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Applications of Mathematics: S G P B
Applications of Mathematics: S G P B
Mathematics
STUDY GUIDE
PART B
Contents
Part B
Topic 4.
37
37
Finding eigenvalues
40
45
Leslie matrices
49
56
References
57
TOPIC 4
One of the most well-known models of population growth uses aspects of linear
algebra, which you studied last semester in your unit EMM302 Linear and
Abstract Algebra.
The Leslie model (often referred to as the Leslie matrix) was developed by P.H.
Leslie in 1945. It is used in population ecology to model the changes in
population over time of an age-structured population.
Before we look at this application of linear algebra to modelling population
growth, we need to look at one further aspect of matrix theory that of
eigenvalues and eigenvectors. .
Ax = x
Ax = x
Av
In Figure 4.1, it looks as though the vector x has been stretched out by a
factor of about three and a half so that it is longer but still lies on the same line.
[Note that for our purposes here we will only consider vector spaces over the
field of real numbers, so whenever we say that is a scalar we just mean that
is a real number.]
38
EMM400 TOPIC4
2
1
2
1
4 1 6
1
= for any scalar , but
1 2 3
2
4 4 12
4
= = 3 .
1 1 3
1
2 4
1
moves the vector onto a different line in the
1 1
2
4
plane but keeps the vector on the same line while changing only its
1
So the matrix
length.
EIGENVALUES &
EIGENVECTORS
CHARACTERISTIC
VALUES &
CHARACTERISTIC
The eigenvalues associated with a matrix A are also called characteristic values
or characteristic roots associated with A, and the eigenvectors are called the
characteristic vectors.
VECTORS
EXAMPLE 4.2
4 1
. Then Ax =
2 1
Let A =
4 1
2 1 x.
1
1
4 1 1 3
= =3
2 1 1 3
1
2
4 1 1 2
= =2
2 1 2 4
Now A =
Also A =
1
1 .
1
2 .
1
1
1
2
2
2
Notice that if we took the vector , we would get a similar situation, namely
2
2
4 1 2 6
2
= = 3 .
2 1 2 6
2
A =
2
2
1
) = A 1 = 3 1 .
1
1
1
then A
1
1
1
2
1
1
1
2
1
1
1
1
showing that A = 3 and A = 2 . In the process of doing
1
1
2
2
In Example 4.1, we verified the fact that and were eigenvectors by
EXAMPLE 4.3
2 5 5
0 1 3
solve Ax = 2x.
This equation can be rewritten as 2x Ax = 0 or 2Ix Ax = 0, where I is
the 3x3 identity matrix.
So our original equation becomes (2I A)x = 0.
0 5 5
Now (2I A) = 0 1 1
0 1 1
5 5 0
0
0
1 1 0
(see pp. 1516 of your EMM302 Linear and Abstract Algebra Study Guide).
40
EMM400 TOPIC4
5 5 0
0
0 1
1 0
0
1 1 0
R2 = R1 + 5R2
R3 = R2 + R3
0 5 5 0
0 0
0 0
0 0
0 0
5 5 0
0
0 1
1 0
0
0
0 0
R1 = 1 R1
5
0 1 1 0
0 0
0 0 .
0 0
0 0
x1
So the solutions for Ax = 2x are all the vectors of the form x = x3 ,
x
3
1
which can also be written as x = x1 0 + x3
0
0
1 .
1
1
0
PROOF
The set of eigenvectors that correspond to is the null space of the matrix
(I A) that is, the set of solutions of (I A)x = 0.
(See Topic 3, in your EMM302 Linear and Abstract Algebra Study Guide.)
EIGENSPACES
Finding eigenvalues
In the previous two examples, we either started with some known eigenvectors
and found the corresponding eigenvalues (as in Example 4.2) or started with
some known eigenvalues and found the corresponding eigenvectors (as in
Example 4.3).
But what do we do if we know neither the eigenvectors nor the eigenvalues?
We will now show how to find the eigenvalues of a matrix when we dont have
any other information.
POLYNOMILAS
EXAMPLE 4.4
2 5 5
0 1 3
We can do this by finding and solving its characteristic equation as follows:
5
5
2
det (I A) = det
3
1 = ( 2){( 3)( 3) 1}
0
0
1
3
= ( 2)(2 6 + 8) = ( 2)( 2)( 4) = 0 when = 2, 2, 4.
So the eigenvalues of the matrix A are = 2, 2, 4 .
We found the eigenvectors corresponding to = 2 in Example 4.3.
To find the eigenvectors corresponding to = 4, we solve the system Ax = 4x,
which we can rewrite as (A 4I )x = 0.
