linear algebra

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Linear algebra 1 Linear operators and representations Motivating example: Web start-up Vector space and basis Eigenvector-eigenvalue analysis + ^ [ 1 โ€ฒ 2 โ€ฒ ] = [ 1 ,1 1 , 2 2 ,1 2 , 2 ][ 1 2 ] ^ =

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Linear algebra. Motivating example: Web start-up. Eigenvector-eigenvalue analysis. Vector space and basis. Linear operators and representations. +. Example: Modeling a freemium cloud data storage business. Free. Premium. +. +. +. - PowerPoint PPT Presentation

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Page 1: Linear algebra

Linear algebra

1

Linear operators and representations

Motivating example: Web start-up

Vector space and basis

Eigenvector-eigenvalue analysis

+

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

๐‘ฃ

[๐‘ฃ1โ€ฒ๐‘ฃ2โ€ฒ ]=[๐”ธ 1 ,1 ๐”ธ 1 ,2

๐”ธ 2 ,1 ๐”ธ 2 ,2] [๐‘ฃ1๐‘ฃ2]

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ

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๐‘ฅ๐น ๐‘ฅ๐‘ƒ

๐‘ฅ๐น (๐‘ก+โˆ† ๐‘ก )=๐‘ฅ๐น (๐‘ก )+๐œŒ๐‘ฅ ๐‘ƒ (๐‘ก )โˆ’๐œ๐‘ฅ๐น (๐‘ก )+๐›ฟ๐‘ฅ๐‘ƒ (๐‘ก )โˆ’๐›ผ๐‘ฅ๐น (๐‘ก )

Event โ€œCausalโ€ subpopulation Fraction thereof

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๐‘ฅ๐‘ƒ (๐‘ก+โˆ† ๐‘ก )=๐‘ฅ๐‘ƒ (๐‘ก )+๐œŒ ๐‘ฅ๐‘ƒ (๐‘ก )+๐œ ๐‘ฅ๐น (๐‘ก )โˆ’๐›ฟ๐‘ฅ ๐‘ƒ (๐‘ก )โˆ’๐›ผ ๐‘ฅ๐น (๐‘ก )

Page 7: Linear algebra

Linear algebra

7

Linear operators and representations

Motivating example: Web start-up

Vector space and basis

Eigenvector-eigenvalue analysis

+

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

๐‘ฃ

[๐‘ฃ1โ€ฒ๐‘ฃ2โ€ฒ ]=[๐”ธ 1 ,1 ๐”ธ 1 ,2

๐”ธ 2 ,1 ๐”ธ 2 ,2] [๐‘ฃ1๐‘ฃ2]

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ

Page 8: Linear algebra

8

Vector

๐‘ฃ

A vector is an arrow. The position of the head in relation to the tail is expressed in terms of a magnitude and direction.

Page 9: Linear algebra

9

A set of vectors

๐‘ฃ

๏ฟฝโƒ‘๏ฟฝ๏ฟฝโƒ‘๏ฟฝ

๐‘ฆ๏ฟฝโƒ‘๏ฟฝ

Page 10: Linear algebra

10

A set of vectors

๐‘ฃ

๏ฟฝโƒ‘๏ฟฝ๏ฟฝโƒ‘๏ฟฝ

๐‘ฆ๏ฟฝโƒ‘๏ฟฝ

Page 11: Linear algebra

11

๐‘ฃ

๏ฟฝโƒ‘๏ฟฝ๏ฟฝโƒ‘๏ฟฝ

๐‘ฆ

๐‘ฃ+๐‘ค

๏ฟฝโƒ‘๏ฟฝ

โ€œHead-to-tailโ€ addition of and produced a resultant vector not belonging to our original set of vectors

A set of vectors vs. a vector spaceThis scaling (doubling length in this example) of produced 2, which belongs to our original set of vectors

A vector space is a set of vectors that is โ€œclosedโ€ under scaling and vector addition. Neither scaling nor vector addition produces a result not already included in the โ€œspace.โ€

Page 12: Linear algebra

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BasisA vector space is a set of vectors that are โ€œclosedโ€ under scaling and vector addition.

A set of vectors , , . . .

Linear combination: addition of vectors with scalings

Used a set of vectors to prescribe a vector space!

Page 13: Linear algebra

13

Basis set: Canโ€™t remove any vector without changing space

A vector space is a set of vectors that are โ€œclosedโ€ under scaling and vector addition.

A set of vectors , , . . .

