LINEAR-ALGEBRA ยท Interactive Practice | Unit 23 ยท Video 3

Where Will Everyone Live? Predicting Population Equilibrium with Eigenvalues

IKey Formulas

Formula Name Description
uk=Aku0u_k = A^k u_0 Population evolution State vector after kk steps
columns sum to 11 Markov / stochastic matrix Conservation: no one is created or destroyed
ฮป1+ฮป2=trace(A)\lambda_1 + \lambda_2 = \text{trace}(A) Trace identity (2ร—2) Sum of eigenvalues = sum of diagonal
uk=c1ฮป1kx1+c2ฮป2kx2u_k = c_1 \lambda_1^k x_1 + c_2 \lambda_2^k x_2 Eigenvector decomposition General solution to uk=Aku0u_k = A^k u_0
ฮป=1\lambda = 1 always exists Stochastic matrix property Steady-state eigenvalue

IIVisualization 1 โ€” Watching a Population Reach Equilibrium

Two states trade residents every year โ€” where does the split settle, and does the starting point matter?

๐Ÿ’ก The yearly update is uk+1=Aโ€‰uku_{k+1} = A\,u_k with A=[1โˆ’pqp1โˆ’q]A = \begin{bmatrix} 1-p & q \\ p & 1-q \end{bmatrix}. Challenge: change only the starting split โ€” the dashed steady-state levels never budge.

IIIVisualization 2 โ€” How Fast the Transient Dies

The steady part stays pinned at 11 forever, while the transient shrinks like ฮป2k\lambda_2^k โ€” how fast?

๐Ÿ’ก Diagonalization trades one hard matrix power AkA^k for cheap scalar powers ฮปk\lambda^k โ€” that is the whole reason eigenvalues make this tractable.

IVVisualization 3 โ€” The Eigenvector Sets the Destination

Start anywhere on the conservation line; every trajectory bends onto the eigenvector's ray.

๐Ÿ’ก The eigenvector (2,1)(2, 1) fixes the long-run ratio; the conserved total 10001000 fixes the size โ€” together they pin the single steady state.

VQuiz Questions

Question 1

Which of the following matrices is a Markov (stochastic) matrix?

M1=[0.60.50.50.7],M2=[0.50.50.50.5],M3=[1.20.0โˆ’0.21.0],M4=[0.60.40.40.6]M_1 = \begin{bmatrix} 0.6 & 0.5 \\ 0.5 & 0.7 \end{bmatrix}, \quad M_2 = \begin{bmatrix} 0.5 & 0.5 \\ 0.5 & 0.5 \end{bmatrix}, \quad M_3 = \begin{bmatrix} 1.2 & 0.0 \\ -0.2 & 1.0 \end{bmatrix}, \quad M_4 = \begin{bmatrix} 0.6 & 0.4 \\ 0.4 & 0.6 \end{bmatrix}

Recall: every column must sum to 1, and every entry must be non-negative.

โœ… Correct! Both M2M_2 and M4M_4 have columns summing to 11 with non-negative entries โ€” while M1M_1's first column sums to 1.11.1 and M3M_3 has a negative entry.

โŒ Not quite. Remember: a stochastic matrix needs (1) every column to sum to exactly 1, AND (2) every entry to be non-negative. Check M3M_3 carefully โ€” does it have any negative entries?

Show solution

Solution:

Check each column sum, and check for non-negative entries.

  • M1M_1: column 1 = 0.6+0.5=1.10.6 + 0.5 = 1.1. Column sum is not 1. Not stochastic.
  • M2M_2: column 1 = 0.5+0.5=1.00.5 + 0.5 = 1.0, column 2 = 0.5+0.5=1.00.5 + 0.5 = 1.0. All entries non-negative. Stochastic.
  • M3M_3: column 1 = 1.2+(โˆ’0.2)=1.01.2 + (-0.2) = 1.0. Column sum is fine, but it has a negative entry (โˆ’0.2-0.2). Not stochastic.
  • M4M_4: column 1 = 0.6+0.4=1.00.6 + 0.4 = 1.0, column 2 = 0.4+0.6=1.00.4 + 0.6 = 1.0. All entries non-negative. Stochastic.

The answer is "M2 and M4". Both conditions โ€” non-negative entries and columns summing to exactly 1 โ€” must hold.

Question 2

Suppose AA is a 2ร—22 \times 2 Markov matrix with diagonal entries 0.60.6 and 0.850.85. What is the second eigenvalue ฮป2\lambda_2?

Hint: Use the trace identity and the fact that every Markov matrix has ฮป1=1\lambda_1 = 1.