5 0
2 5
2 5 5 0
0 1
1 0
0 0
0 0
5 x3
5
x = x3 = x3 1
x
1
3
5
Thus the eigenspace for = 4 is generated by the vector 1 .
1
42
EMM400 TOPIC4
Before trying some examples for yourselves, let us try another worked example
that is a bit more complicated in its calculations.
EXAMPLE 4.5
2 3 1
Let A = 0 1 1 .
3 4 1
1
+ 2 3
So det (I A) = det
1 1
0
3
4 1
3 1
1 1
+ 3 det
1 1
4 1
= ( + 2) det
= ( + 2) (2 2 +1 4) + 3(3 + 1)
= ( + 2) (2 2 3) + 3( + 2)
= 3 7 6 + 3 + 6
= 3 4
= (2 4) = ( 2) ( + 2) .
So A has eigenvalues 0, 2, 2 .
We now need to find the eigenvectors corresponding to each of these
eigenvalues.
That is, we need to solve (I A)x = 0 for each of = 0, 2, 2 .
We do this in the usual way using row operations.
(i) = 0
1 0 2 3 1 0
+ 2 3
0
1 1 0 = 0 1 1 0
3
4 1 0 3 4 1 0
R3 = 2R1 3R3
2 3 1 0
0 1 1 0
0 1
1 0
R3 = R2 + R3
1
1
(x3 + 3 x2 ) = (x3 3x3 ) = x3 .
2
2
2 3 1 0
0 1 1 0 .
0 0
0 0
1
So x = 1 is an eigenvector for = 0.
1
Notice that, as usual, once we have found one eigenvector for = 0, we know
1
infinitely many eigenvectors in this case all the scalar multiples of x = 1
1
1
that is, all vectors of the form x = 1 , where is any scalar.
1
As noted earlier, the set of eigenvectors corresponding to an eigenvalue form a
vector space called its eigenspace in this case the eigenspace corresponding to
1
the eigenvalue = 0 has as its basis the eigenvector x = 1 .
1
(ii) = 2
1 0 4 3 1 0
+ 2 3
0
1 1 0 = 0 1 1 0
3
4 1 0 3 4 1 0
R3 =3R1 4R3
4 3 1 0
0 1 1 0
0 7 7 0
R3 = 7R2 R3
4 3 1 0
0 1 1 0
0 0
0 0
1
1
(x3 + 3 x2 ) = (x3 + 3x3 ) = x3 .
4
4
1
1
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EMM400 TOPIC4
(iii) = 2
1 0 0 3 1 0
+ 2 3
0
1 1 0 = 0 3 1 0
3
4 1 0 3 4 3 0
R1 =R1 R2
0 0
0 0
0 3 1 0 etc.
3 4 3 0
1
3
1
1
4
5
(3x3 + 4 x2 ) = (3x3 x3 ) = x3 .
3
3
3
9
5
So x = 3 is an eigenvector for = 2 and the set of all eigenvectors
9
5
corresponding to = 2 have the form x = 3 where is any scalar.
9
We should also note that not all matrices have eigenvalues, as can be seen in
the following example.
EXAMPLE 4.6
0 3
.
2 0
Let A =
3
= 2 + 6 = 0 has no real solutions.
1 2 3
1 1
0 1
0 1
a 0
; c)
; d)
; e)
;
a) 0 2 4 ; b)
1 3
1 0
1 0
0 b
0 0 2
1
0
2 0
;
g)
f)
0
1 2
0
cos sin
j)
.
sin cos
0
0
0
0
0
0
0
1
0
0
0
0
; h)
0
1
0
1
0
0
1
0
0
1
0
0
1
0
0 1
; i)
;
0
1 1
a11
a21
If A =
...
an1
a12
a22
...
an 2
... a1n
... a2 n
, then
... ...
... ann
a11 a12
a21 a22
I A =
...
...
an 2
an1
a1n
... a2 n
.
...
...
... ann
...
46
EMM400 TOPIC4
ACTIVITY 4.3
2 3 1
3 4 1
Write down the characteristic polynomial for A you dont need to
calculate it again, just write it down.
Check that the statements above about the co-efficients of n, n1 , and the
constant term are correct.
ACTIVITY 4.4
THEOREM 4.2
THEOREM 4.3
PROOF
THEOREM 4.4
PROOF
d1
0
Let D =
...
d2
...
0
... 0
be a diagonal matrix.
... ...
... d n
...
d1
0
= det
...
0
d2
...
0
... d n
...
...
0
0
THEOREM 4.5
Let A be an n n matrix.
Then A = BDB1 for some invertible matrix B and diagonal matrix D if and
only if A has n linearly independent eigenvectors and these are the columns
of B and their eigenvalues are respectively the diagonal entries in D.
We wont prove this result, but instead illustrate it with an example.