Linear combination: addition of vectors with scalings

Basis for V vector space V2-dimensionalN

S

EW

Page 14: Linear algebra

14

Basis: Coordinate system

Linear combination: addition of vectors with scalings

A vector space is a set of vectors that are โ€œclosedโ€ under scaling and vector addition.

A set of vectors , , . . .

Page 15: Linear algebra

15

Basis: Coordinate system

Linear combination: addition of vectors with scalings

A vector space is a set of vectors that are โ€œclosedโ€ under scaling and vector addition.

A set of vectors , , . . .

๐‘ฃ=๐‘ฃ1๐‘1+๐‘ฃ2๐‘2

๐‘1 ๐‘2

Page 16: Linear algebra

16

Basis: Coordinate system

Linear combination: addition of vectors with scalings

A vector space is a set of vectors that are โ€œclosedโ€ under scaling and vector addition.

A set of vectors , , . . .

๐‘ฃ=๐‘ฃ1๐‘1+๐‘ฃ2๐‘2

๐‘1 ๐‘2

๏ฟฝโƒ‘๏ฟฝ1๏ฟฝโƒ‘๏ฟฝ2 ๐‘ฃ=๐‘ฃ1 ๏ฟฝโƒ‘๏ฟฝ1+๐‘ฃ2 ๏ฟฝโƒ‘๏ฟฝ2

Page 17: Linear algebra

Linear algebra

17

Linear operators and representations

Motivating example: Web start-up

Vector space and basis

Eigenvector-eigenvalue analysis

+

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

๐‘ฃ

[๐‘ฃ1โ€ฒ๐‘ฃ2โ€ฒ ]=[๐”ธ 1 ,1 ๐”ธ 1 ,2

๐”ธ 2 ,1 ๐”ธ 2 ,2] [๐‘ฃ1๐‘ฃ2]

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ

Page 18: Linear algebra

18

Operator

๐‘ฃ

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝGiven a vector, an operator outputs a vector, possibly scaled and/or rotated

A function associates objects from a domain with objects in a codomain, sometimes in terms of elementary arithmetic operations.

Page 19: Linear algebra

19

Linear operators

๐›ผ๐‘ฃ

๏ฟฝฬ‚๏ฟฝ๐›ผ ๏ฟฝโƒ‘๏ฟฝ=๐›ผ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

Scaling Addition

๐‘ฃ ๏ฟฝโƒ‘๏ฟฝ๐‘ฃ+๐‘ค

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

๐‘ฃ

๏ฟฝฬ‚๏ฟฝ๐‘ค๏ฟฝโƒ‘๏ฟฝ

๏ฟฝฬ‚๏ฟฝ (๐›ผ๏ฟฝโƒ‘๏ฟฝ+๐›ฝ๐‘ค )=๐›ผ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ+๐›ฝ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

Page 20: Linear algebra

20

Representing linear operators

๏ฟฝฬ‚๏ฟฝ (๐›ผ๏ฟฝโƒ‘๏ฟฝ+๐›ฝ๐‘ค )=๐›ผ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ+๐›ฝ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

๐‘ฃ=๐‘ฃ1๐‘1+๐‘ฃ2๐‘2

๐‘1 ๐‘2

ยฟ๐‘ฃ1 ๏ฟฝฬ‚๏ฟฝ๐‘1+๐‘ฃ2 ๏ฟฝฬ‚๏ฟฝ๐‘2๐‘ฃ โ€ฒ= ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

๐‘ฃ โ€ฒ=๐‘ฃ1โ€ฒ ๐‘1+๐‘ฃ2

โ€ฒ ๐‘2

ยฟ๐‘ฃ1 [( ๏ฟฝฬ‚๏ฟฝ๐‘1)1๐‘1+ ( ๏ฟฝฬ‚๏ฟฝ ๐‘1 )2๐‘2 ]ยฟ ๏ฟฝฬ‚๏ฟฝ (๐‘ฃ1๐‘1+๐‘ฃ2๐‘2 )

+๐‘ฃ2 [( ๏ฟฝฬ‚๏ฟฝ ๐‘2 )1๐‘1+( ๏ฟฝฬ‚๏ฟฝ๐‘2 )2๐‘2 ]ยฟ๐‘ฃ1 [๐”ธ1 , 1๐‘1+๐”ธ 2 ,1๐‘2 ]

+๐‘ฃ2 [๐”ธ 1, 2๐‘1+๐”ธ2 , 2๐‘2 ]

