MTH 101

TOPIC: - APPLICATION OF EIGEN

VALUES AND VECTORS

SUBMITTED TO:
SUBMITTED BY:
MISS. SOFIA SINGHLA
NISHANT RAJPOOT

ROLLNO.RB4003B66
REG. 11011767

Acknowledgement

Gratitude cannot be seen or expressed. It can only be felt in

heart and is beyond description. Often words are inadequate to
serve as a model of expression of one’s feeling, specially the
sense of indebtedness and gratitude to all those who help us in
our duty.

It is of immense pleasure and profound privilege to

express my gratitude and indebtedness along with sincere
thanks to DEEPIKA MAM, lecturer of MATHEMATICS of Lovely
Professional University for providing me the opportunity to
work for a project on “application of eigen values and
vectors”.

I am beholden to my parents, siblings and friends for

their blessings and encouragement.

Yours obediently,

NISHANT RAJPOOT
 Contents

1. Introduction
2. Mathematical definition
3.Computation of eigenvalues, and the
characteristic equation
4. Applications
5. Daily life applications
6. References
 INTRODUCTION
In linear algebra, there are two kinds of objects: scalars, which are just
numbers; and vectors, which can be thought of as arrows, and which have
both magnitude and direction (though more precisely a vector is a member of
a vector space). In place of the ordinary functions of algebra, the most
important functions in linear algebra are called "linear transformations," and a
linear transformation is usually given by a "matrix," an array of numbers. Thus
instead of writing f(x) we write M(v) where M is a matrix and v is a vector. The
rules for using a matrix to transform a vector are given in the article linear
algebra.
If the action of a matrix on a (nonzero) vector changes its magnitude but not
its direction, then the vector is called an eigenvector of that matrix. Each
eigenvector is, in effect, multiplied by a scalar, called the Eigen
value corresponding to that eigen-vector. The eigenspace corresponding to
one eigenvalue of a given matrix is the set of all eigenvectors of the matrix
with that eigenvalue.
An important benefit of knowing the eigenvectors and values of a system is
that the effects of the action of the matrix on the system can be predicted.
Each application of the matrix to an arbitrary vector yields a result which will
have rotated towards the eigenvector with the largest eigenvalue.
Many kinds of mathematical objects can be treated as vectors: ordered
pairs, functions, harmonic modes, quantum states, and frequencies are
examples. In these cases, the concept of direction loses its ordinary meaning,
and is given an abstract definition. Even so, if this abstract direction is
unchanged by a given linear transformation, the prefix "eigen" is used, as
in eigenfunction, eigenmode, eigenface, eigenstate, and eigenfrequency.

Mathematical definition
Definition Given a linear transformation A, a non-zero vector x is defined to be
an eigenvector of the transformation if it satisfies the eigenvalue equation
 for some scalar λ. In this situation, the scalar λ is called
an eigenvalue of A corresponding to the eigenvector x.

The key equation in this definition is the eigenvalue equation, Ax = λx. The
vector x has the property that its direction is not changed by the
transformation A, but that it is only scaled by a factor of λ. Most vectors x will
not satisfy such an equation: a typical vector x changes direction when acted
on by A, so that Ax is not a scalar multiple of x. This means that only certain
special vectors x are eigenvectors, and only certain special scalars λ are
eigenvalues. Of course, if A is a multiple of the identity matrix, then no vector
changes direction, and all non-zero vectors are eigenvectors.

Fig. 2. A acts to stretch the vector x, not change its direction, so x is an eigenvector ofA.

Geometrically (Fig. 2), the eigenvalue equation means that under the
transformation A eigenvectors experience only changes in magnitude and
sign—the direction of Ax is the same as that of x. The eigenvalue λ is simply
the amount of "stretch" or "shrink" to which a vector is subjected when
transformed by A. If λ = 1, the vector remains unchanged (unaffected by the
transformation). A transformation I under which a vector x remains
unchanged, Ix = x, is defined asidentity transformation. If λ = −1, the vector
flips to the opposite direction; this is defined as reflection.

Alternative definition
Mathematicians sometimes alternatively define eigenvalue in the following
way, leading to differences of opinion over what constitutes an "eigenvector."

Alternative Given a linear transformation A on a linear space V over a field F, a

 scalar λ in F is called an eigenvalueof T if there exists a nonzero
vector x in V such that

Definition Any vector u in V which satisfies for some eigenvalue λ is

called an eigenvector of A corresponding to λ.
The set of all eigenvectors corresponding to λ is called
the eigenspace of λ.

