Continued Matrices

Algebra Level 4

If [ 1 1 1 0 ] k = [ a k b k c k d k ] , \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix} ^ k = \begin{bmatrix} a_{k} & b_{k}\\ c_{k} & d_{k} \end{bmatrix}, find the closed form of lim k a k c k \displaystyle \lim_{k\to \infty} \frac{a_{k}}{c_{k}} to 3 decimal places.


The answer is 1.618.

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3 solutions

J Joseph
Nov 20, 2016

Solution 1:

[ 1 1 1 0 ] n = [ F n + 1 F n F n F n 1 ] \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix}^{n} = \begin{bmatrix} F_{n+1} & F_{n}\\ F_{n} & F_{n-1} \end{bmatrix}

lim n F n + 1 F n = Φ 1.618 \lim_{n\rightarrow \infty} \frac{F_{n+1}}{F_n} = \Phi \approx 1.618

Solution 2:

i = 0 n [ a i 1 1 0 ] = [ p n p n 1 q n q n 1 ] p n q n = [ a 0 , a 1 , a 2 , . . . , a n ] \prod_{i=0}^{n} \begin{bmatrix} a_{i} & 1\\ 1 & 0 \end{bmatrix} = \begin{bmatrix} p_{n} & p_{n-1}\\ q_{n} & q_{n-1} \end{bmatrix}\Leftrightarrow \frac{p_{n}}{q_{n}} = [a_{0}, a_{1}, a_{2}, ... , a_{n}]

Consider the infinite continued fraction

[ 1 , 1 , 1 , 1 , 1 , . . . ] = 1 + 1 1 + 1 1 + 1 1 + 1 [1, 1, 1, 1, 1, ...] = 1 + \frac{1}{1 + \frac{1}{1+\frac{1}{1+ \frac{1}{\ddots}}}}

x = 1 + 1 1 + 1 1 + 1 1 + 1 x = 1 + \frac{1}{1 + \frac{1}{1+\frac{1}{1+ \frac{1}{\ddots}}}}

x = 1 + 1 x x = 1 + \frac{1}{x}

x 2 x 1 = 0 x^{2} - x - 1 = 0

x = 1 ± 5 2 x = \frac{1 \pm \sqrt{5}}{2}

but because we are adding, our solution is

x = 1 + 5 2 = Φ = 1.1618... x = \frac{1 + \sqrt{5}}{2} = \Phi = 1.1618...

now because

lim n p n q n = [ 1 , 1 , 1 , 1 , . . . ] = Φ \lim_{n\rightarrow \infty} \frac{p_{n}}{q_{n}} = [1, 1, 1, 1, ...] = \Phi

and

[ 1 1 1 0 ] k = [ a k b k c k d k ] \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix}^{k} = \begin{bmatrix} a_{k} & b_{k} \\ c_{k} & d_{k} \end{bmatrix}

then

lim k a k c k = Φ 1.618 \lim_{k \rightarrow \infty} \frac{a_{k}}{c_{k}} = \Phi \approx 1.618

Interesting observations made here!

Solution 1 could be improved by explaining how and why the Fibonacci numbers appear in the pattern.

Similarly, solution 2 should clarify that the first line is a "known fact", especially if you do not intend to prove it. Note that solution 2 doesn't prove yet that lim a k c k \lim \frac{ ak}{ck} is equal to the infinite continued fraction. There is a slight gap in the rigor.

Calvin Lin Staff - 4 years, 6 months ago

The infinite continued fraction will equal the golden ratio provided that the finite approximants converge to this value; and they do. This is easy to prove from the Binet formula for Fibonacci numbers and the fact that each approximant is a ratio of of consecutive Fibonacci numbers.

Will Heierman - 4 years, 6 months ago
Pi Han Goh
Nov 26, 2016

Relevant wiki: Fast Fibonacci Transform

Let A k = [ 1 1 1 0 ] k A_k = \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix} ^ k . With matrix multiplication, we can see that A 1 = [ 1 1 1 0 ] , A 2 = [ 2 1 1 0 ] , A 3 = [ 3 2 2 1 ] , A 4 = [ 5 3 3 2 ] , A 5 = [ 8 5 5 3 ] A_1 = \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix}, A_2 = \begin{bmatrix} 2 & 1\\ 1 & 0 \end{bmatrix}, A_3 = \begin{bmatrix} 3 & 2\\ 2 & 1 \end{bmatrix}, A_4 = \begin{bmatrix} 5 & 3\\ 3 & 2 \end{bmatrix}, A_5 = \begin{bmatrix} 8 & 5\\ 5 & 3 \end{bmatrix} . Looking at the coefficients of each of elements suggests that they follow a Fibonacci sequence .