ยฟ (๐‘ฃ1๐”ธ1 , 1+๐‘ฃ2๐”ธ 1, 2 )๐‘1+(๐‘ฃ1๐”ธ 2, 1+๐‘ฃ2๐”ธ 2 ,2 )๐‘2

๐‘ฃ1โ€ฒ ๐‘1+๐‘ฃ2โ€ฒ ๐‘2

๐‘ฃ1โ€ฒ=๐”ธ 1 ,1๐‘ฃ1+๐”ธ 1 ,2๐‘ฃ2๐‘ฃ2โ€ฒ=๐”ธ2 ,1๐‘ฃ1+๐”ธ2 , 2๐‘ฃ2

[๐‘ฃ1โ€ฒ๐‘ฃ2โ€ฒ ]=[๐”ธ 1 ,1 ๐”ธ 1 ,2

๐”ธ 2 ,1 ๐”ธ 2 ,2] [๐‘ฃ1๐‘ฃ2]

๐”ธ1 , 2

Page 21: Linear algebra

21

Representing linear operators

๐‘ฃ=๐‘ฃ1๐‘1+๐‘ฃ2๐‘2

๐‘1 ๐‘2

๐‘ฃ โ€ฒ=๐‘ฃ1โ€ฒ ๐‘1+๐‘ฃ2

โ€ฒ ๐‘2

๐‘ฃ1โ€ฒ=๐”ธ 1 ,1๐‘ฃ1+๐”ธ 1 ,2๐‘ฃ2๐‘ฃ2โ€ฒ=๐”ธ2 ,1๐‘ฃ1+๐”ธ2 , 2๐‘ฃ2

[๐‘ฃ1โ€ฒ๐‘ฃ2โ€ฒ ]=[๐”ธ 1 ,1 ๐”ธ 1 ,2

๐”ธ 2 ,1 ๐”ธ 2 ,2] [๐‘ฃ1๐‘ฃ2]

๏ฟฝฬ‚๏ฟฝ (๐›ผ๏ฟฝโƒ‘๏ฟฝ+๐›ฝ๐‘ค )=๐›ผ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ+๐›ฝ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ ๐‘ฃ โ€ฒ= ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ Abstract action on vector

Relationship between coefficients

Representation in the context of a particular basis

๐‘ฃ โ€ฒโ†’ [๐‘ฃ1โ€ฒ๐‘ฃ2โ€ฒ ] ๐‘ฃโ†’[๐‘ฃ1๐‘ฃ2]

๏ฟฝฬ‚๏ฟฝโ†’ [๐”ธ 1 ,1 ๐”ธ 1 ,2

๐”ธ 2 ,1 ๐”ธ 2 ,2]

โ€œThe vector v-prime is represented by the column vector v-prime-sub-1, v-prime-sub-2โ€

โ€œThe operator A is represented by the matrix Aโ€

Page 22: Linear algebra

22

Vector transformation algorithm implies matrix multiplication

๐‘ฃ โ€ฒ= ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

๐‘ฃ โ€ฒ โ€ฒ=๏ฟฝฬ‚๏ฟฝ ๐‘ฃ โ€ฒ

๐‘ฃ

๏ฟฝฬ‚๏ฟฝ ๐‘ฃ โ€ฒโ†’[๐”น1 ,1 ๐”น1 , 2

๐”น2 ,1 ๐”น2 , 2][ ๐”ธ 1 ,1๐‘ฃ1+๐”ธ 1 ,2๐‘ฃ2๐”ธ 2, 1๐‘ฃ1+๐”ธ 2 ,2๐‘ฃ2  ]

๐‘ฃโ†’[๐‘ฃ1๐‘ฃ2]๏ฟฝฬ‚๏ฟฝโ†’ [๐”ธ 1 ,1 ๐”ธ 1 ,2

๐”ธ 2 ,1 ๐”ธ 2 ,2]๐‘ฃ1โ€ฒ=๐”ธ 1 ,1๐‘ฃ1+๐”ธ 1 ,2๐‘ฃ2๐‘ฃ2โ€ฒ=๐”ธ2 ,1๐‘ฃ1+๐”ธ2 , 2๐‘ฃ2

ยฟ [๐”น1, 1 (๐”ธ 1 ,1๐‘ฃ1+๐”ธ1 ,2๐‘ฃ2 )+๐”น1 ,2 (๐”ธ 2 ,1๐‘ฃ1+๐”ธ 2 ,2๐‘ฃ2 )๐”น2, 1 (๐”ธ 1 ,1๐‘ฃ1+๐”ธ1 ,2๐‘ฃ2 )+๐”น2 , 2 (๐”ธ 2 ,1๐‘ฃ1+๐”ธ 2 ,2๐‘ฃ2 )]

