Math 2.0

Difference and functional equations Linear difference equations Theorem

Dimension of the solution space of a linear recurrence

Builds on Linear recurrence with constant coefficientsSpace of solutions of a linear recurrenceDimension

Statement

Let KK be a field, let d≥0d \ge 0 be an integer, and let c0,…,cd−1∈Kc_0, \dots, c_{d-1} \in K. Let EE be the linear recurrence with constant coefficients un+d=c0un+c1un+1+⋯+cd−1un+d−1u_{n+d} = c_0 u_n + c_1 u_{n+1} + \dots + c_{d-1} u_{n+d-1} (n≥0)(n \ge 0). Then the space of solutions of EE is a KK-vector space of dimension dd.

Remarks

The map u↦(u0,…,ud−1)u \mapsto (u_0, \dots, u_{d-1}) from the space of solutions to KdK^d is linear. It is injective, because the recurrence computes every later term from the first dd terms, and surjective, because any choice of first terms extends to a solution. So it is an isomorphism, and the dimension is dd. Example: for the Fibonacci recurrence un+2=un+1+unu_{n+2} = u_{n+1} + u_n over ℝ\R, the space has dimension 22. A basis is given by the solutions that start (1,0)(1, 0) and (0,1)(0, 1), or by φn\varphi^n and ψn\psi^n with φ,ψ=1±52\varphi, \psi = \frac{1 \pm \sqrt{5}}{2}. The same argument works for a linear difference equation with variable coefficients ak(n)un+k+⋯+a0(n)un=0a_k(n) u_{n+k} + \dots + a_0(n) u_n = 0, provided ak(n)≠0a_k(n) \ne 0 for all nn.

Going deeper

For a student

The theorem is the discrete analogue of the fact that a linear differential equation of order dd has a dd-dimensional space of solutions. In practice, one finds a basis from the roots of the characteristic polynomial. By the theorem on geometric solutions, each root qq gives the solution qnq^n. In characteristic 00, a nonzero root qq of multiplicity mm gives the solutions njqnn^j q^n for j<mj < m. When c0≠0c_0 \ne 0 and the characteristic polynomial splits over KK, these dd sequences are independent, so the dimension count shows they form a basis. The general solution of an inhomogeneous equation is one particular solution plus an element of this space.

Reading path

To understand this page from the ground up, read these 14 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Recurrence relation definition
  2. Vector space definition
  3. Linear recurrence with constant coefficients definition
  4. Linear combination definition
  5. Linear subspace definition
  6. Solution of a linear recurrence definition
  7. Linear independence definition
  8. Linear span definition
  9. Space of solutions of a linear recurrence definition
  10. Spanning set definition
  11. Basis definition
  12. Finite-dimensional vector space definition
  13. Dimension definition
  14. Dimension of the solution space of a linear recurrence statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Linear_recurrence_with_constant_coefficients
About this page
TagK00NJY6C33
URIm2://K00NJY6C33
Kindstatement, theorem
WritingW0 stub
MSC39A06, 15A03
StatusThis copy of the site has no build data. Run m2 status K00NJY6C33.
AboutSpace of solutions of a linear recurrence
UsesLinear recurrence with constant coefficients, Space of solutions of a linear recurrence, Dimension

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