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Eigenvalues and Eigenvectors and Their Applications
Eigenvalues and Eigenvectors and Their Applications
4
Example 1
Eigenvector of a 2×2 Matrix
1
x=
• The vector is an eigenvector of
the matrix 2
3 0
A=
8 − 1
6
Origin of Eigenvalues and Eigenvect
Eigenvalues and eigenvectors have their
origins in physics, in particular in problems where
motion is involved, although their uses extend
from solutions to stress and strain problems to
differential equations and quantum mechanics.
Recall from last class that we used matrices to
deform a body - the concept of STRAIN.
Eigenvectors are vectors that point in
directions where there is no rotation.
Eigenvalues are the change in length of the
eigenvector from the original length.
The basic equation in eigenvalue problems
How to find eigenvalues of a
square matrix of
To find the eigenvalues of an n × n matrix A .
order n we
•
rewrite Ax = λx as Ax = λI x
or equivalently, (λI - A)x = 0 (1)
Equation (1) has a nonzero solution if and only if
det (λI - A) = 0 (2)
Equation (2) is called the characteristic equation of A; the scalar
satisfying this equation are the eigenvalues of A. When expanded,
det (λI - A) is a polynomial p in λ called the characteristic
polynomial of A.
The set of all eigenvalues of A is called the Spectrum of A .
Example 3
Eigenvalues of a 3×3 Matrix
• Find the eigenvalues of 0 1 0
A = 0 0 1
4 −17 8
Solution.
The characteristic polynomial of A is
λ −1 0
det(λ I − A) = det 0 λ −1 = λ3 − 8λ 2 + 17λ − 4
−4 17 λ − 8
0 0 0 λ − a 44
Thus, the characteristic equation is (λ-a 11 )(λ-a22 ) (λ-a33 ) (λ-a44 )=0
and the eigenvalues are λ=a11 , λ=a22 , λ=a33 , λ=a44
which are precisely the diagonal entries of A.
10
Eigenvalues of special types of
matrices
Types of Matrices Nature of Eigenvalues
T
• Symmetric ( A =A ) • Reals
T
• Skew Symmetric = -A )
( A • Purely Imaginary or
• Orthogonal ( ATA = I ) Zero
• Unit modulus
• Hermitian ( Aθ= A )
• Reals
• Skew Hermatian θ
( A = -A ) • Purely imaginary or
• Unitary θ
(A A= I ) zero
• Unit modulus
Theorem 1
If A is an n×n triangular matrix (upper
triangular, lower triangular, or diagonal),
then the eigenvalues of A are entries on
the main diagonal of A.
Theorem 2
If k is a positive integer, λ is an eigenvalue of a matrix A,
and x is corresponding eigenvector, then λk is an
eigenvalue of Ak and x is a corresponding eigenvector.
Theorem 3
A square matrix A is invertible if and only if λ=0 is not an
eigenvalue of A.
12
Theorem 4
Equivalent Statements
• If A is an n × n matrix and λ is a
real number, then the following are
equivalent.
a) λ is an eigenvalue of A.
b) The system of equations (λI-A)x = 0
has nontrivial solutions.
c) There is a nonzero vector x in Rn
such that Ax=λx.
d) λ is a solution of the characteristic
equation det(λI-A)=0.
13
Finding Eigenvectors
corresponding to given
eigenvector (or Bases for
• The eigenvectors Eigenspaces)
of A corresponding to an eigenvalue λ are
the nonzero vectors x that satisfy Ax = λx.
14
Example 5
Finding Eigenvectors of a square
matrix
(or Bases for Eigenspaces)
Find eigenvectors and hence the bases for the
•
eigenspaces of
0 0 −2 ……
(1) A = 1 2 1
Solution. 1 0 3
The characteristic equation of matrix A is
λ3-5λ2+8λ-4=0 or (λ-1)(λ-2)2=0 ; ------(2)
Thus, the eigenvalues of A are λ=1 and λ=2, so we
need to find the eigenvectors corresponding to these
two distinct eigenvalues.
