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Lesson · Systems and the Phase Plane · Linear systems

Saddles, Nodes, Spirals and Centres

The eigenvalues of a two-by-two matrix are decided by its trace τ and determinant Δ, and so is the picture. A negative determinant gives a saddle. A positive one gives a node when τ² − 4Δ is positive, a spiral when it is negative, and a centre when the trace is also zero. The borderline cases are degenerate.

Δ < 0: saddle Δ > 0, τ² − 4Δ > 0: node Δ > 0, τ² − 4Δ < 0, τ ≠ 0: spiral Δ > 0, τ = 0: centre τ² − 4Δ = 0: degenerate or star node
Two numbers pick the picture

Core ideas

What this lesson establishes

Three ideas. The roots multiply to the determinant, the discriminant says whether they are real, and the sign of the real part says which way the orbits go.

1

The determinant is the product of the roots

The roots of λ² − τ·λ + Δ = 0 add to τ and multiply to Δ. A negative product means one positive root and one negative, so the system has a growing direction and a shrinking one: a saddle. A positive product means the roots share a sign, or are a complex pair.

2

The discriminant separates real from complex

The roots are real when τ² − 4Δ ≥ 0 and a complex pair when it is negative. For Δ > 0 that is the line between a node, where orbits bend but never wind round the origin, and a spiral, where they turn around the origin as they go.

3

The real part decides in or out

A complex pair has the form α ± β·i, and α = τ/2. The orbit turns around the origin at a rate set by β and spirals out when α > 0, in when α < 0. With τ = 0 there is no growth or decay, and the orbit closes: a centre.

The material

Five pictures from two numbers

The classification and its short proof, the table of regions, one example in full, and the borderline cases the table does not settle.

Theorem · The trace–determinant classification

For x′ = A·x with trace τ and determinant Δ, the origin is a saddle if Δ < 0. If Δ > 0 it is a node when τ² − 4Δ > 0, a spiral when τ² − 4Δ < 0 and τ ≠ 0, and a centre when τ = 0.

The roots add to τ and multiply to Δ. If Δ < 0, the product is negative, so the roots are real and opposite in sign: a saddle.

If Δ > 0 and τ² − 4Δ > 0 the roots are real and have the same sign, which is the sign of τ: a node. If τ² − 4Δ < 0 the roots are τ/2 ± i·√(4Δ − τ²)/2, a complex pair whose real part is τ/2: a spiral if that is not zero. If τ = 0 and Δ > 0 the roots are the purely imaginary ±i·√Δ, and the real solutions are cosines and sines of the same angle: closed curves around the origin.

□

Δ < 0 saddle Δ > 0, τ² − 4Δ > 0 node (stable if τ < 0) Δ > 0, τ² − 4Δ < 0, τ ≠ 0 spiral (stable if τ < 0) Δ > 0, τ = 0 centre Δ > 0, τ² − 4Δ = 0 degenerate or star node

The classification is the whole of the story for a linear system in the plane. Two exact numbers, computed from four entries, sort every matrix with non-zero determinant. The dividing line between nodes and spirals is the parabola Δ = τ²/4 in the plane whose axes are τ and Δ, and the lab prints τ² − 4Δ as its own tile so that the side of the parabola is a number and not an impression.

Example · A spiral

Take the matrix with rows 1 2 and −2 1. Then τ = 2 and Δ = 1 + 4 = 5, and τ² − 4Δ = 4 − 20 = −16. The discriminant is negative, so the roots are complex: λ = 1 ± 2i.

The real part 1 is positive, so orbits turn around the origin and spiral out: an unstable spiral. The lab prints the roots as 1 ± 2i and calls the origin an unstable spiral.

The other pictures

For rows 1 2 and 3 0, Δ = −6 < 0, so the origin is a saddle with eigenvalues −2 and 3. For rows −1 0 and 0 −2, τ = −3 and Δ = 2, so τ² − 4Δ = 1 > 0 and the roots are real and negative: a stable node, where every orbit comes into the origin. For rows 0 2 and −2 0, τ = 0 and Δ = 4, so τ² − 4Δ = −16 and λ = ±2i: a centre, with closed orbits.

