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APPLICATION TO MATRIX ALGEBRA

1) MARKOV CHAINS

Suppose there is a physical or mathematical system that has n possible


states and at any one time, the system is in one and only one of its n states.
The simplest example is that of independent and identically distributed
random variables. In this case, Xn describes the outcome of a repeated
experiment, at the nth trial. In such systems, the future states of the systems
is independent of past and present states. In most other systems that arise in
practice past and present states influence the evolution of the system, hence
the future states.
Obviously, if present and past systems determine the future states of the
system uniquely, it means that there is not randomness in the system from
that time on. Such a system is called Markov Chain or Markov Process. A
Markov Chains is a process that consists of a finite number of states and
some known possibilities Pij where Pij is the probability of moving from state j
to state i. Let us clarify the definition of this process using the example below:
Example :
Age Distribution of Trees in a Forest
Trees in a forest are assumed in this simple model to fall into four age groups:
b(k) denotes the number of baby trees in the forest (age group 0 – 15 years)
at a given time period k, similarly y(k), m(k) and o(k) denote the number of
young trees (16-30 years of age), middle-aged trees (age 31-45) and old
trees (older than 45 years of age) respectively. The length of one time period
is 15 years. How does the age distribution change from one time period to the
next ? The model makes the following three assumptions :
 A certain percentage of trees in each age group dies
 Surviving trees enter into the next age group, old trees remain old
 Lost trees are replaced by baby trees.

We obtain the following difference equations :-


b(k+1) = db . b(k) +dy . y(k) + dm . m(k) + do . o(K)
y(k+1) = (1-db) b(k)
m(k+1) = (1-dy) y(k)
o(k+1) = (1-dm)m(k) + (1-do)o(k)
Let

b(k)
x(k) = y(k)
m(k)
o(k)

be the age distribution vector.


db dy dm
Consider the matrix
do

1-db 0 0
A= 0
0 1-dy 0

0
0 0 1-dm

1-do
Then we have

x(k+1) = A. x(k)

Note that the matrix A0.1


is a stochastic
0.2 matrix.
0.3If db = 0.1 , dy = 0.2, dm = 0.3
and do = 0.4, then 0.4
0.9 0 0
0
A= 0 0.8 0
0
0 0 0.7
0.6
After calculation, we find the steady state vector for the age distribution in the
forest :

1
1 0.9
P=
3.88
0.72
1.26
Assume a total tree population of 50,000 trees. Suppose the forest is newly
planted :-

50, 000

x(0) = 0
0
0

0.1 0.2 0.3


After 15 years, the age distribution in the forest is given by
0.4
0.9 0 0
0
x(1) = 0 0.8 0
0
0 0 0.7
0.6
0.1
0.9
x(0) = 50 000
0
0

0.1 0.2 0.3


After 30 years we have0.4

0.9 0 0 0.19
0
x(2) = 0 0.8 0 x(1) = 0.09
0
0 0 0.7 0.72
0.6 0
And after 45 years
0.19
x(3) = 50 000
0.09

0.72
0
0.1 0.2 0.3
After 15n years, where n = 1,2 …….the age distribution in the forest is given by
0.4
0.9 0 0 n

x(n) = 0
0 0.8 0
0
0 0.1 0 0.2 0.7 0.3

0.6 0.4
0.9 0 0 n
x(0) = 50 000 1
0
0
0 0.8 0
0
0
0
0 0 0.7
0.6
So the problem is to find the nth power of the matrix A.We have seen that
diagonalization technique may be helpful to solve this problem. Another problem
deals with the long term behavior of the sequence (n) when n gets large.
2) LINEAR ECONOMIC MODEL

Definition :
Quantity Supplied : amount of good that sellers are willing and able to sell
Supply curve : upward sloping line relating price to quantity supplied
Quantity demanded : amount of good that buyers are willing and able to buy
Demand curve : downward sloping line relating price to quantity demanded
Market equilibrium : quantity demand = quantity supply

Example :
Supply and demand model :
q = a0 – a1 (p+t) +a2y
q = B0 +B1p + B2w
where q is quantity, p is the pre-tax price, t is a lump sum tax, y is income and w
is weather and all the a and B parameters are positive constants

Behavioural equations :
q = a0 – a1 (p+t) +a2y
q = B0 +B1p + B2w

We could write this model as a three equation model with two behavioural
equation and one identity :
qd = a0 – a1 (p+t) +a2y
qs = B0 +B1p + B2w
qs = qd

q and p are endogenous variables , t, y and w are the exegonous variables the
variables which are given from outside the model.
Example of question :
Consider the following simple closed linear economic model (numerical example)
Y=C+I
C = 100 + 0.6Y
I = 20 + 0.15Y
The model can be written in matrix form as

1 -1 -1 Y 0
=
-0.6 1 0 C 100
-0.15 0 1 I 20

This takes the form A x = b, where x is the vector of variables, A is the matrix of
coefficients and b is the vector of constants. Premultiplying both sides of the
equation by the inverse of A will enable us to solve the system.
4 4 4
480
Y 2.4 3.4 0
C = 2.4 100 =
388
I 0.6 0.6 20
1.6
92
Now let’s look at the general version of this model, i.e. where the numerical
values of
the parameters and constants are not known, but are denoted by symbols.
Y =C+I
C = a + bY
I = e + fY