ยฟ [ (๐”น1 ,1๐”ธ1 ,1+๐”น1 ,2๐”ธ2 , 1 )๐‘ฃ1+ (๐”น1 , 1๐”ธ 1, 2+๐”น1, 2๐”ธ 2 ,2 )๐‘ฃ2(๐”น2 ,1๐”ธ 1 ,1+๐”น2 ,2๐”ธ2 , 1 )๐‘ฃ1+ (๐”น2 ,1๐”ธ 1 ,2+๐”น2 ,2๐”ธ2 , 2 )๐‘ฃ2]

ยฟ [๐”น1, 1๐”ธ 1, 1+๐”น1, 2๐”ธ 2 ,1 ๐”น1 , 1๐”ธ1 , 2+๐”น1 , 2๐”ธ 2 ,2

๐”น2, 1๐”ธ 1, 1+๐”น2 ,2๐”ธ 2 ,1 ๐”น2 , 1๐”ธ1 , 2+๐”น2, 2๐”ธ 2 ,2][๐‘ฃ1๐‘ฃ2]๏ฟฝฬ‚๏ฟฝ ๏ฟฝฬ‚๏ฟฝ๐‘ฃโ†’[๐”น1 ,1 ๐”น1 ,2

๐”น2 ,1 ๐”น2 ,2] [๐”ธ1 ,1 ๐”ธ1 , 2

๐”ธ2 , 1 ๐”ธ2 , 2] [๐‘ฃ1๐‘ฃ2]

Page 23: Linear algebra

Linear algebra

23

Linear operators and representations

Motivating example: Web start-up

Vector space and basis

Eigenvector-eigenvalue analysis

+

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ

๐‘ฃ

[๐‘ฃ1โ€ฒ๐‘ฃ2โ€ฒ ]=[๐”ธ 1 ,1 ๐”ธ 1 ,2

๐”ธ 2 ,1 ๐”ธ 2 ,2] [๐‘ฃ1๐‘ฃ2]

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ

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๐‘ฅ๐น ๐‘ฅ๐‘ƒEvent โ€œCausalโ€ subpopulation Fraction thereof

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๐‘ฅ๐น ๐‘ฅ๐‘ƒ

๐‘ฅ๐น (๐‘ก+โˆ† ๐‘ก )=๐‘ฅ๐น (๐‘ก )+๐œŒ๐‘ฅ ๐‘ƒ (๐‘ก )โˆ’๐œ๐‘ฅ๐น (๐‘ก )+๐›ฟ๐‘ฅ๐‘ƒ (๐‘ก )โˆ’๐›ผ๐‘ฅ๐น (๐‘ก )

Event โ€œCausalโ€ subpopulation Fraction thereof

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๐‘ฅ๐‘ƒ (๐‘ก+โˆ† ๐‘ก )=๐‘ฅ๐‘ƒ (๐‘ก )+๐œŒ ๐‘ฅ๐‘ƒ (๐‘ก )+๐œ ๐‘ฅ๐น (๐‘ก )โˆ’๐›ฟ๐‘ฅ ๐‘ƒ (๐‘ก )โˆ’๐›ผ ๐‘ฅ๐น (๐‘ก )

Page 29: Linear algebra

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Free Premium๐‘ฅ๐น ๐‘ฅ๐‘ƒ๐‘ฅ๐น (๐‘ก+โˆ† ๐‘ก )=๐‘ฅ๐น (๐‘ก )+๐œŒ๐‘ฅ ๐‘ƒ (๐‘ก )โˆ’๐œ๐‘ฅ๐น (๐‘ก )+๐›ฟ๐‘ฅ๐‘ƒ (๐‘ก )โˆ’๐›ผ๐‘ฅ๐น (๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+โˆ† ๐‘ก )=๐‘ฅ๐‘ƒ (๐‘ก )+๐œŒ ๐‘ฅ๐‘ƒ (๐‘ก )+๐œ ๐‘ฅ๐น (๐‘ก )โˆ’๐›ฟ๐‘ฅ ๐‘ƒ (๐‘ก )โˆ’๐›ผ ๐‘ฅ๐น (๐‘ก )

[๐‘ฅ๐น (๐‘ก+โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ][๐‘ฅ๐น (๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก ) ]

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝโƒ‘๏ฟฝ (๐‘ก )=๐‘ฅ๐น (๐‘ก ) ๏ฟฝโƒ‘๏ฟฝ +๐‘ฅ๐‘ƒ (๐‘ก ) ๏ฟฝโƒ‘๏ฟฝ

