GE 122 Lec5 Eigenvalues and Eigenvectors Handout

04/10/2021
NOT FOR SHARING OR DISTRIBUTION

Only for the educational purpose of GE 122
GE 122 L5: EIGENVALUES

AND EIGENVECTORS
Ransie Apura
Assistant Professor
UPD DGE
UP Diliman Department of Geodetic Engineering

RJAA | GE 122: Mathematical Methods in Geodetic Engineering

OUTLINE ▪ Eigenvalues and

Eigenvectors

RJAA | GE 122: Mathematical Methods in Geodetic Engineering 2
1
04/10/2021

EIGENVALUES AND EIGENVECTORS

Matrix eigenvalue problem considers the vector equation
𝐴𝑋 = λ𝑋
where A = square matrix

λ = unknown scalar
X = unknown vector
• Goal is to determine λ’s and X’s that will satisfy the above
equation.
Null matrix X=0 is always a solution to the above equation, thus, not interesting. We are
only interested in solutions where X is not a null matrix (X≠0).


𝐴𝑋 = λ𝑋
Solutions to the above problem are termed:

λ’s → eigenvalues of A
X’s → eigenvectors of A
Geometrically, we are looking for vectors, X, for which multiplication by A has

the same effect as multiplication by a scalar λ (i.e., AX should be proportional
to X). This multiplication has the effect of producing (from the original vector
X), a new vector 𝝀X that has the same or opposite (minus sign) direction as
the original vector, and 𝝀 as the “grow” or “shrink” factor in relation to X.
2
04/10/2021


𝐴𝑋 = λ𝑋
Solutions to the above problem are termed:

λ’s → eigenvalues of A
X’s → eigenvectors of A
Eigenvalue problems are extensively used in engineering, physics,

geometry, numerics, theoretical mathematics, biology,
environmental science, urban planning, economics, psychology,
and other areas.

Some example
applications

3
04/10/2021


6 3 5 33 6 3 3 30
Example 1: = Example 2: =
4 7 1 27 4 7 4 40
• Consider a given square matrix multiplied with non-zero vectors.

• Example 1 results with a new vector with a different direction
and different length compared to the original vector.
• Example 2 (factor out a scalar value of 10 from the right side of
matrix equation) produces a new vector with the same
direction as the original vector.
• Solving eigenvalue problem is like example 2.



6 3 3 30 6 3 3 3
Example 2: = → = 10
4 7 4 40 4 7 4 4
• Eigenvalue problem: Problem of systematically finding such λ’s

and non-zero vectors for a given square matrix.
• Eigenvalue problem is also known as matrix eigenvalue

problem.

4
04/10/2021


1 0 0 0
Example 3: =
0 0 4 0
• Remember that eigenvalue problem only involve X’s that are

not null matrices. Example 3 is also an eigenvalue problem
given that:
1 0 0 0 0
= =0
0 0 4 0 4
• eigenvalue(s) can be zero, but eigenvectors cannot be zero

(null matrix).


Eigenvalue: characteristic value or latent root
• Spectrum (of given square matrix) → set of all eigenvalues of
said matrix.
Eigenvectors: characteristic vectors (of given square matrix).
• Solution with X=0 (null matrix) → trivial solution → not interesting!

10
5
04/10/2021

SOLUTION TO THE EIGENVALUE PROBLEM

Step 1: Transform A to 𝐴 − λ𝐼 (characteristic matrix) and equate
resulting 𝐴𝑋 to 0. 𝐴𝑋 → 𝐴 − λ𝐼 𝑋 = 0
Step 2: Evaluate the determinant of the characteristic matrix

𝐷 λ = 𝐴 − λ𝐼 = 0; 𝐷 λ is a polynomial in λ of degree n (number of
rows or columns of A).
Step 3: Solve characteristic equation (polynomial in step 2).
Step 4: For each corresponding eigenvalues obtained, solve for

corresponding eigenvectors.
11


Example 1: Solve for the eigenvalues and corresponding
−5 2
eigenvectors of 𝐴 =
2 −2
Solution: Solve for eigenvalue first.

