here, you have an automatic check on 339 00:23:51,000 --> 00:23:57,000 the method. If one equation is not a 340 00:23:54,000 --> 00:24:00,000 constant multiple of the other you made a mistake. 341 00:24:00,000 --> 00:24:06,000 You don't have the right value of lambda or you substituted 342 00:24:05,000 --> 00:24:11,000 into the system wrong, which is frankly a more common 343 00:24:10,000 --> 00:24:16,000 error. Go back, recheck first the 344 00:24:13,000 --> 00:24:19,000 substitution, and if convinced that is right 345 00:24:17,000 --> 00:24:23,000 then recheck where you got lambda from. 346 00:24:20,000 --> 00:24:26,000 But here everything is going fine so we can now find out what 347 00:24:26,000 --> 00:24:32,000 the value of a1 and a2 are. You don't have to go through a 348 00:24:32,000 --> 00:24:38,000 big song and dance for this since most of the time you will 349 00:24:36,000 --> 00:24:42,000 have two-by-two equations and now and then three-by-three. 350 00:24:40,000 --> 00:24:46,000 For two-by-two all you do is, since we really have the same 351 00:24:44,000 --> 00:24:50,000 equation twice, to get a solution I can assign 352 00:24:47,000 --> 00:24:53,000 one of the variables any value and then simply solve for the 353 00:24:51,000 --> 00:24:57,000 other. The natural thing to do is to 354 00:24:54,000 --> 00:25:00,000 make a2 equal one, then I won't need fractions and 355 00:24:57,000 --> 00:25:03,000 then a1 will be a2. So the solution is (2, 356 00:25:01,000 --> 00:25:07,000 1). I am only trying to find one 357 00:25:04,000 --> 00:25:10,000 solution. Any constant multiple of this 358 00:25:07,000 --> 00:25:13,000 would also be a solution, as long as it wasn't zero, 359 00:25:12,000 --> 00:25:18,000 zero which is the trivial one. And, therefore, 360 00:25:15,000 --> 00:25:21,000 this is a solution to this system of algebraic equations. 361 00:25:20,000 --> 00:25:26,000 And the solution to the whole system of differential equations 362 00:25:25,000 --> 00:25:31,000 is, this is only the (a1, a2) part. 363 00:25:30,000 --> 00:25:36,000 I have to add to it, as a factor, 364 00:25:32,000 --> 00:25:38,000 lambda is negative, therefore, e to the minus t. 365 00:25:36,000 --> 00:25:42,000 There is our purple thing. 366 00:25:50,000 --> 00:25:56,000 See how I got it? Starting with the trial 367 00:25:52,000 --> 00:25:58,000 solution, I first found out through this procedure what the 368 00:25:57,000 --> 00:26:03,000 lambda's have to be. Then I took the lambda and 369 00:26:00,000 --> 00:26:06,000 found what the corresponding a1 and a2 that went with it and 370 00:26:04,000 --> 00:26:10,000 then made up my solution out of that. 371 00:26:06,000 --> 00:26:12,000 Now, quickly I will do the same thing for lambda 372 00:26:11,000 --> 00:26:17,000 equals negative 6. Each one of these must be 373 00:26:13,000 --> 00:26:19,000 treated separately. They are separate problems and 374 00:26:17,000 --> 00:26:23,000 you are looking for separate solutions. 375 00:26:19,000 --> 00:26:25,000 Lambda equals negative 6. What do I do? 376 00:26:22,000 --> 00:26:28,000 How do my equations look now? Well, the first one is minus 2 377 00:26:25,000 --> 00:26:31,000 minus negative 6 makes plus 4. It is 4a1 plus 2a2 equals zero. 378 00:26:32,000 --> 00:26:38,000 Then I hold my breath while I 379 00:26:37,000 --> 00:26:43,000 calculate the second one to see if it comes out to be a constant 380 00:26:44,000 --> 00:26:50,000 multiple. I get 2a1 plus negative 5 minus 381 00:26:49,000 --> 00:26:55,000 negative 6, which makes plus 1. And, indeed, 382 00:26:54,000 --> 00:27:00,000 one is a constant multiple of the other. 