Page 30: Linear algebra

0 0.25 0.5 0.75 1 1.25 1.5 1.750

0.25

0.5

0.75

1

1.25

1.5

1.75 ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๐‘ฅ ๐‘ƒ

๐‘

๐‘ฅ ๐น

๐‘

Easy-

lookin

g-one-d

imen

siona

l pro

blem

+

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ† ๐ผ ๏ฟฝโƒ‘๏ฟฝ

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝโˆ’ ๐œ† ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ= 0โƒ‘( ๏ฟฝฬ‚๏ฟฝโˆ’ ๐œ†๐ผ ) ๏ฟฝโƒ‘๏ฟฝ= 0โƒ‘

([๐”ธ1 ,1 ๐”ธ1 , 2

๐”ธ2 , 1 ๐”ธ2 , 2]โˆ’ ๐œ† [1 00 1])[๐‘ฃ๐น

๐‘ฃ๐‘ƒ ]=[00 ]([๐‘Ž ๐‘๐‘ ๐‘‘]โˆ’ ๐œ†[1 0

0 1 ])[๐‘ฃ ๐น

๐‘ฃ ๐‘ƒ ]=[00]

STOP

Check that

is consistent in a matrix representation

[๐‘Žโˆ’ ๐œ† ๐‘๐‘ ๐‘‘โˆ’ ๐œ†][๐‘ฃ๐น

๐‘ฃ ๐‘ƒ ]=[00](๐‘Žโˆ’ ๐œ† )๐‘ฃ ๐น+๐‘๐‘ฃ๐‘ƒ=0๐‘ ๐‘ฃ๐น+(๐‘‘โˆ’๐œ† )๐‘ฃ ๐‘ƒ=0

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ(๐‘‘โˆ’ ๐œ† ) (๐‘Žโˆ’ ๐œ† )๐‘ฃ๐น+ (๐‘‘โˆ’ ๐œ† )๐‘๐‘ฃ๐‘ƒ=0

๐‘๐‘ ๐‘ฃ๐น+๐‘ (๐‘‘โˆ’ ๐œ† )๐‘ฃ ๐‘ƒ=0- [ ][ (๐‘Žโˆ’๐œ† ) (๐‘‘โˆ’ ๐œ† )โˆ’๐‘๐‘ ]๐‘ฃ๐น=0

(๐‘Žโˆ’ ๐œ† ) (๐‘‘โˆ’ ๐œ† )โˆ’๐‘๐‘=0๐‘Ž๐‘‘โˆ’ ๐œ†๐‘Žโˆ’ ๐œ†๐‘‘+๐œ†2โˆ’๐‘๐‘=0

๐œ†2โˆ’ (๐‘Ž+๐‘‘ ) ๐œ†+(๐‘Ž๐‘‘โˆ’๐‘๐‘ )=0

๐œ†ยฑ=(๐‘Ž+๐‘‘ )ยฑโˆš (๐‘Ž+๐‘‘ )2โˆ’4 (1 ) (๐‘Ž๐‘‘โˆ’๐‘๐‘ )

2 (1 )

๐œ†ยฑ=(๐‘Ž+๐‘‘ )ยฑโˆš๐‘Ž2+2๐‘Ž๐‘‘+๐‘‘2โˆ’4 ๐‘Ž๐‘‘+4๐‘๐‘

2

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ๐œ†ยฑ=

(๐‘Ž+๐‘‘ )ยฑโˆš๐‘Ž2+2๐‘Ž๐‘‘+๐‘‘2โˆ’4 ๐‘Ž๐‘‘+4๐‘๐‘2

๐œ†ยฑ=(๐‘Ž+๐‘‘ )ยฑโˆš (๐‘Žโˆ’๐‘‘ )2+4๐‘๐‘

2

๐œ†ยฑ=(2โˆ’๐œโˆ’๐›ผโˆ’๐›ฟ )ยฑโˆš (๐›ฟโˆ’๐œโˆ’๐›ผ )2+4 (๐œŒ+๐›ฟ )๐œ

2There are 2 possibly special scaling factors. Does each l actually correspond to a special ?

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ๐œ†ยฑ=

(๐‘Ž+๐‘‘ )ยฑโˆš (๐‘Žโˆ’๐‘‘ )2+4๐‘๐‘2

There are 2 possibly special scaling factors. Does each l actually correspond to a special ?

