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Tuesday, July 30, 2013

Characteristic polynomial - 3: recurrence is identical to its characteristic equation

It is surprising why the n-th order equation xn+c1xn1++cn=0 (and corresponding recurrence relation, xn+c1xn1++cn=0) has the characteristic polynomial of λn+c1λn1++cn=0?

I have investigated the second order x2+c1x+c2=0:

[x2x]=[c1c210][x1]=x[x1]

Here [c1c210][x1]=x[x1], which means that x is an eigenvalue symbol, which is often denoted λ. Let's compute it by taking determinant

|c1xc21x|=x(c1+x)+c2=x2+c1x+c2=0

Incredibly, it is exactly reproduces to the original recurrence equation. I can also do the same for the 3rd order equation, x3+c1x2+c2x+c3=0:

[x3x2x]=[c1c2c3100010][x2x1]. Take the determinant for characteristic polynomial:


|c1xc2c31x001x|=|c2c31x|x|c1xc30x|=
=c2xc3x2(c1x)=(x3+c1x2+c2x+c3)(1)=0

Again, received characteristic polynomial is exactly the original equation. I do not know how they prove this equality for arbitrary n, since the determinant computation turns out quite complex, despite a lot of zeros in the eigenmatrix. But, we see that recurrence relation, a polynomial and their characteristic polynomial are just the same things. This closes the issue I've started a long time ago.

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