作者harry901 (蛋笨是的唸來過倒)
看板Math
標題[ODE] Eigenvalues polynomial proof.
時間Sun Nov 20 23:27:32 2005
Let L_k(λ) be the polynomial in λ of degree n-1 defined by the eq
n λ-λ_j
L_k(λ) = Π (---------) where λ_1,λ_2,...,λ_n are n distinct scalars.
j=1 λ_k-λ_j
j≠k
(a) Prove that
0 if λ_i≠λ_k
L_k(λ_i)={1 if λ_i =λ_k
(b) Let y_1,...,y_n be n arbitrary scalars, and let
n
p(λ) = Σ y_kL_k(λ)
k=1
Prove that p(λ) is the only polynomial of degree ≦ n-1 which satisfies
the n equations p(λ_k)=y_k for k=1,2,....,n.
n
(c) Prove that Σ L_k(λ)=1 for every λ, and deduce that for every square
k=1 n
matrix A we have Σ L_k(A)=I, where I is the identity martix and
k=1
n A - λ_jI
L_k(A)=Π(-----------) for k=1,2,....,n.
j=1 λ_k - λ_j
j≠k
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