[๐‘Žโˆ’ ๐œ†ยฑ ๐‘๐‘ ๐‘‘โˆ’ ๐œ†ยฑ] [๐‘ฃ ๐น

ยฑ

๐‘ฃ ๐‘ƒยฑ ]=[00]

(๐‘Žโˆ’ ๐œ†ยฑ) ๐‘ฃ๐นยฑ +๐‘๐‘ฃ๐‘ƒ

ยฑ=0๐‘๐‘ฃ ๐‘ƒ

ยฑ= (๐œ†ยฑโˆ’๐‘Ž )๐‘ฃ๐นยฑ

๐‘ฃ ๐‘ƒยฑ=

๐œ†ยฑโˆ’๐‘Ž๐‘ ๐‘ฃ ๐น

ยฑ

๐‘ฃ ๐‘ƒยฑ=

๐›ผ+๐œโˆ’ ๐›ฟยฑโˆš (๐›ฟโˆ’๐œโˆ’๐›ผ )2+4 (๐œŒ+๐›ฟ )๐œ2 (๐œŒ+๐›ฟ )

๐‘ฃ๐นยฑ

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ=๐œ†๐‘ฃ๐œ†ยฑ=

(๐‘Ž+๐‘‘ )ยฑโˆš (๐‘Žโˆ’๐‘‘ )2+4๐‘๐‘2

๐‘ฃ ๐‘ƒยฑ=

๐›ผ+๐œโˆ’ ๐›ฟยฑโˆš (๐›ฟโˆ’๐œโˆ’๐›ผ )2+4 (๐œŒ+๐›ฟ )๐œ2 (๐œŒ+๐›ฟ )

๐‘ฃ๐นยฑ

๐‘„ยฑ

There are 2 special scaling factors; each l corresponds to a special vector . Unless something is hokey, they point in different directions and can serve as a basis.

๏ฟฝโƒ‘๏ฟฝ+ยฟ ยฟ ๐‘ฃโˆ’

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝฬ‚๏ฟฝ ๐‘ฃยฑ=๐œ†ยฑ ๐‘ฃยฑ๐‘ฃ ๐‘ƒ

ยฑ=๐‘„ยฑ๐‘ฃ๐นยฑ

๏ฟฝโƒ‘๏ฟฝ (๐‘ก )=๐‘ฅ๐น (๐‘ก ) ๏ฟฝโƒ‘๏ฟฝ +๐‘ฅ๐‘ƒ (๐‘ก ) ๏ฟฝโƒ‘๏ฟฝ๐‘ ๏ฟฝโƒ‘๏ฟฝ +0 ๏ฟฝโƒ‘๏ฟฝ=๐‘๐‘

+ ยฟโƒ‘๐‘ฃ+ยฟ+๐‘๐‘โˆ’๐‘ฃโˆ’ยฟ ยฟ

๏ฟฝโƒ‘๏ฟฝ+ยฟ ยฟ ๐‘ฃโˆ’

๏ฟฝโƒ‘๏ฟฝ=๐‘+ยฟ ยฟยฟ

Inaugural trials

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝโƒ‘๏ฟฝ=๐‘+ยฟ ยฟยฟ

๏ฟฝโƒ‘๏ฟฝ=ยฟ๐‘+ยฟ+๐‘โˆ’=1ยฟ ๐‘

+ยฟ๐‘„ +ยฟ+๐‘ โˆ’๐‘„โˆ’=0ยฟ ยฟ

๏ฟฝฬ‚๏ฟฝ ๐‘ฃยฑ=๐œ†ยฑ ๐‘ฃยฑ๐‘ฃ ๐‘ƒ

ยฑ=๐‘„ยฑ๐‘ฃ๐นยฑ

๏ฟฝโƒ‘๏ฟฝ (๐‘ก )=๐‘ฅ๐น (๐‘ก ) ๏ฟฝโƒ‘๏ฟฝ +๐‘ฅ๐‘ƒ (๐‘ก ) ๏ฟฝโƒ‘๏ฟฝ๐‘ ๏ฟฝโƒ‘๏ฟฝ +0 ๏ฟฝโƒ‘๏ฟฝ=๐‘๐‘

+ ยฟโƒ‘๐‘ฃ+ยฟ+๐‘๐‘โˆ’๐‘ฃโˆ’ยฟ ยฟ

Inaugural trials

๏ฟฝโƒ‘๏ฟฝ=๐‘+ยฟ ยฟยฟ

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๐‘+ยฟ+๐‘โˆ’=1ยฟ ๐‘+ยฟ๐‘„ +ยฟ+๐‘ โˆ’๐‘„โˆ’=0ยฟ ยฟ