383 00:27:00,000 --> 00:27:06,000 I really only have on equation there. 384 00:27:04,000 --> 00:27:10,000 I will just write down immediately now what the 385 00:27:09,000 --> 00:27:15,000 solution is to the system. Well, the (a1, 386 00:27:13,000 --> 00:27:19,000 a2) will be what? Now, it is more natural to make 387 00:27:19,000 --> 00:27:25,000 a1 equal 1 and then solve to get an integer for a2. 388 00:27:25,000 --> 00:27:31,000 If a1 is 1, then a2 is negative 2. 389 00:27:30,000 --> 00:27:36,000 And I should multiply that by e to the negative 6t 390 00:27:34,000 --> 00:27:40,000 because negative 6 is the corresponding value. 391 00:27:38,000 --> 00:27:44,000 There is my other one. And now there is a 392 00:27:41,000 --> 00:27:47,000 superposition principle, which if I get a chance will 393 00:27:44,000 --> 00:27:50,000 prove for you at the end of the hour. 394 00:27:47,000 --> 00:27:53,000 If not, you will have to do it yourself for homework. 395 00:27:51,000 --> 00:27:57,000 Since this is a linear system of equations, 396 00:27:54,000 --> 00:28:00,000 once you have two separate solutions, neither a constant 397 00:27:58,000 --> 00:28:04,000 multiple of the other, you can multiply each one of 398 00:28:02,000 --> 00:28:08,000 these by a constant and it will still be a solution. 399 00:28:08,000 --> 00:28:14,000 You can add them together and that will still be a solution, 400 00:28:11,000 --> 00:28:17,000 and that gives the general solution. 401 00:28:13,000 --> 00:28:19,000 The general solution is the sum of these two, 402 00:28:16,000 --> 00:28:22,000 an arbitrary constant. I am going to change the name 403 00:28:19,000 --> 00:28:25,000 since I don't want to confuse it with the c1 I used before, 404 00:28:22,000 --> 00:28:28,000 times the first solution which is (2, 1) e to the negative t 405 00:28:26,000 --> 00:28:32,000 plus c2, another arbitrary constant, times 1 negative 2 e 406 00:28:29,000 --> 00:28:35,000 to the minus 6t. 407 00:28:32,000 --> 00:28:38,000 Now you notice that is exactly 408 00:28:37,000 --> 00:28:43,000 the same solution I got before. The only difference is that I 409 00:28:43,000 --> 00:28:49,000 have renamed the arbitrary constants. 410 00:28:47,000 --> 00:28:53,000 The relationship between them, c1 over 2, 411 00:28:53,000 --> 00:28:59,000 I am now calling c1 tilda, and c2 I am calling c2 tilda. 412 00:29:00,000 --> 00:29:06,000 If you have an arbitrary constant, it doesn't matter 413 00:29:04,000 --> 00:29:10,000 whether you divide it by two. It is still just an arbitrary a 414 00:29:09,000 --> 00:29:15,000 constant. It covers all values, 415 00:29:12,000 --> 00:29:18,000 in other words. Well, I think you will agree 416 00:29:16,000 --> 00:29:22,000 that is a different procedure, yet it has only one 417 00:29:20,000 --> 00:29:26,000 coincidence. It is like elimination goes 418 00:29:24,000 --> 00:29:30,000 this way and comes to the answer. 419 00:29:28,000 --> 00:29:34,000 And this method goes a completely different route and 420 00:29:31,000 --> 00:29:37,000 comes to the answer, except it is not quite like 421 00:29:34,000 --> 00:29:40,000 that. They walk like this and then 422 00:29:36,000 --> 00:29:42,000 they come within viewing distance of each other to check 423 00:29:40,000 --> 00:29:46,000 that both are using the same characteristic equation, 424 00:29:44,000 --> 00:29:50,000 and then they again go their separate ways and end up with 425 00:29:48,000 --> 00:29:54,000 the same answer. 