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(Solved): .2 Tridiagonal systems. A square matrix A is called tridiagonal if Aij=0 whenever ij> ...




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.2 Tridiagonal systems. A square matrix is called tridiagonal if whenever . Tridiagonal matrices arise in many applications. (a) Draw a pretty block diagram of , where is tridiagonal. (b) Consider a Markov chain with four states labeled 1,2,3,4. Let denote the state at time . The state transition probabilities are described as follows: when is not 4 , it increases by one with probability 0.3 ; when is not 1 , it decreases by one with probability 0.2 . (If neither increases nor decreases, it stays the same, i.e., ). Draw a graph of this Markov chain as in the lecture notes. Give the discrete time linear system equations that govern the evolution of the state distribution. (c) Find the linear dynamical system description for the circuit shown below. Use state , where is the voltage across the capacitor .


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