−5 2 𝑥1 𝑥1 −5 − λ 𝑥1 + 2𝑥2 = 0
Step 1: 𝐴𝑋 = = λ 𝑥2 →
2 −2 𝑥2 2𝑥1 + −2 − λ 𝑥2 = 0
in matrix notation, 𝐴 − λ𝐼 𝑋 = 0
𝐴𝑋 − λ𝑋 = 𝐴𝑋 − λ𝐼𝑋 = 𝐴 − λ𝐼 𝑋 = 0

12
6
04/10/2021


−5 − λ 2
Step 1: 𝐴 − λ𝐼 =
2 −2 − λ
−5 − λ 2
Step 2: 𝐷 λ = 𝐴 − λ𝐼 = =0
2 −2 − λ
𝐷 λ = −5 − λ −2 − λ − (2)(2) = λ2 + 7λ + 6 = 0
Step 3: solving the characteristic equation above
λ1 = −1 and λ2 = −6 Eigenvalues of A

13


Step 4: Eigenvector for each λ
λ1 = −1 (Substitute λ1 in 𝐴 − λ𝐼 𝑋 = 0) and solve for vector X
−5 − (−1) 2 𝑥1 0 𝑥1 1
𝑥 = → 𝑥 =
2 −2 − (−1) 2 0 2 2
λ2 = −6 (Substitute λ2 in 𝐴 − λ𝐼 𝑋 = 0) and solve for vector X
−5 − (−6) 2 𝑥1 0 𝑥1 2
𝑥 = → 𝑥 =
2 −2 − (−6) 2 0 2 −1

14
7
04/10/2021


From the example, we can illustrate the general case of
eigenvalue problems as
𝑎11 𝑥1 + ⋯ + 𝑎1𝑛 𝑥𝑛 = λ𝑥1
𝑎21 𝑥1 + ⋯ + 𝑎2𝑛 𝑥𝑛 = λ𝑥2
⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯
𝑎𝑛1 𝑥1 + ⋯ + 𝑎𝑛𝑛 𝑥𝑛 = λ𝑥𝑛
Transferring the terms on the right side to the left side,
𝑎11 − λ 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 0
𝑎21 𝑥1 + 𝑎22 − λ 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 0
⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯
𝑎𝑛1 𝑥1 + 𝑎𝑛2 𝑥2 ⋯ + 𝑎𝑛𝑛 − λ 𝑥𝑛 = λ𝑥𝑛
15


In matrix notation, 𝐴 − λ𝐼 𝑋 = 0
Characteristic matrix
• This is a homogenous linear system of equations (constant terms
are zero – right side of equation) with nontrivial solution if and
only if the corresponding determinant of the coefficients is zero:
Characteristic determinant
𝑎11 − λ 𝑎12 ⋯ 𝑎1𝑛
𝑎21 𝑎22 − λ ⋯ 𝑎2𝑛
𝐷 λ = 𝐴 − λ𝐼 = =0
∙ ∙ ⋯ ∙
𝑎𝑛1 𝑎𝑛2 ⋯ 𝑎𝑛𝑛 − λ
Resulting equation is the characteristic polynomial of A
16
8
04/10/2021


• Eigenvalues of a square matrix A are the roots of the
characteristic equation of A.
o An nxn matrix has at least one eigenvalue and at most n
numerically different eigenvalues.
• Eigenvectors can be solve using any direct methods.

17


Example 2: Solve for the eigenvalues and corresponding
1 −1 0
eigenvectors of 𝐴 = 0 1 1
0 0 −1
Solution: Solve for eigenvalues first.

1 − λ −1 0
Step 1: 𝐴 − λ𝐼 = 0 1−λ 1
0 0 −1 − λ

18
9
04/10/2021


1−λ −1 0 1 − λ −1
Step 2: 𝐷 λ = 𝐴 − λ𝐼 = 0 1−λ 1 0 1−λ
0 0 −1 − λ 0 0
Using Sarru’s to determine characteristic determinant
2
𝐷 λ = 1 − λ 1 − λ −1 − λ = 1 − λ −1 − λ = 0
Step 3: solving the characteristic equation above

λ1 = 1, λ2 = 1 and λ3 = −1

19


Step 4: Solving for eigenvectors
λ1 = λ2 = 1
0 −1 0 𝑥1 0 0𝑥1 − 𝑥2 + 0𝑥3 = 0
0 0 1 𝑥2 = 0 → 0𝑥1 + 0𝑥2 + 𝑥3 = 0
0 0 −2 𝑥3 0 0𝑥1 + 0𝑥2 − 2𝑥3 = 0
Solving for 𝑥1 , 𝑥2 , and 𝑥3

𝑥1 𝑟
𝑥2 = 0 , 𝑟 ≠ 0 𝑎𝑛𝑑 ∈ 𝑟𝑒𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟
𝑥3 0