On the parabola itself, τ² − 4Δ = 0 and there is one repeated root. The matrix with rows −1 1 and 0 −1 has τ = −2, Δ = 1 and the repeated root −1. It has only one eigenline, and orbits bend round it as they come in: a degenerate node. A matrix that is a multiple of the identity also has a repeated root, with every direction an eigenvector, and is a star node instead.

The line Δ = 0 is not in the table. There one root is zero and the origin is not an isolated equilibrium, which the next lesson treats along with the stability criterion.

Interactive

The phase plane

Trace, determinant, eigenvalues and exact Euler steps

A linear system in the planex′ = A·x: the matrix decides the picture
the fieldEuler's steps (exact)drawn by stepping in floating point

Method

Classifying a matrix in three numbers

Determinant first, because it can finish the job at once; then the discriminant; then the trace.

1

Compute τ and Δ

τ = a + d and Δ = a·d − b·c, exactly. For rows 1 2 and −2 1 they are 2 and 5.

2

Check the sign of Δ

If Δ < 0 stop: it is a saddle. The roots have opposite signs, whatever else is true. If Δ = 0 the origin is not isolated.

3

Compute τ² − 4Δ

This is the discriminant. Here 4 − 20 = −16. Positive means real roots, negative means a complex pair, zero means a repeated root.

4

Look at the trace

For real roots the sign of τ is the sign of both: stable if negative. For a complex pair, τ/2 is the real part. With τ = 0 and Δ > 0 the origin is a centre.

5

Confirm with the roots

Solve the quadratic and check the type against them: 1 ± 2i for this matrix has a positive real part, so the spiral is unstable.

Reading the type from two numbers

Score 0 / 0

Rows 1 2 and −2 1: an unstable spiral

The spiral preset. Four numbers, three of them computed, and then the roots.

A: rows 1 2 and −2 1 τ = 1 + 1 = 2 Δ = 1·1 − 2·(−2) = 5 τ² − 4Δ = 4 − 20 = −16 < 0: complex roots λ² − 2λ + 5 = 0, λ = 1 ± 2i real part 1 > 0: orbits turn and move out unstable spiral

The discriminant tile reads −16 and the eigenvalue tile reads 1 ± 2i. The determinant is positive, which rules out a saddle, and the trace is not zero, which rules out a centre.

Change the sign of the 1s on the diagonal and the real part becomes −1; the discriminant is still −16, and the same picture runs in the other direction, as a stable spiral.

Common mistakes

1
Thinking a negative determinant means the origin is stableThe word negative suggests decay, but the determinant is the product of the two eigenvalues. With rows 1 2 and 3 0, Δ = −6 and the eigenvalues are −2 and 3: one shrinks and one grows. A start on the line through (2, −3) does decay, and every other start is pulled out along the diagonal. A stable origin needs both eigenvalues to decay, which needs Δ > 0.
2
Calling every pair of complex roots a centreA centre needs a purely imaginary pair, τ = 0. For rows 1 2 and −2 1 the roots 1 ± 2i are also complex, and the orbits turn, but the real part 1 makes them move steadily outward. Turning is the imaginary part, and in or out is the real part; both are needed.
3
Using the sign of the trace without checking the discriminantA negative trace does not on its own mean decay in every direction. With τ = −1 and Δ = −2 the roots are 1 and −2, a saddle, so the sign of τ must be read after Δ. The determinant is checked first for exactly this reason.

Check your understanding

✓
Finish when you can classify the origin of any linear system in the plane from three exact numbers.

You should be able to compute τ, Δ and τ² − 4Δ, name the type among saddle, node, spiral, centre and the borderline cases, and give the roots that justify it.

Note: A name for the picture is half of the answer. The other half is whether solutions end up at the origin or leave it, and that is the criterion of “Stability of the Origin”.

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