EXAMPLE 4.7
2 3 1
3 4 1
We found that the eigenvalues of A were = 0, 2, 2 and that the
1
corresponding eigenvectors were 1 ,
1
1
5
1 and 3 .
1
9
1 1 5
0 0 0
B = 1 1 3 and D = 0 2 0 .
1 1 9
0 0 2
Next we have to find B1 you can do this either by finding
A1 = adj A / det A (see Theorem 2.4, p. 14 of your EMM302 Linear and
Abstract Algebra study guide) or by using row operations (see pp. 1516 of the
same study guide). I will leave it to you to do this as Activity 4.5.
6 2 4
1
You should find B =
3 7 4 .
8
1 1
0
1
48
EMM400 TOPIC4
1 1 5 0 0 0
6 2 4
1
BDB = 1 1 3 0 2 0 ( ) 3 7 4
8
1 1 9 0 0 2
1 1
0
1
0 2 10
6 2 4
1
= 0 2
6 ( ) 3 7 4
8
0 2 18
1 1
0
16 24 8 2 3 1
1
=
0 8 8 = 0 1 1 = A.
8
24 32 8 3 4 1
So we have now shown that BDB1 = A.
This is useful when we want to take powers of a matrix A.
20
20
20
ACTIVITY 4.6
1 1 5
0 0 0
1 1 9
0 0 2
a)
b)
Find D , D , D and write down what you would expect to get for D .
20
0
1
eigenvalues 2, 2, 4 with corresponding eigenvectors 0 ,
0
1 0 5
Let B = 0 1 1 and D =
0 1 1
5
3 1 has
1 3
0
5
1 and 1 .
1
1
2 0 0
0 2 0 .
0 0 4
Leslie matrices
The Leslie model is one of the most used models in population ecology. It has
been used to describe the growth of populations of a wide variety of animals,
such as different species of fish, rabbits, beetles, and humans. In this section,
we will look at the model and its applications to a few examples, not all of
which are necessarily about living things.
The Leslie model uses a number of assumptions:
the population is time dependent and we can use discrete time intervals to
describe the population (for example, years);
You begin with one male rabbit and one female rabbit. These rabbits have
just been born
2.
3.
4.
Once it has reached sexual maturity, a female rabbit will give birth every
month.
5.
A female rabbit will always give birth to one male rabbit and one female
rabbit.
6.
So how many male/female rabbit pairs are there after one year (12 months)?
It is easy to see that the following would happen:
50
EMM400 TOPIC4
Fk 2
, where the first entry Fk2 repesents the number of young
Fk 1
vector xk =
rabbits at time k, and the second entry Fk1 repesents the number of adult rabbits
1
0
0
1
It is easy to see that we can no wrepresent the population growth over time as
follows:
0 1
, so
1 1
0 1 Fk 2 Fk 1
=
, which shows that at time k + 1, the
1 1 Fk 1 Fk 2 + Fk 1
xk+1 =
number of young rabbits is Fk1, while the number of adult rabbits is Fk2, as
expected.
Notice here the significance of each of the entries in the matrix A, which, for
a b
.
c d
a = 0 represents the fact that none of the Fk2 young rabbits at time k will have
reproduced yet;
b = 1 represents the fact that all of the Fk1 adult rabbits at time k will have
reproduced;
c = 1 represents the fact that all of the Fk2 young rabbits at time k will be
adults at time k; and
d = 1 represents the fact that all of the Fk1 adult rabbits at time k will still be
adults at time k.
ACTIVITY 4.7
Use the matrix A and the other details from Example 4.8 to find x0, x1, x2,
x3, x4, x5, and in each case check that the total number of rabbits in each
month is as expected.
AGE
DISTRIBUTION
VECTORS &
TRANSITION
MATRICES
x1
x2
.
The age distribution vector x =
.
.
xn
b1
s1
0
and the transition matrix A =
0
...
b2
b3
s2
s3
... bn1 bn
... 0
0
... 0
0
.
... 0
0
... sn1 sn
52
EMM400 TOPIC4
In Example 4.8, the matrix A represents the transition matrix for the
rabbit problem. Explain its entries in terms of the definition of the
transition matrix above.
EXAMPLE 4.9
Suppose a species of animals lives at most four years and the number of males
is a fixed proportion of the number of females.
Let xi = number of females of age (i1) to age i years, for i = 1, 2, 3, 4.
For i = 1, 2, 3, 4, let bi = probability that a female in the age group i produces
a female offspring (i.e. the average number of offspring per female in this age
group).
For i = 1, 2, 3, let si = probability that a female in age group i survives to the
next age group. [Note that since these animals live at most four years, the
probablility that a female in age group 4 survives is zero i.e. s4 = 0.]