426 00:29:58,000 --> 00:30:04,000 There is something special of these values. 427 00:30:00,000 --> 00:30:06,000 You cannot get away from those two values of lambda. 428 00:30:03,000 --> 00:30:09,000 Somehow they are really intrinsically connected. 429 00:30:06,000 --> 00:30:12,000 Occurs the exponential coefficient, and they are 430 00:30:09,000 --> 00:30:15,000 intrinsically connected with the problem of the egg that we 431 00:30:12,000 --> 00:30:18,000 started with. Now what I would like to do is 432 00:30:15,000 --> 00:30:21,000 very quickly sketch how this method looks when I remove all 433 00:30:18,000 --> 00:30:24,000 the numbers from it. In some sense, 434 00:30:20,000 --> 00:30:26,000 it becomes a little clearer what is going on. 435 00:30:23,000 --> 00:30:29,000 And that will give me a chance to introduce the terminology 436 00:30:26,000 --> 00:30:32,000 that you need when you talk about it. 437 00:30:55,000 --> 00:31:01,000 Well, you have notes. Let me try to write it down in 438 00:31:03,000 --> 00:31:09,000 general. 439 00:31:10,000 --> 00:31:16,000 I will first write it out two-by-two. 440 00:31:13,000 --> 00:31:19,000 I am just going to sketch. The system looks like (x, 441 00:31:18,000 --> 00:31:24,000 y) equals, I will still put it up in colors. 442 00:31:30,000 --> 00:31:36,000 Except now, instead of using twos and fives, 443 00:31:33,000 --> 00:31:39,000 I will use (a, b; c, d). 444 00:31:40,000 --> 00:31:46,000 The trial solution will look how? 445 00:31:44,000 --> 00:31:50,000 The trial is going to be (a1, a2). 446 00:31:48,000 --> 00:31:54,000 That I don't have to change the name of. 447 00:31:53,000 --> 00:31:59,000 I am going to substitute in, and what the result of 448 00:31:59,000 --> 00:32:05,000 substitution is going to be lambda (a1, a2). 449 00:32:06,000 --> 00:32:12,000 I am going to skip a step and pretend that the e to the lambda 450 00:32:11,000 --> 00:32:17,000 t's have already been canceled out. 451 00:32:16,000 --> 00:32:22,000 Is equal to (a, b; c, d) times (a1, 452 00:32:19,000 --> 00:32:25,000 a2). What does that correspond to? 453 00:32:22,000 --> 00:32:28,000 That corresponds to the system as I wrote it here. 454 00:32:28,000 --> 00:32:34,000 And then we wrote it out in terms of two equations. 455 00:32:31,000 --> 00:32:37,000 And what was the resulting thing that we ended up with? 456 00:32:35,000 --> 00:32:41,000 Well, you write it out, you move the lambda to the 457 00:32:38,000 --> 00:32:44,000 other side. And then the homogeneous system 458 00:32:41,000 --> 00:32:47,000 is we will look in general how? Well, we could write it out. 459 00:32:45,000 --> 00:32:51,000 It is going to look like a minus lambda, 460 00:32:48,000 --> 00:32:54,000 b, c, d minus lambda. 461 00:32:50,000 --> 00:32:56,000 That is just how it looks there 462 00:32:53,000 --> 00:32:59,000 and the general calculation is the same. 463 00:32:56,000 --> 00:33:02,000 Times (a1, a2) is equal to zero. 464 00:33:05,000 --> 00:33:11,000 This is solvable nontrivially. In other words, 465 00:33:13,000 --> 00:33:19,000 it has a nontrivial solution if an only if the determinant of 466 00:33:25,000 --> 00:33:31,000 coefficients is zero. 467 00:33:35,000 --> 00:33:41,000 Let's now write that out, calculate out once and for all 468 00:33:39,000 --> 00:33:45,000 what that determinant is. I will write it out here. 469 00:33:43,000 --> 00:33:49,000 It is a minus lambda times d