EEC 301 Engineering Mathematics - TI DBIT, KURLA Engineering Mathematics - IIT Module V - Matrices Lectures 1 and 2 - Eigen values and Eigen Vectors Learning Objectives At the end of the session, you will be able to Identify some applications of matrices in engineering, Obtain the characteristic equation of a square matrix Obtain the Bigen values and Eigen vectors of a given square matrix . Obtain the Algebraic multiplicity and Geometric multiplicity of eigen values Revathy § November 9, 2021 1EEC 301 Engineering Mathematics - TIL DBIT, KURLA Matrices Eigen Values and Eigen Vectors Eigen values and Eigen vectors are used in many branches of natural and social sciences and engineering. eh anpabatabe © Eigen values are used to rank pages in the search engine Google, in demography to pre- dict long term trends (like weather forecasting) ete. |p Pe —) hank « A system’s stability can be determined by the nature of Eigen valnes of the matrix rep- resenting the system. # A Linearly Time Invariant (LTT) system is stable (asymptotically stable) if all the eigen- values of A have negative real parts. ath N rho * Google search is an eigenvalue problem. \riiw When you search a *keyword’, your search engine goes to millions of websites and an eigenvalue problem is formulated in which the system matrix, P is called Markov Tran- sition Matrix. Suppose our world wide web has only 3 webpages. 2 The eigenvalue problem is given as [P} FP [ Pu_Pr_Pis Here P= ( pa Pe Pos and W oye Psi G32 Psa ws, wf is the weight attached to the ithe webpage. ‘Then our aed vy be: Azh x 22k 2 7 bs Dd an dup SP ue iy w puwi + pws + pray =m, 24 Paw + Praw2 + Pass = We ww; Parts + Paatla + Pass = ws Boy For this problem sup, 1 ‘Therefore, (1) +{ PW. Suppose.gur splutioy for the eigenvalue problem (1) is W = (0.75, 0.95, 0.45)". then since second value is the largest, our web search will display the webs oder: Sedna, Fat, hiv sin following Revathy § November 9, 2021 2beet (sor NO ocr 1%) "Ee Han ally? pad Ca =efh pune wos f van tee can Cy Wlte (roe ete) dirted [impel goat mtb 32> 2 2 pelEEC 301 Engineering Mathematics - TI DBIT, KURLA Properties of Eigen values and Eigen Vectors 1. Matrices A and A™ have the same eigen values 2. The sum of the eigen values of a matrix A is equal to the trace of A (Trace of a matrix is the sum of its diagonal elements) 2 The product of the eigen values of a matrix A is equal to the determinant of A 4. \=0is a characteristic root of A iff A is singular. That is iff det A = 0 5. If Ag, Ag, Aq ave the eigen values of A then (i) BAtRAg,...,kAy ave the eigen values of K'A and eigen vectors are the same (ii) Af, Ag, ...., ME are the eigen values of A*, where k is a positive integer and eigen vectors are the same (ill) Ar +k, Ao t+ hyn +h are the characteristic roots of A+ AI where k is any non zero scalar and eigen vectors are the same 6. TEAL, Aas say An are the eigen values of a non-singular matrix A, then melee L . -1 () sc x are the eigen values of A~! and eigen vectors are the same Aa" An detA detA det A (ii) . ‘ , x are the eigen values of adjA and eigen vectors are the same 1 n det A { Since adjA = det A x A~' > the eigen values of adjA = In particular, If As, Az, As are the eigen values of a square matrix A of order 3, then the eigenvalues of adj.A are Dov ds Meds, Ae 7. If \ is an eigen value of A then \ is an Eigen value of A® and eigen vectors are the same 8. Eigen values of a triangular or diagonal matrix are just the diagonal elements 9. Bigen values of a unitary matrix are of unit modulus 10. Eigen values of an orthogonal matrix are of unit modulus 11. If X is an Eigen vector of a matrix A, then X cannot cor! value of A spond to more that one Eigen Revathy § November 9, 2021 5EEC 301 Engineering Mathematics - TI DBIT, KURLA 12, 13, 14, Eigen vectors corresponding to distinct Eigen valnes of matrix are linearly independent If \ is an eigenvalue and X is an cigen vector of A then f(A) is an eigenvalue and X is an eigenvector of f(A) A square matrix A of order n is diagonalizable iff A has n linearly independent eigen vectors A sqnare matrix A of order n is (orthogonally) diagonalizable iff A is a symmetric matrix A matrix A is diagonalizable iff the algebraic multiplicity of each of the eigen values is equal to their respective geometric multiplicity Revathy § November 9, 2021 6ee te alk, qx 70 » eal > a(t sheee nt at 2. [sre eI Byae res {Ato se ape abu 8 aro - woke EI 6EEC 301 Engineering Mathematics - TIL DBIT, KURLA =>A=lor\=6 > = Land \= 6 are the eigen values of A. To find the eigen vectors x Let X1 be the corresponding eigen vector Then, (A — M2)X, =0 > ( so) =a) ) ( n ) = ( 5) = dey + dry and a +2 Sm =-22 Taking ay = 1(say), we get X, = ( 7 ) (The general form of the eigen vector corresponding to y = 1 is Nat ( 1 ) where t is a non-zero scalar.) d Let X2 be the corresponding eigen vector 5 5-6 4 a Then, (4 = At )%2=0- ( a ed) => -21 +422 =0; and x; ~dir2=0 > 2 = 402 alae =i (aan rele ( 4 ) (The general form of the eigen vector corresponding to \ = 6 is (3) 4 Solution: (iii) Let a=( 2 ?) -14 ‘The characteristic polynomial is given by 2-1 lA-Abl=| 7" yy |= @-AU-A) 41 => |A-Ahl —6A+9 ‘Therefore the characteristic equation is given by |A~Ab| =0 > 0? -6A4+9=0 = (A-3)?=0 31=3 = \=3 (twice) is the eigen value of A. ‘To find the eigen vectors Let X, be the corresponding eigen vector Then, (A — Mz)X, =0 > ( a. ch ) ( nl ) = ( That is , a -11\(m)\_(0 (4- Ab) o> (4 1) (3) (0) © _ rn \)_(0 =mom-m (9 4)(2)-(4) (Therefore, the rank of the LHS matrix (A — Aly) is 1. Hence there are 2-1=1 independent ) ee, — Revathy § November 9, 2021 8EEC 301 Engineering Mathematics - TI DBIT, KURLA eigen vector corresponding to \ = 3) = —11 +22 =0; Tin () (The general form of the eigen vector corresponding to A = 3 is Taking «2 = 1(say), we get X, x ( i ) tollere finjetnonreco(ecelon) (iv) Answer: A= 1, 4=2 (v) Answer: \=2, \=4 Eigen Vectors: ( A ) ( ) Revathy § November 9, 2021 9