Cheat Sheet for systems First we will give the
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Cheat Sheet for systems
First we will give the formulas for complex eigenvalues and eigenvectors. Suppose the system is
d x r s x
=
dt y t u y
Find the complex eigenvalues and suppose they are j ± ki. Find the eigenvalue for for j + ki (note
plus sign) and write it in the form
a + bi
1
Then the two linearly independent solutions to the problem are
a cos kt − b sin kt b cos kt + a sin kt
X1 = ejt X2 = ejt
cos kt sin kt
and the general solution is
c 1 X 1 + c 2 X2
You determine c1 and c2 in the usual way.
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Next we handle the case of repeated eigenvalues. These will be real. Suppose the double eigenvalue
is k. The matrix is
r s
A=
t u
You form the matrices, using your eigenvalue k,
A − kI and (A − kI)2
In the two by two case the second one will be 0 if you haven’t screwed up. For higher dimension,
this won’t be true. You determine a matrix e2 so that (A − kI)2 e2 is 0. This can be any vector in
the two by two case, so I suggest we all use
1
e2 =
0
This is called a generalized eigenvector if you like terminology. Next you form
e1 = (A − kI)e2
This has to be an eigenvector of A with eigenvalue k. It’s important to realize the e1 and e2 work
as a cooperative pair. In fact
Ae1 = ke1
Ae2 = e1 + ke2
The linearly independent solutions are then
X1 = ekt e1 X2 = ekt (te1 + e2 )
and the c1 and c2 are found in the usual manner.
1
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