Chapter 1 (Linear Equations in Linear Algebra): Linear models in buisiness, science, and engineering

本文为《Linear algebra and its applications》的读书笔记

• Linear models are important because natural phenomena are often linear or nearly linear when the variables involved are held within reasonable bounds.
• Also, linear models are more easily adapted for computer calculation than are complex nonlinear models.

Difference Equations 差分方程

• In many fields such as ecology, economics, and engineering, a need arises to model mathematically a dynamic system that changes over time.
• Several features of the system are each measured at discrete time intervals, producing a sequence of vectors ${\mathbf{x}}_0,{\mathbf{x}}_1,{\mathbf{x}}_2,...$ The entries in ${\mathbf{x}}_k$ provide information about the state of the system at the time of the $k$th measurement.

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• If there is a matrix $A$ such that ${\mathbf{x}}_1=A{\mathbf{x}}_0$, ${\mathbf{x}}_2=A{\mathbf{x}}_1$, and, in general,
  $${\mathbf{x}}_{k+1}=A{\mathbf{x}}_{k}fork=0,1,2,...(5)$$then (5) is called a linear difference equation (线性差分方程) (or recurrence relation (递归方程)). Given such an equation, one can compute ${\mathbf{x}}_1$, ${\mathbf{x}}_2$, and so on, provided ${\mathbf{x}}_0$ is known.

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The discussion below illustrates how a difference equation might arise.

• A subject of interest to demographers (人口统计学家) is the movement of populations or groups of people from one region to another. The simple model here considers the changes in the population of a certain city and its surrounding suburbs over a period of years.
• Fix an initial year—say, 2014—and denote the populations of the city and suburbs that year by $r_0$ and $s_0$, respectively. Let ${\mathbf{x}}_0$ be the population vector
  For 2015 and subsequent years, denote the populations of the city and suburbs by the vectors
  Our goal is to describe mathematically how these vectors might be related.
• Suppose demographic studies show that each year about 5% of the city’s population moves to the suburbs (and 95% remains in the city), while 3% of the suburban population moves to the city (and 97% remains in the suburbs). See Figure 2.
  Thus,
  That is,
  $${\mathbf{x}}_1=M{\mathbf{x}}_0$$where $M$ is the migration matrix (移民矩阵) determined by the following table:
  
  In general,
  $${\mathbf{x}}_{k+1}=M{\mathbf{x}}_{k}fork=0,1,2,...(9)$$