Notice that the above definitions are entirely equivalent, except for in regards
to eigenvectors, where they disagree on whether the zero vector is
considered an eigenvector. The convention of allowing the zero vector to be
an eigenvector (although still not allowing it to determine eigenvalues) allows
one to avoid repeating the non-zero criterion every time one proves a
theorem, and simplifies the definitions of concepts such as eigenspace, which
would otherwise be non-intuitively made up of vectors that are not all
eigenvectors.

Computation of eigenvalues, and the

characteristic equation

When a transformation is represented by a square matrix A, the eigenvalue

equation can be expressed as

where I is the identity matrix. This can be rearranged to

If there exists an inverse

(A − λI) − 1,
then both sides can be left multiplied by the inverse to obtain the trivial
solution: x = 0. Thus we require there to be no inverse by assuming
from linear algebra that thedeterminant equals zero:
The determinant requirement is called the characteristic equation (less
often, secular equation) of A, and the left-hand side is called the characteristic
polynomial. When expanded, this gives a polynomial equation for λ. Neither
the eigenvector x nor its components are present in the characteristic
equation.

Eigendecomposition
The spectral theorem for matrices can be stated as follows. Let A be a
square n × n matrix. Let q1 ... qk be an eigenvector basis, i.e. an indexed set
of k linearly independenteigenvectors, where k is the dimension of the space
spanned by the eigenvectors of A. If k = n, then A can be written

where Q is the square n × n matrix whose i-th column is the basis

eigenvector qi of A and Λ is the diagonal matrix whose diagonal elements are
the corresponding eigenvalues, i.e. Λii = λi.

Applications

Schrodinger equation
Fig. 8. The wavefunctions associated with the bound states of an electron in
a hydrogen atom can be seen as the eigenvectors of the hydrogen atom
Hamiltonian as well as of the angular momentum operator. They are associated with
eigenvalues interpreted as their energies (increasing downward: n=1,2,3,...)
and angular momentum (increasing across: s, p, d,...). The illustration shows the
square of the absolute value of the wavefunctions. Brighter areas correspond to
higher probability density for a position measurement. The centre of each figure is
the atomic nucleus, a proton.

An example of an eigenvalue equation where the transformation T is

represented in terms of a differential operator is the time-
independent Schrödinger equation in quantum mechanics:

where H, the Hamiltonian, is a second-order differential operator and ψE,

the wavefunction, is one of its eigenfunctions corresponding to the
eigenvalue E, interpreted as its energy.
However, in the case where one is interested only in the bound state solutions
of the Schrödinger equation, one looks for ψE within the space of square
integrable functions. Since this space is a Hilbert space with a well-
defined scalar product, one can introduce a basis set in which ψE and H can
be represented as a one-dimensional array and a matrix respectively. This
allows one to represent the Schrödinger equation in a matrix form. (Fig. 8
presents the lowest eigenfunctions of the hydrogen atom Hamiltonian.)
Bra-ket notation is often used in this context. A vector, which represents a
state of the system, in the Hilbert space of square integrable functions is
represented by . In this notation, the Schrödinger equation is:

Where is an eigenstate of H . It is a self adjoint operator, the infinite

dimensional analog of Hermitian matrices (see Observable). As in the matrix
case, in the equation above is understood to be the vector obtained
by application of the transformation H to .

Molecular orbitals
In quantum mechanics, and in particular in atomic and molecular physics,
within the Hartree–Fock theory, the atomicand molecular orbitals can be
defined by the eigenvectors of the Fock operator. The corresponding
eigenvalues are interpreted as ionization potentials via Koopmans' theorem.
In this case, the term eigenvector is used in a somewhat more general
meaning, since the Fock operator is explicitly dependent on the orbitals and
their eigenvalues. If one wants to underline this aspect one speaks of
nonlinear eigenvalue problem. Such equations are usually solved by
aniteration procedure, called in this case self-consistent field method.
In quantum chemistry, one often represents the Hartree–Fock equation in a
non-orthogonal basis set. This particular representation is a generalized
eigenvalue problem called Roothaan equations.

Geology and glaciology

In geology, especially in the study of glacial till, eigenvectors and eigenvalues
are used as a method by which a mass of information of a clast fabric's
constituents' orientation and dip can be summarized in a 3-D space by six
numbers. In the field, a geologist may collect such data for hundreds or
thousands of clasts in a soil sample, which can only be compared graphically
such as in a Tri-Plot (Sneed and Folk) diagram or as a Stereonet on a Wulff
Net. The output for the orientation tensor is in the three orthogonal
(perpendicular) axes of space. Eigenvectors output from programs such as
Stereo32 are in the order E1 ≥ E2 ≥ E3, with E1 being the primary orientation of
clast orientation/dip, E2 being the secondary and E3 being the tertiary, in terms
of strength. The clast orientation is defined as the eigenvector, on a compass
rose of 360°. Dip is measured as the eigenvalue, the modulus of the tensor:
this is valued from 0° (no dip) to 90° (vertical). The relative values of E1, E2,
and E3 are dictated by the nature of the sediment's fabric. If E1 = E2 = E3, the
fabric is said to be isotropic. If E1 = E2 > E3 the fabric is planar.
If E1 > E2 > E3 the fabric is linear. See 'A Practical Guide to the Study of
Glacial Sediments' by Benn & Evans, 2004 .

