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๐Ÿ” Linear Recurrences โ€” A Ground-Up Guide

๐Ÿ” Linear Recurrences โ€” A Ground-Up Guide

A recurrence relation defines each term of a sequence using previous terms.
Itโ€™s like a recipe: to get the next value, mix earlier ones in a fixed way.

Example:

$$ a_n = a_{n-1} + a_{n-2} $$

This says: โ€œTo get term $a_n$, add the two previous terms.โ€


๐Ÿง  What Makes It Linear?

A recurrence is linear if:

  • Each term appears to the first power
  • Terms are not multiplied together
  • No functions like $\log(a_{n-1})$ or $\sqrt{a_{n-2}}$

Example of linear:

$$ a_n = 2a_{n-1} - 3a_{n-2} $$

Nonlinear (not allowed):

$$ a_n = a_{n-1}^2 + 1 $$

๐Ÿ”’ What Are Constant Coefficients?

The recurrence has constant coefficients if the numbers multiplying each term donโ€™t change with $n$.

Example:

$$ a_n = 5a_{n-1} - 6a_{n-2} $$

Here, 5 and โˆ’6 are constants.


โœ… Why This Class Is Special

If a recurrence is:

  • Linear
  • Homogeneous (no extra terms like $+f(n)$)
  • Has constant coefficients

Then we can always solve it using a method called the characteristic equation.


๐Ÿ“ The Characteristic Equation Method

  1. Assume a solution of the form $a_n = r^n$
  2. Substitute into the recurrence
  3. Simplify to get a polynomial in $r$
  4. Solve for the roots $r_1, r_2, \dots$
  5. Build the general solution using those roots
  6. Apply initial conditions to find constants

๐Ÿงฎ Example

Recurrence:

$$ a_n - 3a_{n-1} + 2a_{n-2} = 0 $$

Step 1: Assume $a_n = r^n$

Step 2: Plug in:

$$ r^n - 3r^{n-1} + 2r^{n-2} = 0 $$

Divide by $r^{n-2}$:

$$ r^2 - 3r + 2 = 0 $$

Solve:

$$ r = 1,\quad r = 2 $$

General solution:

$$ a_n = C_1 \cdot 1^n + C_2 \cdot 2^n = C_1 + C_2 \cdot 2^n $$

Use initial values to solve for $C_1$, $C_2$.


๐Ÿ” Why Use $r^n$?

Because exponential sequences $r^n$ are eigenfunctions of the recurrence operator.
They preserve their form under the recurrenceโ€”just like special vectors that donโ€™t rotate under a matrix.


๐Ÿง  Summary

ConceptMeaning
LinearTerms appear to the first power
Constant CoefficientsMultipliers donโ€™t change with $n$
HomogeneousNo extra $f(n)$ on the right-hand side
Characteristic EquationPolynomial whose roots build the solution
Exponential Basis$r^n$ sequences span the solution space
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