minus lambda, 470 00:33:46,000 --> 00:33:52,000 the product of the diagonal elements, minus the 471 00:33:50,000 --> 00:33:56,000 anti-diagonal minus bc is equal to zero. 472 00:33:55,000 --> 00:34:01,000 And let's calculate that out. 473 00:34:00,000 --> 00:34:06,000 It is lambda squared minus a lambda minus d lambda plus ad, 474 00:34:07,000 --> 00:34:13,000 the constant term from here, negative bc from there, 475 00:34:14,000 --> 00:34:20,000 plus ad minus bc, 476 00:34:21,000 --> 00:34:27,000 where have I seen that before? This equation is the general 477 00:34:29,000 --> 00:34:35,000 form using letters of what we calculated using the specific 478 00:34:36,000 --> 00:34:42,000 numbers before. Again, I will code it the same 479 00:34:45,000 --> 00:34:51,000 way with that color salmon. Now, most of the calculations 480 00:34:54,000 --> 00:35:00,000 will be for two-by-two systems. I advise you, 481 00:35:00,000 --> 00:35:06,000 in the strongest possible terms, to remember this 482 00:35:03,000 --> 00:35:09,000 equation. You could write down this 483 00:35:06,000 --> 00:35:12,000 equation immediately for the matrix. 484 00:35:08,000 --> 00:35:14,000 You don't have to go through all this stuff. 485 00:35:11,000 --> 00:35:17,000 For God's sakes, don't say let the trial 486 00:35:13,000 --> 00:35:19,000 solution be blah, blah, blah. 487 00:35:15,000 --> 00:35:21,000 You don't want to do that. I don't want you to repeat the 488 00:35:19,000 --> 00:35:25,000 derivation of this every time you go through a particular 489 00:35:23,000 --> 00:35:29,000 problem. It is just like in solving 490 00:35:25,000 --> 00:35:31,000 second order equations. You have a second order 491 00:35:29,000 --> 00:35:35,000 equation. You immediately write down its 492 00:35:32,000 --> 00:35:38,000 characteristic equation, then you factor it, 493 00:35:35,000 --> 00:35:41,000 you find its roots and you construct the solution. 494 00:35:39,000 --> 00:35:45,000 It takes a minute. The same thing, 495 00:35:42,000 --> 00:35:48,000 this takes a minute, too. 496 00:35:43,000 --> 00:35:49,000 What is the constant term? Ad minus bc, 497 00:35:47,000 --> 00:35:53,000 what is that? Matrix is (a, 498 00:35:49,000 --> 00:35:55,000 b; c, d). Ad minus bc is its determinant. 499 00:35:52,000 --> 00:35:58,000 This is the determinant of that matrix. 500 00:35:55,000 --> 00:36:01,000 I didn't give the matrix a name, did I? 501 00:36:00,000 --> 00:36:06,000 I will now give the matrix a name A. 502 00:36:03,000 --> 00:36:09,000 What is this? Well, you are not supposed to 503 00:36:07,000 --> 00:36:13,000 know that until now. I will tell you. 504 00:36:10,000 --> 00:36:16,000 This is called the trace of A. Put that down in your little 505 00:36:16,000 --> 00:36:22,000 books. The abbreviation is trace A, 506 00:36:19,000 --> 00:36:25,000 and the word is trace. The trace of a square matrix is 507 00:36:25,000 --> 00:36:31,000 the sum of the d elements down its main diagonal. 508 00:36:31,000 --> 00:36:37,000 If it were a three-by-three there would be three terms in 509 00:36:35,000 --> 00:36:41,000 whatever you are up to. Here it is a plus b, 510 00:36:40,000 --> 00:36:46,000 the sum of the diagonal elements. 511 00:36:43,000 --> 00:36:49,000 You can immediately write down this characteristic equation. 512 00:36:48,000 --> 00:36:54,000 Let's give it a name. This is a characteristic 513 00:36:52,000 --> 00:36:58,000 equation of what? Of the matrix, 514 00:36:55,000 --> 00:37:01,000 now. Not of the system, 515 00:36:57,000 --> 00:37:03,000 of the matrix. You have a two-by-two matrix. 