Chapter Five Eigenvalues and Eigenvectors: Dr. Asma Alramle

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Chapter Five

Eigenvalues and Eigenvectors

Dr. Asma Alramle

November 23, 2020


The Eigenvalue problem

Definition 1 Let A be n × n matrix. A number λ is called an eigenvalue of A if there exists a

nonzero solution vector K of the linear system

AK = λK (1)

The solution vector K is called an eigenvector correspnding to the eigenvalue λ.

Equation (1) can be rewrite as

(A − λI)K = 0  
k
 1 
 
 k2 
where I is the multiplicative identity, and K = 
 

 ... 
 
 
kn
We know that a homogeneous system of n equations in n variables has nontrivial solution if

and only if the determinant of the coefficients matrix is equal to zero. Thus to find a nonzero

solution K, we must have

det(A − λI) = 0 (2)

the equation (2) is called the Characteristic equation of A.

To find an eigenvector K corresponding to an eigenvalue λ we simply solve the system of

equations (A − λI)K = 0 by applying Gauss-Jordan Elimination to the augmented matrix

[A − λI|0].

Example 1 Find the eigenvalus and eigenvectors of


 
3 4
1. A = 
 

−1 7
Then λ1 = λ2 = 5

In the case of 2 × 2 matrix, there is no need to use Gauss-Jordan elimination. To find

the eigenvectors corresponding to λ1 = 5 we resort to the system (A − 5|0) in its equivalent

form

−2k1 + 4k2 = 0

1
−k1 + 2k2 . We can from this system that k1= 2k2 Thus
 ifwe choose k2 = t we find that
 2t   2 
k1 = 2t where t ∈ R . So eigenvector Kλ=5 =   = t 
t 1

 
 1 2 1 
 
2. A = 
 6 −1 0


 
−1 −2 −1
det(A − λI) = 0

−λ3 − λ2 + 12λ = 0 or

λ(λ + 4)(λ − 3) = 0, then eigenvalues are

λ1 = 0, λ2 = −4, λ3 = 3

To find the eigenvectors, we must reduce (A − λI|0) three times corresponding to the three

distinct eigenvalues 
1
 1 0 13 0 
 
(A − λI|0) = . . . · · · = 
 0 1
6
13 0 

 
0 0 0 0
 
1
 13 
1 6
 
k1 = − 13 k3 and k2 = − 13 . Choosing k3 = t gives the eigenvector Kλ=0 = t

6
13
 where

 
1
t ∈ R.

 λ =−4 we get k1 = −k3 and k2 = 2k3 . Choosing k3 = s then the eigenvector Kλ=−4 =
For

 −1 
 
 2  where s ∈ R.
s 
 
1
−3
 λ = 3 we get k1 = −k3 and k2 =
For 2 k3 . Choosing k3 = r then the eigenvector Kλ=3 =

 −1 
 
r −3 
 2 
 
1

2
 
 9 1 1 
 
3. A =  1 9 1 


 
1 1 9
det(A − λI) = 0

−(λ − 11)(λ − 8)2 = 0, then

λ1 = 11, λ2 = λ3 = 8  
 1 
 
For λ1 = 11 we get k1 = k3 and k2 = k3 . Choosing k3 = 1 then the eigenvector Kλ=11 =
 1 

 
1

For λ2 = 8 we get k1 + k2 + k3 = 0 then we are free to choose two of the variables. Choose

k2 = 1, k3 = 0 and on the other k2 = 0, k3 = 1 we obtain two linearly independent eigenvec-

tors:

 
 −1 
 
Kλ=8 = 1 


 
0
 
 2 −1 0 
 
4. Find the eigenvalues and eigenvectors for A = 
 5 2 4 

 
0 1 2
 
 1 2 3 
 
5. Find the eigenvalues and eigenvectors for B = 
 0 5 6 

 
0 0 −7
then λ1 = 1, λ2 = 5, λ3 = −7

 
 1 
 
Kλ=1 = 0 


 
0

3
 
 1 
 
Kλ=5 =  2 


 
0
 
 −1 
 
Kλ=−7 = 
 −2


 
4

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