The following data is given:
b1 =
1
,
10
b2 =
1
,
2
b3 =
s1 =
4
,
5
s2 =
3
,
4
s3 =
3
,
4
1
,
3
b4 =
1
,
4
s4 = 0 .
We want to predict the female population after one year, two years, etc.
x1
x2
Let x = be the current age distribution vector.
x3
x4
After one year, we will have
x1 =
1
1
3
1
x1 +
x2 +
x3 +
x4
10
2
4
4
x2 =
4
x1
5
x3 =
x4 =
3
x2
4
1
x3 .
3
1
10
4
So the transition matrix A =
5
0
1
2
3
4
3
4
1
3
1
4
0 and x = Ax.
That is, the population distribution after one year is given by Ax, after two years
by A(Ax) = A2x, after three years by A3x, etc.
1200
1000
.
Let the initial population be x0 =
800
100
1200 1
1000 10
= 4
Then x1 = A
800 5
0
100
1
2
3
4
3
4
1
3
1
4
1200 1450
1000 800
=
800 750
100 267
1174
1160
.
and x2 = A x1 =
600
250
1000
800
200
1000
800
= x0 .
and x1 = A x0 =
600
200
So in this case we have a stable population distribution.
This corresponds to A having an eigenvalue 1 with corresponding
1000
800
.
eigenvector
600
200
54
EMM400 TOPIC4
ACTIVITY 4.9
1200
1200
.
In Example 4.9, find x1 and x2 if x0 =
1000
200
We will finish this section with a slightly different example where there is
movement between two categories of population but no births.
EXAMPLE 4.10
0.3
.
0.7
Suppose also that 85% of the car owners remain car owners next year and 15%
change to motorcycles, while 20% of motorcycle owners change to cars while
80% remain motorcycle owners, and that this pattern continues each year.
0.85 0.20
.
0.15 0.80
0.85 0.20
2
= 1.65 + 0.65
0
.
15
0
.
80
0.15 0.2 0
3 4 0
and get
. Hence x =
0.15
0.2 0
0 0 0
4
k .
3
0.2 0.2 0
1 1 0
0.15 0.15 0 and get 0 0 0 . Hence x =
4
3
1
k .
1
1
are linearly independent, x0 is a linear combination of
1
Since and
these two vectors.
4
3
4 1 c1 0.3
1
or
= .
3 1 c 2 0.7
1
Thus x0 = c1 + c2
c1 4 1 0.3 1 1
Hence =
= 7 3
c 2 3 1 0.7
4
1
So x0 = 17 17.9 .
3
1
4
1
Then x1 = Ax0 = 17 A 17.9 A = 17
3
1
4
1
4
x2 = 17 A 17.9 0.65A = 17
3
1
3
4
1
and so on to xk = 17 17.9 0.65k .
3
1
1 0.3 1 1
.
=
4 0.7 7 1.9
4
3
1.9
7
1.9
7
1
,
1
0.65
1
,
1
0.652
4
3 .
4
7
3
7
This problem is similar to Example 4.9, but with only three age groups.
v1
Let v = v2 give the number of members in each of the three age groups and
v3
let Av give the population distribution after a year has elapsed.
1
4
3
Let Av =
4
0
5
6
0
2
3
1
4
0 v .
a)
b)
c)
d)
Write down the matrix B = [x1 , x2 , x3] that is the matrix with ith column
xi for i = 1, 2, 3.
e)
Find B 1 .
56
EMM400 TOPIC4
f)
Show that B AB = 0
0
2
0
g)
h)
i)
16 16 4
20 20 10
1
1 1 n
A =
12 12 3 +
15
30 30
30
30 2
8 8 2
40 40 20
4
6
6
1 1 n
+
18 12 18
30 4
48 32
48
n
j)
v1
If the initial population is v = v2 , show that the population distribution
v3
4
4v1 + 4v2 + v3
approaches
3 after enough time has elapsed.
30
2
[In fact, after 10 years the population distribution os correct to within 1%
of the population.]
k)
1
a) 1, 0 , 2,
0
d)
2
1 ;
0
no real eigenvalues;
1
1
b) 2, ;
1
0
c)
0
1
e) a, , b, ;
f)
1
1
1
;
1
1, , 1,
0
1
2, ;
g)
0
1
0, , 1,
0
0
0
0
, 1,
1
1
i)
no real eigenvalues;
1
0
,
0
0
0
1 0
0
; h) 1, 0 , 1 , 1,
1
0 1
1
1 0
1
0
,
0
1
0
1
;
1
0
j) no real eigenvalues.
References
Reiner, I., Introduction to Matrix Theory and Linear Algebra, Holt, Rinehart
and Winston, New York, 1971. Chapter 11.