Writing the model in matrix form


0.1 0.2 0.3
1 -1 -1 0.4 Y 0
=
-b 1 0 0.9 C 0 0 a
-f 0 1 0 I e

0 0.8 0
0
0 0 0.7
If we find the inverse of the A matrix of coefficients then we can solve for Y, C
and I

1 1 1
1 − (b + f ) 1 − (b + f ) 1 − (b + f )
Y
= 0
C 1 1 1 a
I 1 − (b + f ) 1 − (b + f ) 1 − (b + f )
e

1 1 1
1 − (b + f ) 1 − (b + f ) 1 − (b + f )

a+e
1
be + a(1-f)
= 1 −(b + f )
af + e (1-b)
e

This solution gives the equilibrium values of Y, C and I in terms of (conditional


upon) the parameters and the constants. Note: a positive solution exists provided
we have the additional restriction on the parameters: (b+f) < 1
3) POPULATION GROWTH
Linear Algebra is also useful in a variety of real-world applications
including population growth which is one of the field in biology. A population
could be defined as ‘a group of plants, animals, or other organism’ that live
together and reproduce (Gotelli, 1995). The simplest form of the population
model is the exponential growth model. While exponential growth models work
wells for certain organism like bacteria that continually grow and divide they
become less accurate when we consider other organisms that go through
different stages as they age.

One of the most popular models of population growth is the projection


matrix often called as the Leslie Matrix after Patrick Holt Leslie combines fertility
and survivorship information for an age-structured population. The Leslie Matrix
is constructed with the fertility values (fi) in the first row and the survivorship
probabilities (pi) along the subdiagonal with zeros everywhere else. The Leslie
models describes the growth of the female portion of a population which is
assumed to have a maximum lifespan. Using data about the average birthrates
and survival probabilities of each class the model is then able to determine the
growth of the population over time.
Example :

1) Suppose a tree population consists of four stages ;seeds, seedlings, young


trees and adult trees.
St = Seeds at time t
SEEDS

Nt = seedling at time t
SEEDLING

YOUNG TREE Yt = Young trees at time t

ADULT TREE At = Adult trees at time t

2) Each year every individual either dies, remains in the same stages or
advances to the next stages. Young and adult trees produce seeds.

SEEDS
ps
qs

SEEDLING pn
fy qn

YOUNG TREE
py
fa qy

ADULT TREE
pa

 Stays in stage with probability p


 Transition to next stage with probability q
 Or dies with probability 1-p-q
 Young and adult trees reproduce – creating an average of f seeds
Therefore, each term additive and proportional to source
St+1 = faAt +fyYt + psSt
Nt+1 = qsSt + pnNt
Yt+1 = qnNt + pyYt
At+1 = qyYt + paAt

Matrix Formulation :
St+1 = ps . St + 0 . Nt + fy .Yt + fa .At
Nt+1 = qs .St + pn .Nt + 0 . Yt + 0 .At
Yt+1 = 0. St + qn . Nt + py .Yt + 0 .At
At+1 = 0. St + 0 . Nt + qy . Yt + pa . At

ps 0 fy
Xt+1 = PXt
fa

Xt = St P= qs pn 0

Nt 0
0 qn py
Yt
0
At
0 0 qy

pa

This is the exmple of how matrix could be used in population growth. We could
see that not only can matrices provide an excellent way to keep track of changes
in age structured population but the application of linear algebra techniques
reveal certain biologically relevant characteristics.

4) ERROR CORRECTING CODES


An error correcting code is an algorithm for expressing a sequence of
numbers such that any errors which are introduced can be detected and
corrected based on the remaining numbers. It always used in CD players, high
speed modems, and cellular phones.

Example :
Show that the law a + a holds for all a in F2.
Let's now choose a field of numbers to work with - it could be Q or it
could be F2, for example.
In order to be as nonspecific as possible, we'll call itK. Then we can think about
vectors with components in K. These are objects of the form (1, 0) or (0, 1, 0), or
(0, 1, 0, 1), etc.
More generally, a vector is an n-tuple (a1, a2, ……., an), and we call the set of all
such vectors Kn

The good thing about vectors is that they can be added. We do this by
adding their components:
(a1 , a2 , ….. , an) + (b1, b2 , …. , bn) = (a1 + b1, a2 + b2,….. , an + bn)

Let's do an example, but with K = F2:


(0, 1, 1, 0) + (1, 0, 1, 0) = (0 + 1, 1 + 0, 1 + 1, 0 + 0) = (1, 1, 0, 0)

There is also a way of multiplying vectors: we multiply corresponding compo-


nents, then add up the results.
(a1, a2,…..., an) . (b1, b2, ….. , bn) = a1b1 + a2b2 + ….. + anbn
This is called the dot product.
For example,
(1, 1, 1, 0) . (1, 0, 1, 0) = 1 + 0 + 1 + 0 = 0

Note that we've worked with K = F2.


If we put elements of a field into a rectangular array, we get something called
a matrix. Below is a matrix with four rows and four columns, and we have shown
1 1 0
how to multiply it by a four by one matrix, which we think of as a vector.
0
0 1 1 1 0
0 1 0
=
0 0 1 1 0
1 1 1
1 0 0
0
The multiplication rule is simple: to get i-th element of the product, take the
dot product of the i-th row of the matrix with the given vector. Thus the first
element of the product is
(1, 1, 0, 0) . (1, 1, 1, 1) = 1 + 1 + 0 + 0 = 0