Claim: [ 1 1 1 0 ] n = [ F n + 1 F n F n F n 1 ] . \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix}^n = \begin{bmatrix} F_{n+1} & F_{n}\\ F_{n} & F_{n-1} \end{bmatrix} .

Proof:

This statement is obviously true for F 0 F_0 , F 1 F_1 , and F 2 F_2 since

[ 1 1 1 0 ] 1 = [ F 2 F 1 F 1 F 0 ] . \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix}^1 = \begin{bmatrix} F_2 & F_1\\ F_1 & F_0 \end{bmatrix}.

Assume that it also holds for some k k , then we have

[ 1 1 1 0 ] k = [ F k + 1 F k F k F k 1 ] . \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix}^k = \begin{bmatrix} F_{k+1} & F_k\\ F_k & F_{k-1} \end{bmatrix}.

Now, multiplying both sides with [ 1 1 1 0 ] , \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix}, we have

[ 1 1 1 0 ] k + 1 = [ F k + F k + 1 F k + 1 F k + 1 F k ] . \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix}^{k+1} = \begin{bmatrix} F_{k} + F_{k+1} &F_{k+1}\\ F_{k+1} & F_{k} \end{bmatrix}.

This implies

[ 1 1 1 0 ] k + 1 = [ F k + 2 F k + 1 F k + 1 F k ] , \begin{bmatrix} 1 & 1\\ 1 & 0 \end{bmatrix}^{k+1} = \begin{bmatrix} F_{k+2} &F_{k+1}\\ F_{k+1} & F_{k} \end{bmatrix} ,

which follows from the definition.

Hence, the identity holds for any n n . QED


Our answer is lim k a k c k = lim k F k + 2 F k + 1 = ϕ 1.618 \displaystyle \lim_{k\to \infty} \frac{a_{k}}{c_{k}} = \lim_{k\to \infty} \dfrac{F_{k+2}}{F_{k+1}} = \phi \approx \boxed{1.618} , where ϕ \phi denotes the golden ratio .

Kyle Gray
Nov 20, 2016

calculating this was trivial, I saw the solution immediately

This is wrong, you have only calculated the value of a 1024 c 1024 \dfrac{a_{1024}}{c_{1024}} . The question asked to calculate lim n a n c n \displaystyle\lim_{n\to\infty} \dfrac{a_n}{c_n} .

Pi Han Goh - 4 years, 6 months ago

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It's even better because it's a scalable solution, you could just keep doing it to get a more accurate answer. The question also states that only 3 decimals of accuracy are required.

Kyle Gray - 4 years, 6 months ago

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That's wrong. You first need to show that the limit, lim n a n c n \displaystyle \lim_{n\to\infty} \dfrac{a_n}{c_n} exists, then show that a 1024 c 1024 lim n a n c n < 1 0 3 \displaystyle \left | \dfrac{a_{1024}}{c_{1024}} - \lim_{n\to\infty} \dfrac{a_n}{c_n} \right | < 10^{-3} .

Pi Han Goh - 4 years, 6 months ago

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@Pi Han Goh It's not wrong, and it's frivolous showing that but okay. We can assume lim n a n c n 1.618 \lim_{n\to\infty}\frac{a_n}{c_n}\approx 1.618 because that is the answer to the question, and in my screenshot you can see that lim n a 1024 c 1024 1.6180339887 \lim_{n\to\infty}\frac{a_{1024}}{c_{1024}}\approx 1.6180339887 . From there it's trivial to subtract 1.618 1.618 from 1.6180339887 1.6180339887 to get 0.0000339887 0.0000339887 and 0.0000339887 < 1 0 3 |0.0000339887|< 10^{-3}

Kyle Gray - 4 years, 6 months ago

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@Kyle Gray By your logic, lim n ( 1 ) n = ( 1 ) 1000000000000 = 1 \displaystyle \lim_{n\to\infty} (-1)^n = (-1)^{1000000000000} = 1 because we can assume that lim n ( 1 ) n 1.00000 \lim_{n\to\infty} (-1)^n \approx 1.00000 because that is the answer to whatever question you're speaking of.

Pi Han Goh - 4 years, 6 months ago

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@Pi Han Goh Maybe you just don't understand, but that's okay. If the answer to the question was 1 then by definition it must equal 1.

Kyle Gray - 4 years, 6 months ago

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