516 00:37:02,000 --> 00:37:08,000 You could immediately write down its characteristic 517 00:37:06,000 --> 00:37:12,000 equation. Watch out for this sign, 518 00:37:08,000 --> 00:37:14,000 minus. That is a very common error to 519 00:37:11,000 --> 00:37:17,000 leave out the minus sign because that is the way the formula 520 00:37:15,000 --> 00:37:21,000 comes out. Its roots. 521 00:37:17,000 --> 00:37:23,000 If it is a quadratic equation it will have roots; 522 00:37:20,000 --> 00:37:26,000 lambda1, lambda2 for the moment let's assume are real and 523 00:37:25,000 --> 00:37:31,000 distinct. 524 00:37:37,000 --> 00:37:43,000 For the enrichment of your vocabulary, those are called the 525 00:37:39,000 --> 00:37:45,000 eigenvalues. 526 00:37:50,000 --> 00:37:56,000 They are something which belonged to the matrix A. 527 00:37:53,000 --> 00:37:59,000 They are two secret numbers. You can calculate from the 528 00:37:56,000 --> 00:38:02,000 coefficients a, b, and c, and d, 529 00:37:58,000 --> 00:38:04,000 but they are not in the coefficients. 530 00:38:00,000 --> 00:38:06,000 You cannot look at a matrix and see what its eigenvalues are. 531 00:38:05,000 --> 00:38:11,000 You have to calculate something. 532 00:38:07,000 --> 00:38:13,000 But they are the most important numbers in the matrix. 533 00:38:10,000 --> 00:38:16,000 They are hidden, but they are the things that 534 00:38:13,000 --> 00:38:19,000 control how this system behaves. Those are called the 535 00:38:17,000 --> 00:38:23,000 eigenvalues. Now, there are various purists, 536 00:38:20,000 --> 00:38:26,000 there are a fair number of them in the world who do not like 537 00:38:24,000 --> 00:38:30,000 this word because it begins German and ends English. 538 00:38:29,000 --> 00:38:35,000 Eigenvalues were first introduced by a German 539 00:38:32,000 --> 00:38:38,000 mathematician, you know, around the time 540 00:38:35,000 --> 00:38:41,000 matrices came into being in or so. 541 00:38:38,000 --> 00:38:44,000 A little while after eigenvalues came into being, 542 00:38:41,000 --> 00:38:47,000 too. And since all this happened in 543 00:38:44,000 --> 00:38:50,000 Germany they were named eigenvalues in German, 544 00:38:47,000 --> 00:38:53,000 which begins eigen and ends value. 545 00:38:50,000 --> 00:38:56,000 But people who do not like that call them the characteristic 546 00:38:54,000 --> 00:39:00,000 values. Unfortunately, 547 00:38:56,000 --> 00:39:02,000 it is two words and takes a lot more space to write out. 548 00:39:02,000 --> 00:39:08,000 An older generation even calls them something different, 549 00:39:06,000 --> 00:39:12,000 which you are not so likely to see nowadays, 550 00:39:10,000 --> 00:39:16,000 but you will in slightly older books. 551 00:39:13,000 --> 00:39:19,000 You can also call them the proper values. 552 00:39:17,000 --> 00:39:23,000 Characteristic is not a translation of eigen, 553 00:39:21,000 --> 00:39:27,000 but proper is, but it means it in a funny 554 00:39:25,000 --> 00:39:31,000 sense which has almost disappeared nowadays. 555 00:39:30,000 --> 00:39:36,000 It means proper in the sense of belong to. 556 00:39:33,000 --> 00:39:39,000 The only example I can think of is the word property. 557 00:39:37,000 --> 00:39:43,000 Property is something that belongs to you. 558 00:39:40,000 --> 00:39:46,000 That is the use of the word proper. 559 00:39:43,000 --> 00:39:49,000 It is something that belongs to the matrix. 