Solving Linear Homogeneous Recurrence Relations

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Explore the concept of solving linear homogeneous recurrence relations with examples and explanations. Learn about closed-form solutions, induction, characteristic equations, and more in the context of sequences and functions defined by recurrence relations.

  • Mathematics
  • Recurrence Relations
  • Sequences
  • Solutions
  • Induction

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  1. Solving Linear Homogeneous Recurrence Relations ICS 6D Sandy Irani

  2. Recurrence Relations to Define a Sequence g0 = 1 For n 2, gn= 2 gn-1+ 1 A closed form solution for a recurrence relation, gives the nthterm in the sequence as a function of n, not as a function of earlier terms: For n 0, gn= 2n+1- 1

  3. Induction and Recurrence Relations We used inductive to verify that a formula was a correct closed form solution for a sequence defined by a recurrence relation. Now we will show how to solve recurrence relations without knowing the formula in advance ..(for a particular class of recurrence relations).

  4. Linear Homogeneous Recurrence Relations Linear: the coefficient of each term is a constant. gn= 3gn-1+ 2gn-2+ n2 (linear) gn= 3(gn-1)2+ 2gn-2+ n2 gn= 2gn-1 gn-2+ n2 (not linear) gn= n gn-2+ n2 (not linear) (not linear) Homogeneous: no additional terms that do not refer to earlier numbers in the sequence. gn= 3gn-1+ 2gn-2 (homogeneous) gn= 3gn-1+ 2gn-2+ n2 (not homogeneous)

  5. Linear? Homogeneous? gn= 3gn-1+ 4gn-2+ n2 gn= 3gn-1+ (gn-2)/5 gn= 3gn-1+ 2 gn= log(2) gn-2+ 5 gn-7 gn= n gn-2+ 5 gn-7 gn= gn-1 gn-2+ 5 gn-7

  6. Linear Homogeneous Recurrence Relations A linear homogeneous recurrence relation has the form: fn = c1 fn-1 + c2 fn-2+ . + cd fn-d c1, c2, , cd are constants If cd 0, degree d recurrence relation

  7. Linear Homogeneous Recurrence Relations Always has a solution of the form fn = xn. Plug into the recurrence and solve for x: fn = 5fn-1 6fn-2

  8. Linear Homogeneous Recurrence Relations Characteristic equation for fn = 5fn-1 6fn-2 is x2 5x + 6 = 0 (degree d recurrence relation -> characteristic equation is a degree d polynomial) Roots: x = 2, x = 3. (Case: distinct, real roots) Solutions: fn = 2n and fn =3n

  9. Linear Homogeneous Recurrence Relations Any linear combination fn = 1 2n + 2 3n satisfies: fn = 5fn-1 6fn-2 fn = 1 2n + 2 3n is called the general solution of the recurrence relation fn = 5fn-1 6fn-2

  10. Initial Conditions Initial conditions narrow down the possibilities to one sequence fn = 5fn-1 6fn-2

  11. Initial Conditions Initial conditions are used to solve for the constants 1 and 2 infn = 1 2n + 2 3n f0 = 3 f1 = 8

  12. Linear Homogeneous Recurrence Relations 1. Plug in fn = xn to get characteristic equation 2. Solve for roots of characteristic equation. 3. Set up general solution. 4. Use initial conditions to set up linear equations to solve for constants in general solution: Degree d recurrence relation -> degree d characteristic equation -> d constants (unknown coefficients) in general solution d initial conditions -> d equations.

  13. Linear Homogeneous Recurrence Relations: degree 3 example Plug in gn = xn to get characteristic equation 1. gn = 4gn-1 gn-2 6gn-3 g0 = 5 g1 = 0 g2 = 18

  14. Linear Homogeneous Recurrence Relations: degree 3 example 2. Solve for roots of characteristic equation. 3. Set up general solution.

  15. Linear Homogeneous Recurrence Relations: degree 3 example 4. Use initial conditions to set up linear equations to solve for constants in general solution: gn = 1 3n + 2 2n + 3 (-1)n g0 = 5 g1 = 0 g2 = 18

  16. Linear Homogeneous Recurrence Relations: degree 3 example 5. Solve linear equations for coefficients and plug back in to general solution to get the specific solution for this sequence.

  17. Linear Homogeneous Recurrence Relations: non-distinct roots gn = 6gn-1 9gn-2 g0 = 1 g1 = 6

  18. Non-distinct roots: Check solution Check that gn = n3n is a solution to gn = 6gn-1 9gn-2

  19. Linear Homogeneous Recurrence Relations: non-distinct roots gn = 6gn-1 9gn-2 general solution: gn = 1 3n + 2 n3n g0 = 1 g1 = 6

  20. General solution with non-distinct roots: Characteristic equation for {fn}: (x r)m = 0 General solution: fn = 1 rn + 2 n rn+ 3 n2 rn + 4 n3 rn + . + m nm-1 rn

  21. General solution with non-distinct roots: Characteristic equation for {fn}: (x 4)3 (x + 1)2 (x 5) = 0 General solution:

  22. Example gn = 5gn-1 8gn-2+ 4gn-3 g0 = 5 g1 = 6 g2 = 6

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