โœ… Correct! Trace = 1.45, and since ฮป1=1\lambda_1 = 1, we get ฮป2=0.45\lambda_2 = 0.45.

โŒ Not quite. That's the trace itself, which equals ฮป1+ฮป2\lambda_1 + \lambda_2, not ฮป2\lambda_2 alone. Subtract ฮป1=1\lambda_1 = 1.

โŒ Not quite. Compute the trace (sum of diagonal), then subtract ฮป1=1\lambda_1 = 1 to get ฮป2\lambda_2.

Show solution

Solution:

Every Markov matrix has ฮป1=1\lambda_1 = 1.

The trace of AA equals the sum of eigenvalues: trace(A)=0.6+0.85=1.45=ฮป1+ฮป2\text{trace}(A) = 0.6 + 0.85 = 1.45 = \lambda_1 + \lambda_2

Since ฮป1=1\lambda_1 = 1: ฮป2=1.45โˆ’1=0.45\lambda_2 = 1.45 - 1 = 0.45

The answer is ฮปโ‚‚ = 0.45.

Question 3

Using the migration matrix A=[0.90.20.10.8]A = \begin{bmatrix} 0.9 & 0.2 \\ 0.1 & 0.8 \end{bmatrix} from the video, suppose the starting population is u0=(500,500)u_0 = (500, 500) โ€” split evenly. What is u1=Au0u_1 = A u_0?

โœ… Correct! Row 1: 0.9(500)+0.2(500)=5500.9(500) + 0.2(500) = 550. Row 2: 0.1(500)+0.8(500)=4500.1(500) + 0.8(500) = 450. Total still 1000.

โŒ Not quite. You may have swapped the rows. Row 1 of AA produces the new CA population.

โŒ Not quite. (500,500)(500, 500) is not the steady state โ€” the steady state is (2000/3,1000/3)โ‰ˆ(667,333)(2000/3, 1000/3) \approx (667, 333). Multiply Aโ‹…u0A \cdot u_0 carefully.

โŒ Not quite. Compute each row separately: row ii of AA dotted with u0u_0.

Show solution

Solution:

Multiply Aโ‹…u0A \cdot u_0 row by row:

Row 1 (CA next year): 0.9โ‹…500+0.2โ‹…500=450+100=5500.9 \cdot 500 + 0.2 \cdot 500 = 450 + 100 = 550

Row 2 (MA next year): 0.1โ‹…500+0.8โ‹…500=50+400=4500.1 \cdot 500 + 0.8 \cdot 500 = 50 + 400 = 450

So u1=(550,450)u_1 = (550, 450). Total: 550+450=1000550 + 450 = 1000 โ€” conservation holds.

The answer is uโ‚ = (550, 450).

Question 4

True or False: For the migration matrix A=[0.90.20.10.8]A = \begin{bmatrix} 0.9 & 0.2 \\ 0.1 & 0.8 \end{bmatrix}, if we change the starting population from (0,1000)(0, 1000) to (1000,0)(1000, 0), the long-run steady-state population uโˆžu_\infty will be different.

โœ… Correct! The steady state is (2000/3,1000/3)(2000/3, 1000/3) in both cases. The eigenvector (2,1)(2,1) and the conserved total (10001000) determine uโˆžu_\infty โ€” initial conditions only change the path, not the destination.

โŒ Not quite. This is the key insight from the video! The transient term c2(0.7)k(โˆ’1,1)c_2 (0.7)^k (-1, 1) decays to zero regardless of c2c_2. Only c1(2,1)c_1 (2, 1) survives, and c1c_1 is determined by total population, which is conserved.

โŒ Not quite. Try again โ€” the hints above can help.

Show solution

Solution:

False. The steady state depends only on:

  1. The matrix AA (which determines the eigenvector for ฮป=1\lambda = 1, here (2,1)(2, 1)), and
  2. The total population (which is conserved โ€” columns sum to 1).

The general solution is uk=c1โ‹…1kโ‹…(2,1)+c2โ‹…(0.7)kโ‹…(โˆ’1,1).u_k = c_1 \cdot 1^k \cdot (2,1) + c_2 \cdot (0.7)^k \cdot (-1, 1).

As kโ†’โˆžk \to \infty, the second term vanishes (since โˆฃ0.7โˆฃ<1|0.7| < 1), leaving only c1(2,1)c_1 (2, 1).

Changing the initial condition only changes c1c_1 and c2c_2. But c1c_1 is fixed by total population: with total 10001000, c1=1000/3c_1 = 1000/3 in both cases. So uโˆž=(2000/3,1000/3)u_\infty = (2000/3, 1000/3) regardless of the starting split.

Initial conditions affect how fast you reach the steady state, not what the steady state is.

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