20
10
04/10/2021


Step 4: Solving for eigenvectors
λ3 = −1
2 −1 0 𝑥1 0 2𝑥1 − 𝑥2 + 0𝑥3 = 0
𝑥
0 2 1 2 = 0 → 0𝑥1 + 2𝑥2 + 𝑥3 = 0
0 0 0 3 𝑥 0 0𝑥1 + 0𝑥2 + 0𝑥3 = 0
Solving for 𝑥1 , 𝑥2 , and 𝑥3

1
𝑥1 − 𝑟
4
𝑥2 = 1 , 𝑟 ≠ 0 𝑎𝑛𝑑 ∈ 𝑟𝑒𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟
𝑥3 − 𝑟
2
𝑟
21

REFERENCES
• Kreyszig, Erwin (2011). “Advanced Engineering Mathematics,
10th Edition.” John Wiley and Sons.
• Strang, Gilbert (1988). “Linear Algebra and its Applications, 3rd
Edition.”
• Ymas, Sergio Jr. (2004). “Numerical Methods.” Ymas Publishing
House.

22
11
04/10/2021

Questions? ☺
raapura@up.edu.ph

23
12

GE 122 Lec5 Eigenvalues and Eigenvectors Handout

Uploaded by

Document Information

Original Description:

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

GE 122 Lec5 Eigenvalues and Eigenvectors Handout

Uploaded by

Copyright:

Available Formats

04/10/2021

NOT FOR SHARING OR DISTRIBUTION

GE 122 L5: EIGENVALUES

UP Diliman Department of Geodetic Engineering

NOT FOR SHARING OR DISTRIBUTION

OUTLINE ▪ Eigenvalues and

UP Diliman Department of Geodetic Engineering

NOT FOR SHARING OR DISTRIBUTION

EIGENVALUES AND EIGENVECTORS

where A = square matrix

NOT FOR SHARING OR DISTRIBUTION

EIGENVALUES AND EIGENVECTORS

Solutions to the above problem are termed:

Geometrically, we are looking for vectors, X, for which multiplication by A has

NOT FOR SHARING OR DISTRIBUTION

EIGENVALUES AND EIGENVECTORS

Solutions to the above problem are termed:

Eigenvalue problems are extensively used in engineering, physics,

NOT FOR SHARING OR DISTRIBUTION

UP Diliman Department of Geodetic Engineering

NOT FOR SHARING OR DISTRIBUTION

EIGENVALUES AND EIGENVECTORS

• Consider a given square matrix multiplied with non-zero vectors.

• Solving eigenvalue problem is like example 2.

NOT FOR SHARING OR DISTRIBUTION

EIGENVALUES AND EIGENVECTORS

• Eigenvalue problem: Problem of systematically finding such λ’s

• Eigenvalue problem is also known as matrix eigenvalue

UP Diliman Department of Geodetic Engineering

NOT FOR SHARING OR DISTRIBUTION

EIGENVALUES AND EIGENVECTORS

• Remember that eigenvalue problem only involve X’s that are

• eigenvalue(s) can be zero, but eigenvectors cannot be zero

NOT FOR SHARING OR DISTRIBUTION

EIGENVALUES AND EIGENVECTORS

Eigenvectors: characteristic vectors (of given square matrix).

• Solution with X=0 (null matrix) → trivial solution → not interesting!

UP Diliman Department of Geodetic Engineering

NOT FOR SHARING OR DISTRIBUTION

SOLUTION TO THE EIGENVALUE PROBLEM

Step 2: Evaluate the determinant of the characteristic matrix

Step 3: Solve characteristic equation (polynomial in step 2).

Step 4: For each corresponding eigenvalues obtained, solve for

NOT FOR SHARING OR DISTRIBUTION

SOLUTION TO THE EIGENVALUE PROBLEM

Solution: Solve for eigenvalue first.

UP Diliman Department of Geodetic Engineering

NOT FOR SHARING OR DISTRIBUTION

SOLUTION TO THE EIGENVALUE PROBLEM

Step 3: solving the characteristic equation above

UP Diliman Department of Geodetic Engineering

NOT FOR SHARING OR DISTRIBUTION

SOLUTION TO THE EIGENVALUE PROBLEM

λ2 = −6 (Substitute λ2 in 𝐴 − λ𝐼 𝑋 = 0) and solve for vector X

UP Diliman Department of Geodetic Engineering

NOT FOR SHARING OR DISTRIBUTION

SOLUTION TO THE EIGENVALUE PROBLEM

NOT FOR SHARING OR DISTRIBUTION

SOLUTION TO THE EIGENVALUE PROBLEM

NOT FOR SHARING OR DISTRIBUTION

SOLUTION TO THE EIGENVALUE PROBLEM

• Eigenvectors can be solve using any direct methods.

UP Diliman Department of Geodetic Engineering