Principal components analysis

PCA of the multivariate Gaussian distribution centred at (1,3) with a standard
deviation of 3 in roughly the (0.878, 0.478) direction and of 1 in the orthogonal
direction.

The eigendecomposition of a symmetric positive

semidefinite (PSD) matrix yields an orthogonal basis of eigenvectors, each of
which has a nonnegative eigenvalue. The orthogonal decomposition of a PSD
matrix is used in multivariate analysis, where the sample covariance
matrices are PSD. This orthogonal decomposition is called principal
components analysis (PCA) in statistics. PCA studies linear relations among
variables. PCA is performed on the covariance matrix or the correlation
matrix (in which each variable is scaled to have its sample variance equal to
one). For the covariance or correlation matrix, the eigenvectors correspond
to principal components and the eigenvalues to the variance explained by the
principal components. Principal component analysis of the correlation matrix
provides an orthonormal eigen-basis for the space of the observed data: In
this basis, the largest eigenvalues correspond to the principal-components
that are associated with most of the covariability among a number of observed
data.
Principal component analysis is used to study large data sets, such as those
encountered in data mining, chemical research, psychology, and in marketing.
PCA is popular especially in psychology, in the field of psychometrics. In Q-
methodology, the eigenvalues of the correlation matrix determine the Q-
methodologist's judgment of practical significance (which differs from the
statistical significance of hypothesis testing): The factors with eigenvalues
greater than 1.00 are considered to be practically significant, that is, as
explaining an important amount of the variability in the data, while eigenvalues
less than 1.00 are considered practically insignificant, as explaining only a
negligible portion of the data variability. More generally, principal component
analysis can be used as a method of factor analysis in structural equation
modelling.

Vibration analysis
Eigenvalue problems occur naturally in the vibration analysis of mechanical
structures with many degrees of freedom. The eigenvalues are used to
determine the natural frequencies (or eigenfrequencies) of vibration, and the
eigenvectors determine the shapes of these vibrational modes. The
orthogonality properties of the eigenvectors allow decoupling of the differential
equations so that the system can be represented as linear summation of the
eigenvectors. The eigenvalue problem of complex structures is often solved
using finite element analysis.

1st lateral bending (See vibration for more types of vibration)

Eigenfaces

Fig. 9. Eigenfaces as examples of eigenvectors

In image processing, processed images of faces can be seen as vectors

whose components are the brightness’s of each pixel. The dimension of this
vector space is the number of pixels. The eigenvectors of the covariance
matrix associated with a large set of normalized pictures of faces are
called eigenfaces; this is an example of principal components analysis. They
are very useful for expressing any face image as a linear combination of some
of them. In the facial recognition branch of biometrics, eigenfaces provide a
means of applying data compression to faces for identification purposes.
Research related to eigen vision systems determining hand gestures has also
been made.
Similar to this concept, eigenvoices represent the general direction of
variability in human pronunciations of a particular utterance, such as a word in
a language. Based on a linear combination of such eigenvoices, a new voice
pronunciation of the word can be constructed. These concepts have been
found useful in automatic speech recognition systems, for speaker adaptation.

Tensor of inertia
In mechanics, the eigenvectors of the inertia tensor define the principal
axes of a rigid body. The tensor of inertia is a key quantity required in order to
determine the rotation of a rigid body around its centre of mass.

Stress tensor
In solid mechanics, the stress tensor is symmetric and so can be decomposed
into a diagonal tensor with the eigenvalues on the diagonal and eigenvectors
as a basis. Because it is diagonal, in this orientation, the stress tensor has
no shear components; the components it does have are the principal
components.