๐‘+ยฟ๐‘„ +ยฟ=โˆ’ ๐‘โˆ’๐‘„โˆ’ยฟ ยฟ

๐‘+ยฟ=โˆ’๐‘โˆ’

๐‘„โˆ’

๐‘„+ยฟยฟยฟโˆ’๐‘โˆ’

๐‘„โˆ’

๐‘„+ยฟ+๐‘โˆ’=1ยฟ

๐‘โˆ’ยฟ๐‘โˆ’ยฟ ๐‘โˆ’=

๐‘„+ยฟ

๐‘„+ยฟโˆ’๐‘„โˆ’

ยฟยฟ ๐‘

+ยฟ=โˆ’ ๐‘„โˆ’

๐‘„+ยฟโˆ’๐‘„โˆ’

ยฟยฟ

๏ฟฝโƒ‘๏ฟฝ (๐‘ก )=๐‘๐‘+ยฟโƒ‘ ๐‘ฃ+ยฟ +๐‘ ๐‘โˆ’๐‘ฃโˆ’ยฟ ยฟ

๏ฟฝฬ‚๏ฟฝ ๐‘ฃยฑ=๐œ†ยฑ ๐‘ฃยฑ๐‘ฃ ๐‘ƒ

ยฑ=๐‘„ยฑ๐‘ฃ๐นยฑ

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๐‘โˆ’=๐‘„+ยฟ

๐‘„+ยฟโˆ’๐‘„โˆ’

ยฟยฟ ๐‘

+ยฟ=โˆ’ ๐‘„โˆ’

๐‘„+ยฟโˆ’๐‘„โˆ’

ยฟยฟ

๏ฟฝโƒ‘๏ฟฝ (๐‘ก )=๐‘๐‘+ยฟโƒ‘ ๐‘ฃ+ยฟ +๐‘ ๐‘โˆ’๐‘ฃโˆ’ยฟ ยฟ

๏ฟฝฬ‚๏ฟฝ ๐‘ฃยฑ=๐œ†ยฑ ๐‘ฃยฑ๐‘ฃ ๐‘ƒ

ยฑ=๐‘„ยฑ๐‘ฃ๐นยฑ

๏ฟฝฬ‚๏ฟฝ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝ (๐‘ก )=โˆ’ ๐‘๐‘„โˆ’

๐‘„+ยฟโˆ’๐‘„โˆ’

๐œ†+ยฟ๐œ†+ยฟ ๐œ†+ ยฟ ๏ฟฝฬ‚๏ฟฝโƒ‘

๐‘ฃ +ยฟ+ ๐‘๐‘„+ยฟ

๐‘„+ ยฟโˆ’๐‘„โˆ’ ๐œ†โˆ’ ๐œ†โˆ’ ๐œ†โˆ’ ๏ฟฝฬ‚๏ฟฝ ๏ฟฝโƒ‘๏ฟฝโˆ’ยฟยฟ ยฟ ยฟ

ยฟ ยฟยฟ

๏ฟฝฬ‚๏ฟฝ๐‘€ ๏ฟฝโƒ‘๏ฟฝ (๐‘ก )=โˆ’ ๐‘๐‘„โˆ’

๐‘„+ยฟโˆ’๐‘„โˆ’

๐œ†+ยฟ๐‘€ ๐‘ฃ+ยฟ + ๐‘๐‘„+ยฟ

๐‘„+ยฟโˆ’๐‘„โˆ’

๐œ†โˆ’๐‘€๐‘ฃโˆ’ยฟ

ยฟยฟ ยฟยฟ

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝฬ‚๏ฟฝ ๐‘ฃยฑ=๐œ†ยฑ ๐‘ฃยฑ๐‘ฃ ๐‘ƒ

ยฑ=๐‘„ยฑ๐‘ฃ๐นยฑ

๏ฟฝฬ‚๏ฟฝ๐‘€ ๏ฟฝโƒ‘๏ฟฝ (๐‘ก )=โˆ’ ๐‘๐‘„โˆ’

๐‘„+ยฟโˆ’๐‘„โˆ’

๐œ†+ยฟ๐‘€ ๐‘ฃ+ยฟ + ๐‘๐‘„+ยฟ

๐‘„+ยฟโˆ’๐‘„โˆ’

๐œ†โˆ’๐‘€๐‘ฃโˆ’ยฟ

ยฟยฟ ยฟยฟ

๏ฟฝโƒ‘๏ฟฝ (๐‘ก+๐‘€โˆ† ๐‘ก )=โˆ’ ๐‘๐‘„โˆ’