560 00:39:46,000 --> 00:39:52,000 The matrix has its proper values. 561 00:39:49,000 --> 00:39:55,000 It does not mean proper in the sense of fitting and proper or I 562 00:39:54,000 --> 00:40:00,000 hope you will behave properly when we go to Aunt Agatha's or 563 00:39:59,000 --> 00:40:05,000 something like that. But, as I say, 564 00:40:03,000 --> 00:40:09,000 by far the most popular thing, slowly the word eigenvalue is 565 00:40:07,000 --> 00:40:13,000 pretty much taking over the literature. 566 00:40:11,000 --> 00:40:17,000 Just because it's just one word, that is a tremendous 567 00:40:15,000 --> 00:40:21,000 advantage. Okay. 568 00:40:16,000 --> 00:40:22,000 What now is still to be done? Well, there are those vectors 569 00:40:21,000 --> 00:40:27,000 to be found. So the very last step would be 570 00:40:24,000 --> 00:40:30,000 to solve the system to find the vectors a1 and a2. 571 00:40:35,000 --> 00:40:41,000 For each (lambda)i, find the associated vector. 572 00:40:40,000 --> 00:40:46,000 The vector, we will call it (alpha)i. 573 00:40:44,000 --> 00:40:50,000 That is the a1 and a2. Of course it's going to be 574 00:40:50,000 --> 00:40:56,000 indexed. You have to put another 575 00:40:53,000 --> 00:40:59,000 subscript on it because there are two of them. 576 00:41:00,000 --> 00:41:06,000 And a1 and a2 is stretched a little too far. 577 00:41:04,000 --> 00:41:10,000 By solving the system, and the system will be the 578 00:41:09,000 --> 00:41:15,000 system which I will write this way, (a minus lambda, 579 00:41:15,000 --> 00:41:21,000 b, c, d minus lambda). 580 00:41:19,000 --> 00:41:25,000 It is just that system that was 581 00:41:24,000 --> 00:41:30,000 over there, but I will recopy it, (a1, a2) equals zero, 582 00:41:30,000 --> 00:41:36,000 zero. And these are called the 583 00:41:34,000 --> 00:41:40,000 eigenvectors. Each of these is called the 584 00:41:39,000 --> 00:41:45,000 eigenvector associated with or belonging to, 585 00:41:44,000 --> 00:41:50,000 again, in that sense of property. 586 00:41:48,000 --> 00:41:54,000 Eigenvector, let's say belonging to, 587 00:41:52,000 --> 00:41:58,000 I see that a little more frequently, belonging to lambda 588 00:41:58,000 --> 00:42:04,000 i. So we have the eigenvalues, 589 00:42:01,000 --> 00:42:07,000 the eigenvectors and, of course, the people who call 590 00:42:04,000 --> 00:42:10,000 them characteristic values also call these guys characteristic 591 00:42:08,000 --> 00:42:14,000 vectors. I don't think I have ever seen 592 00:42:11,000 --> 00:42:17,000 proper vectors, but that is because I am not 593 00:42:13,000 --> 00:42:19,000 old enough. I think that is what they used 594 00:42:16,000 --> 00:42:22,000 to be called a long time ago, but not anymore. 595 00:42:20,000 --> 00:42:26,000 And then, finally, the general solution will be, 596 00:42:24,000 --> 00:42:30,000 by the superposition principle, (x, y) equals the arbitrary 597 00:42:30,000 --> 00:42:36,000 constant times the first eigenvector times the eigenvalue 598 00:42:35,000 --> 00:42:41,000 times the e to the corresponding eigenvalue. 599 00:42:40,000 --> 00:42:46,000 And then the same thing for the second one, (a1, 600 00:42:44,000 --> 00:42:50,000 a2), but now the second index will be 2 to indicate that it 601 00:42:50,000 --> 00:42:56,000 goes with the eigenvalue e to the lambda 2t. 602 00:42:56,000 --> 00:43:02,000 I have done that twice. And now in the remaining five 603 00:43:02,000 --> 00:43:08,000 minutes I will do it a third time because it is possible to 604 00:43:06,000 --> 00:43:12,000 write this in still a more condensed form. 605 00:43:09,000 --> 00:43:15,000 And the advantage of the more condensed form is A, 606 00:43:13,000 --> 00:43:19,000 it takes only that much space to write, and B, 607 00:43:16,000 --> 00:43:22,000 it applies to systems, not just the two-by-two 608 00:43:20,000 --> 00:43:26,000 systems, but to end-by-end systems. 