Dr. R.

Jayagopal
Division of Mathematics, SAS
AB1, 2nd Floor 203, Cabin No.15
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 Module 2: Matrices

Eigen values and Eigen vectors - Properties of

eigenvalues and Eigen vectors – Cayley-Hamilton
theorem - Similarity of transformation - Orthogonal
transformation and nature of quadratic form

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 Linear Transformation

Output Vector
Input Vector

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 Vectors

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Vectors as Points

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Linear Transformation

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Not a linear transformation

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Not a linear transformation

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Linear Transformation

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Linear Transformation of 𝒗

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Linear Transformation of any vector 𝒗

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Eigenvalues and Eigenvectors
Vector is
Vector not stretched

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Linear Transformation of 𝒗

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 Eigenvalues and Eigenvectors
• Eigenvalue problem:
If A is an nn matrix, do there exist nonzero vectors x in Rn
such that Ax is a scalar multiple of x?
(The term Eigenvalue is from the German word Eigenwert, meaning “proper value”)

 Eigenvalue and Eigenvector:

A: an nn matrix
: a scalar (could be zero) Geometric Interpretation
y
x: a nonzero vector in Rn Ax =  x

Eigenvalue

Ax   x
x

Eigenvector
x
 Definitions
 An eigenvector of an 𝑛 × 𝑛 matrix A is a nonzero vector
𝑋 such that 𝐴𝑋 = λ𝑋 for some scalar λ. A scalar λ is called
an eigenvalue of A if there is a nontrivial solution 𝑋of
𝐴𝑋 = λ𝑋; such an x is called an eigenvector corresponding
to λ.

 λ is an eigenvalue of an 𝑛 × 𝑛 matrix A if and only if the

equation 𝐴 − λ𝐼 𝑋 = 0 has a nontrivial solution.

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