solving difference equations with matrices

(35 minutes to learn)


Difference equations, such as the recurrence formula for the Fibonacci sequence, can be represented as powers of a matrix. If that matrix is diagonalizable, the eigenvalues and eigenvectors yield a closed form solution to the difference equation.


This concept has the prerequisites:

Core resources (read/watch one of the following)


MIT Open Courseware: Linear Algebra (2011)
Videos for an introductory linear algebra course focusing on numerical methods.
Author: Gilbert Strang


See also

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