609 00:43:23,000 --> 00:43:29,000 The method is exactly the same. Let's write it out as it would 610 00:43:27,000 --> 00:43:33,000 apply to end-by-end systems. The vector I started with is 611 00:43:34,000 --> 00:43:40,000 (x, y) and so on, but I will simply abbreviate 612 00:43:39,000 --> 00:43:45,000 this, as is done in 18.02, by x with an arrow over it. 613 00:43:45,000 --> 00:43:51,000 The matrix A I will abbreviate with A, as I did before with 614 00:43:51,000 --> 00:43:57,000 capital A. And then the system looks like 615 00:43:56,000 --> 00:44:02,000 x prime is equal to -- 616 00:44:05,000 --> 00:44:11,000 x prime is what? Ax. 617 00:44:06,000 --> 00:44:12,000 That is all there is to it. 618 00:44:10,000 --> 00:44:16,000 There is our green system. Now notice in this form I did 619 00:44:15,000 --> 00:44:21,000 not even tell you whether this a two-by-two matrix or an 620 00:44:20,000 --> 00:44:26,000 end-by-end. And in this condensed form it 621 00:44:23,000 --> 00:44:29,000 will look the same no matter how many equations you have. 622 00:44:30,000 --> 00:44:36,000 Your book deals from the beginning with end-by-end 623 00:44:33,000 --> 00:44:39,000 systems. That is, in my view, 624 00:44:36,000 --> 00:44:42,000 one of its weaknesses because I don't think most students start 625 00:44:40,000 --> 00:44:46,000 with two-by-two. Fortunately, 626 00:44:43,000 --> 00:44:49,000 the book double-talks. The theory is end-by-end, 627 00:44:46,000 --> 00:44:52,000 but all the examples are two-by-two. 628 00:44:49,000 --> 00:44:55,000 So just read the examples. Read the notes instead, 629 00:44:53,000 --> 00:44:59,000 which just do two-by-two to start out with. 630 00:44:58,000 --> 00:45:04,000 The trial solution is x equals what? 631 00:45:01,000 --> 00:45:07,000 An unknown vector alpha times e to the lambda t. 632 00:45:07,000 --> 00:45:13,000 Alpha is what we called a1 and 633 00:45:11,000 --> 00:45:17,000 a2 before. Plug this into there and cancel 634 00:45:15,000 --> 00:45:21,000 the e to the lambda t's. 635 00:45:19,000 --> 00:45:25,000 What do you get? Well, this is lambda alpha e to 636 00:45:24,000 --> 00:45:30,000 the lambda t equals A alpha e to the lambda t. 637 00:45:36,000 --> 00:45:42,000 These two cancel. And the system to be solved, 638 00:45:40,000 --> 00:45:46,000 A alpha equals lambda alpha. 639 00:45:46,000 --> 00:45:52,000 And now the question is how do you solve that system? 640 00:45:51,000 --> 00:45:57,000 Well, you can tell if a book is written by a scoundrel or not by 641 00:45:57,000 --> 00:46:03,000 how they go -- A book, which is in my opinion 642 00:46:02,000 --> 00:46:08,000 completely scoundrel, simply says you subtract one 643 00:46:07,000 --> 00:46:13,000 from the other, and without further ado writes 644 00:46:12,000 --> 00:46:18,000 A minus lambda, and they tuck a little I in 645 00:46:16,000 --> 00:46:22,000 there and write alpha equals zero. 646 00:46:19,000 --> 00:46:25,000 Why is the I put in there? Well, this is what you would 647 00:46:25,000 --> 00:46:31,000 like to write. What is wrong with this 648 00:46:28,000 --> 00:46:34,000 equation? This is not a valid matrix 649 00:46:32,000 --> 00:46:38,000 equation because that is a square end-by-end matrix, 650 00:46:36,000 --> 00:46:42,000 a square two-by-two matrix if you like. 651 00:46:39,000 --> 00:46:45,000 This is a scalar. You cannot subtract the scalar 652 00:46:42,000 --> 00:46:48,000 from a matrix. It is not an operation. 