๐‘„+ยฟโˆ’๐‘„โˆ’

๐œ†+ยฟ๐‘€ยฟ ยฟยฟ

๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )=๐‘๐‘„+ยฟ๐œ†โˆ’

๐‘€โˆ’๐‘„โˆ’ ๐œ†+ยฟ ๐‘€

๐‘„ +ยฟ โˆ’๐‘„โˆ’

ยฟยฟ

ยฟ

๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )=๐‘ ๐‘„+ยฟ๐‘„โˆ’

๐‘„+ยฟโˆ’๐‘„โˆ’

ยฟยฟยฟ

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝฬ‚๏ฟฝ ๐‘ฃยฑ=๐œ†ยฑ ๐‘ฃยฑ๐‘ฃ ๐‘ƒ

ยฑ=๐‘„ยฑ๐‘ฃ๐นยฑ

๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )=๐‘๐‘„+ยฟ๐œ†โˆ’

๐‘€โˆ’๐‘„โˆ’ ๐œ†+ยฟ ๐‘€

๐‘„ +ยฟ โˆ’๐‘„โˆ’

ยฟยฟ

ยฟ

๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )=๐‘ ๐‘„+ยฟ๐‘„โˆ’

๐‘„+ยฟโˆ’๐‘„โˆ’

ยฟยฟยฟ

๐œ†ยฑ=(2โˆ’๐œโˆ’๐›ผโˆ’๐›ฟ )ยฑโˆš (๐›ฟโˆ’๐œโˆ’๐›ผ )2+4 (๐œŒ+๐›ฟ )๐œ

2

๐‘„ยฑ=๐›ผ+๐œโˆ’๐›ฟยฑโˆš (๐›ฟโˆ’๐œโˆ’๐›ผ )2+4 (๐œŒ+๐›ฟ )๐œ

2 (๐œŒ+๐›ฟ )

, , , = 0.2, 0.2, 0.1, 0.1

Page 42: Linear algebra

0 0.25 0.5 0.75 1 1.25 1.5 1.750

0.25

0.5

0.75

1

1.25

1.5

1.75

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๐‘ฅ ๐‘ƒ

๐‘

๐‘ฅ ๐น

๐‘

๏ฟฝฬ‚๏ฟฝ ๐‘ฃยฑ=๐œ†ยฑ ๐‘ฃยฑ

, , , = 0.2, 0.2, 0.1, 0.1

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๐‘ฅ๐น

๐‘ฅ๐‘ƒ

[๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )]=[1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ][1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ๐œ 1โˆ’๐›ฟ]โ‹ฏ [1โˆ’๐œโˆ’๐›ผ ๐œŒ+๐›ฟ

๐œ 1โˆ’๐›ฟ ] [๐‘ฅ ๐น (๐‘ก )๐‘ฅ ๐‘ƒ (๐‘ก )]

M copies of matrix

๏ฟฝฬ‚๏ฟฝ ๐‘ฃยฑ=๐œ†ยฑ ๐‘ฃยฑ๐‘ฃ ๐‘ƒ

ยฑ=๐‘„ยฑ๐‘ฃ๐นยฑ

๐‘ฅ๐น (๐‘ก+๐‘€โˆ† ๐‘ก )=๐‘๐‘„+ยฟ๐œ†โˆ’

๐‘€โˆ’๐‘„โˆ’ ๐œ†+ยฟ ๐‘€

๐‘„ +ยฟ โˆ’๐‘„โˆ’

ยฟยฟ

ยฟ

๐‘ฅ๐‘ƒ (๐‘ก+๐‘€ โˆ† ๐‘ก )=๐‘ ๐‘„+ยฟ๐‘„โˆ’

๐‘„+ยฟโˆ’๐‘„โˆ’

ยฟยฟยฟ

๐œ†ยฑ=(2โˆ’๐œโˆ’๐›ผโˆ’๐›ฟ )ยฑโˆš (๐›ฟโˆ’๐œโˆ’๐›ผ )2+4 (๐œŒ+๐›ฟ )๐œ

2

๐‘„ยฑ=๐›ผ+๐œโˆ’๐›ฟยฑโˆš (๐›ฟโˆ’๐œโˆ’๐›ผ )2+4 (๐œŒ+๐›ฟ )๐œ

2 (๐œŒ+๐›ฟ )

Eigenvectors

Eigenvalues

, , , = 0.2, 0.2, 0.1, 0.1