Mistakes on slide 7 of handouts of lecture 4.1

Zhipu Jin, 02-10-29

On the slide 7 of lecture 4.1, we claim that if all eigenvalues have non-positive real parts, then linear systems are stable. Actually, this is not correct.

For diagonal systems, this is correct because if a eigenvalue k with non-positive real part will generate exp(k*t) which is bounded.

For Jordan form, this is not correct. Suppose we have a Jordan block like this

     0     1     0
Ji=  0     0     1
     0     0     0

This means this system has multiple eigenvalues at 0. Suppose other eigenvalues are all real and negative. Then

          exp(0*t)      t*exp(0*t)     1/2*t2*exp(0*t)       1    t   1/2*t2
exp(Ji)=   0              exp(0*t)       t*exp(0*t)      =   0    1    t
           0              0              exp(0*t)            0    0    1 

This Jordan block will result a polynomial w.r.t.time which goes to infinity as time increases. This system is unstable.

So we should be careful when we judge the stability of a linear system if it has multiple eigenvalues with zero real parts.