Eigenvalues of a graph
In spectral graph theory, an eigenvalue of a graph is defined as an eigenvalue
of the graph's adjacency matrix A, or (increasingly) of the
graph's Laplacian matrix, which is either T−A (sometimes called the
Combinatorial Laplacian) or I−T -1/2AT −1/2 (sometimes called the Normalized
Laplacian), where T is a diagonal matrix with Tv, v equal to the degree of
vertex v, and in T −1/2, the v, vth entry is deg(v)-1/2. The kth principal
eigenvector of a graph is defined as either the eigenvector corresponding to
the kth largest or kth smallest eigenvalue of the Laplacian. The first principal
eigenvector of the graph is also referred to merely as the principal
eigenvector.
The principal eigenvector is used to measure the centrality of its vertices. An
example is Google's Page Rank algorithm. The principal eigenvector of a
modified adjacency matrix of the World Wide Web graph gives the page ranks
as its components. This vector corresponds to the stationary distribution of
the Markov chain represented by the row-normalized adjacency matrix;
however, the adjacency matrix must first be modified to ensure a stationary
distribution exists. The second smallest eigenvector can be used to partition
the graph into clusters, via spectral clustering. Other methods are also
available for clustering.
Application in daily life
College town has two pizza restaurants and a large number of hungry pizza-loving
students and faculty. 5,000 people buy one pizza each week. Joe's Chicago Style
Pizza has the better pizza and 80% of the people who buy pizza each week
at Joe's return the following week. Steve's New York Style Pizza uses lower
quality cheese and doesn't have a very good sauce. As a result only 40% of the
people who buy pizza at Steve's each week return the following week. As usual,
we can represent this situation by a discrete dynamical system

Pn + 1 = APn

Where

a11 = 0.80 a12 = 0.60

a21 = 0.20 a22 = 0.40

Click here to open a Mathematics notebook to investigate this situation. Evaluate

the notebook. Notice that if we start with 2500 customers at each pizza restaurant
in the first week then after a very few weeks Joe's Chicago Style Pizza seems to
have three times as many customers each week as Steve's New York Style Pizza.

Next enter the matrix above in the Java applet. Play with the applet a bit to see if
you notice anything worthy of note.

The two screenshots below show some behaviour that is worthy of note.
Notice in the screen shot above that when the first coordinate (Joe's Pizza) of the
vector x is roughly three times its second coordinate (Steve's Pizza) then Ax = x.
Notice in the screen shot below that when the first and second coordinates have the
same absolute value but opposite signs that Ax lines up with x but is roughly one-
fifth as long.
Notice the following lines from the evaluated Mathematics notebook.

Do you notice any connection between this rather cryptic Mathematics output and
our observations above? We will return to this point later but first we look at
another application.

Example 2
The three figures below show the current population by age and gender and the
projected population by age and gender in 25 years for three countries. These
figures were obtained from the United States Census Bureau International Data
Base. Demographic information like this is extraordinarily important for
understanding the vitality, needs, and resources of a country. The three examples
given above have very different properties. The United States and Japan are highly
developed countries with quite different demographics. Compare the fraction of
the population that is young in the two countries both currently and, as projected
by the U.S. Census Bureau, in 25 years. Notice how different these two countries
are from Pakistan.
We will look at a very simplified model of population growth for a hypothetical
species and habitat. You can build much more realistic models using data available
at the United States Census Bureau. Our simplified model will ignore gender and
immigration and emigration and will use only two age groups. These are serious
simplifications but the tools we will develop this semester will enable us to look at
much more realistic models. This example is just a starting point. Ignoring
immigration, for example, ignores one of the most important differences between
Japan whose immigration is close to zero and the United States.

Our model has two age groups -- the young (less than one year old) and the old
(one or more years old). Thus, each year the population is represented by a two-
dimensional vector

P = (A, B)

Whose first coordinate is the young population and whose second coordinate is the
old population. In this example the fertility rate for young people is 30% which
means that on the average each young individual gives birth to 0.30 new (and
hence young) individuals. The fertility rate for old individuals is 80% which means
that on the average each old individual gives birth to 0.80 new (and hence young)
individuals. In our model the survival rate for young individuals is 90% and for old
individuals is 10%. This gives us the model

Enter the matrix A into the Java applet and experiment. Do you notice anything
noteworthy?

The two screen shots below show two things that are worthy of note. The first one
shows a vector that when multiplied by the matrix A results in another vector that
is in the same direction but somewhat longer. The second one shows a vector that
when multiplied by the matrix A results in another vector in exactly the opposite
direction that is considerably shorter.
Click here for another Mathematics notebook. This Mathematics notebook explores this same
model. Evaluate the notebook and compare the results with your observations above. Notice
that over time the total population is growing at a rate of 5.44% per year and seems to be
settling into a pattern with the young population being 51.4% of the total population.
REFERNCES
 www.sosmath.com/matrix

 www.miislita.com/.../

 www.maplesoft.com/applications

 tutorial.math.lamar.edu/Classes

 www.cse.unr.edu/~bebis