653 00:46:45,000 --> 00:46:51,000 To subtract matrices they have to be the same size, 654 00:46:49,000 --> 00:46:55,000 the same shape. What is done is you make this a 655 00:46:52,000 --> 00:46:58,000 two-by-two matrix. This is a two-by-two matrix 656 00:46:56,000 --> 00:47:02,000 with lambdas down the main diagonal and I elsewhere. 657 00:47:01,000 --> 00:47:07,000 And the justification is that lambda alpha is the same thing 658 00:47:05,000 --> 00:47:11,000 as the lambda I times alpha because I is an identity matrix. 659 00:47:10,000 --> 00:47:16,000 Now, in fact, jumping from here to here is 660 00:47:13,000 --> 00:47:19,000 not something that would occur to anybody. 661 00:47:16,000 --> 00:47:22,000 The way it should occur to you to do this is you do this, 662 00:47:21,000 --> 00:47:27,000 you write that, you realize it doesn't work, 663 00:47:24,000 --> 00:47:30,000 and then you say to yourself I don't understand what these 664 00:47:29,000 --> 00:47:35,000 matrices are all about. I think I'd better write it all 665 00:47:33,000 --> 00:47:39,000 out. And then you would write it all 666 00:47:36,000 --> 00:47:42,000 out and you would write that equation on the left-hand board 667 00:47:39,000 --> 00:47:45,000 there. Oh, now I see what it should 668 00:47:41,000 --> 00:47:47,000 look like. I should subtract lambda from 669 00:47:44,000 --> 00:47:50,000 the main diagonal. That is the way it will come 670 00:47:47,000 --> 00:47:53,000 out. And then say, 671 00:47:48,000 --> 00:47:54,000 hey, the way to save lambda from the main diagonal is put it 672 00:47:51,000 --> 00:47:57,000 in an identity matrix. That will do it for me. 673 00:47:54,000 --> 00:48:00,000 In other words, there is a little detour that 674 00:47:57,000 --> 00:48:03,000 goes from here to here. And one of the ways I judge 675 00:48:01,000 --> 00:48:07,000 books is by how well they explain the passage from this to 676 00:48:05,000 --> 00:48:11,000 that. If they don't explain it at all 677 00:48:08,000 --> 00:48:14,000 and just write it down, they have never talked to 678 00:48:11,000 --> 00:48:17,000 students. They have just written books. 679 00:48:14,000 --> 00:48:20,000 Where did we get finally here? The characteristic equation 680 00:48:17,000 --> 00:48:23,000 from that, I had forgotten what color. 681 00:48:20,000 --> 00:48:26,000 That is in salmon. The characteristic equation, 682 00:48:23,000 --> 00:48:29,000 then, is going to be the thing which says that the determinant 683 00:48:27,000 --> 00:48:33,000 of that is zero. That is the circumstances under 684 00:48:32,000 --> 00:48:38,000 which it is solvable. In general, this is the way the 685 00:48:35,000 --> 00:48:41,000 characteristic equation looks. And its roots, 686 00:48:38,000 --> 00:48:44,000 once again, are the eigenvalues. 687 00:48:40,000 --> 00:48:46,000 And from then you calculate the corresponding eigenvectors. 688 00:48:44,000 --> 00:48:50,000 Okay. Go home and practice. 689 00:48:46,000 --> 00:48:52,000 In recitation you will practice on both two-by-two and 690 00:48:50,000 --> 00:48:56,000 three-by-three cases, and we will talk more next 691 00:48:53,000 --> 00:48:59,000 time.