15
x1
By definition,
x = x2
x3
−1 0
0 and 1
Since
1 0 are linearly independent eigenvectors.
and so these vectors form a basis for
e eigenspace
th correspondingλ=
to
Similarly, the eigenvectors corresponding to λ = 1 are the nonzero-
vector so it form a basis for the eigenspace
-2
corresponding to λ = 1.
1
Note: The number
1 of L.I. eigenvector corresponding to eigenvalue
i) TA is one-to-one.
20
Diagonalization
22
Theorem 8
a) A is diagonalizable.
23
Procedure for Diagonalizing a
Matrix
• The preceding theorem guarantees that an n × n matrix A with n L.I.
eigenvectors is diagonalizable, and the proof provides the following
method for diagonalizing A.
Step 1. Find n L.I. eigenvectors of A, say, p1, p2, …, pn.
Step 2. From the matrix P having p1, p2, …, pn as its column vectors.
Step 3. The matrix P-1 AP will then be diagonal with λ1, λ2, …, λn as its
successive diagonal entries, where λi is the eigenvalue corresponding
to pi, for i=1, 2, …, n.
24
Example 6
Finding a Matrix P That Diagonalizes a
Matrix A
• Find a matrix P that diagonalizes
0 0 −2
A = 1 2 1
1 0 3
Solution.
26
Example 7
A Matrix That Is Not
•
Diagonalizable
Find a matrix P ( if possible ) that diagonalize the
matrix
1 0 0
A = 1 2 0
−3 5 2
Solution.
The characteristic polynomial of A is
λ −1 0 0
det(λ I − A) = −1 λ − 2 0 = (λ − 1)(λ − 2)2
3 −5 λ − 2
27
Example 7 (Cont.)
A Matrix That Is Not Diagonalizable
so the characteristic equation is
(λ-1)(λ-2)2=0
In general, mλ ≤ Mλ
Defect of λ : ∆ λ = Mλ - mλ
: : : : : :
k
0 0 ... d n 0 0 ... d n 31
Example 8
Power of a Matrix
• Find A13, where 0 0 −2
A = 1 2 1
1 0 3
Solution.
and that 2 0 0
D =P −AP
1
= 0 2 0
0 0 1
32
Example 8 ( Cont.)
Power of a Matrix
Thus , we have
−1 0 2− 13
2 1 0 0 0
13 − 1 0 1
A = PD P 0= 1
13
1 1 2 13
0
1 0 1 1
0
0 1−
13
0−
− 8190 0 −
16382
= 8191 8192 8191
8191 0 16383
33
Cayley-Hamilton Theorem
Every square matrix satisfy its characteristic polynomial
i.e. If p(λ ) = det(A −λ I) is the characteristic polynomial
of an n × n matrix A, then p(A) = 0.
Application of Cayley-HamiltonTheorem
The Cayley-Hamilton Theorem can be used to find:
The Power of a matrix and
The Inverse of an n × n matrix A, by expressing
these as polynomials in A of degree < n.
Use of eigenvectors and eigenvalues in solving
Linear differential equations
: i =1 i : i
:
bn xin xin
on solving these equations , we can findci , for i = 1,2,...,n
So the solution of the given Initial
value problem is :
u1 ( t ) xi 1
u ( t) n x
u(t) = 2
:
= ∑ ic
i =1
i 2
:
λi t
e , On comparing , we get
un ( t ) xin
u i (t ) = c i x iieλit , for i = 1 , 2 , ....., n .
Example 9
Solve the Initial Value Problem
• Solve the Initial value problem
dv
= 3v ; v = 6 at t = 0
dt
dw
= 8v - w ; w = 5 at t = 0
dt
• The problem is to find v(t) and w(t) for t > 0.
We write the system in the matrix form as :
du v( t ) 3 0
= Au , where u(t) = , A = , u(0)
dt w( t) 8 − 1
λ = A3 are
As in EX. 1 , we see that eigenvalues of the matrix
1 , λ =1
2
The corresponding eigenvalues are 1 0
X1 = , X 2 = .
du 2 1
=Au
dt , The solution to this L.D.E. is given
byλ t
u= X e , w here X is the eigenvectorsponing λ
corre to eigenvalue
Thanks