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Es202 5
Es202 5
Es202 5
Matrix AnXn, acting on a vector, produces same vector with a coefficient. The coefficient (λ) is called
the eigenvalue of matrix A. (corresponding to that eigenvectors of matrix A.)
λ ∶ The value for which 𝑥⃗ ≠ ⃗0⃗ 𝑖𝑠 𝑐𝑎𝑙𝑙𝑒𝑑 𝑒𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒 (𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑣𝑎𝑙𝑢𝑒 = 𝑙𝑎𝑡𝑒𝑛𝑡 𝑣𝑎𝑙𝑢𝑒)
The test for all eigenvaleus of A is called the spectrum of A. The number of eigenvalues 1,2, ..
𝑇ℎ𝑒 𝑙𝑎𝑟𝑔𝑒𝑠𝑡 𝑜𝑓 𝑎𝑙𝑙 𝑒𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑖𝑠 𝑐𝑎𝑙𝑙𝑒𝑑 𝑡ℎ𝑒 𝑠𝑝𝑒𝑐𝑡𝑟𝑎𝑙 𝑟𝑎𝑑𝑖𝑢𝑠 𝑜𝑓 𝐴.
𝐸𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒 𝑝𝑟𝑜𝑏𝑙𝑒𝑚𝑠 𝑜𝑐𝑐𝑢𝑟 𝑖𝑛 𝑚𝑎𝑛𝑦 𝑎𝑝𝑝𝑙𝑖𝑐𝑎𝑡𝑖𝑜𝑛𝑠 𝑎𝑠 𝑝ℎ𝑦𝑠𝑖𝑐𝑠, 𝑒𝑛𝑔𝑖𝑛𝑒𝑒𝑟𝑖𝑛𝑔, 𝑔𝑒𝑜𝑚𝑒𝑡𝑟𝑦, …
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3 −1
𝒆𝒙: 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑒 𝑡ℎ𝑒 𝑒𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑎𝑛𝑑 𝑒𝑖𝑔𝑒𝑛𝑣𝑒𝑐𝑡𝑜𝑟𝑠 𝑜𝑓 𝑚𝑎𝑡𝑟𝑖𝑥 𝐴 = [ ]
−2 4 2𝑥2
𝐴𝑥⃗ = 𝜆. 𝑥⃗ [𝐴 − λ. I ] 𝑥⃗ = 0 |𝐴 − λ. I| = 0
3 −1 𝜆 0 3−𝜆 −1
| | − | | = | |
−2 4 2𝑥2 0 λ 2𝑥2 −2 4−λ
1 1/2 1 1/2
[𝐴 | 0 ] = [ −2 −1]
−𝑅1
= 𝑅1 [ ] 2𝑅1 + 𝑅2 = 𝑅2 [ ] Parametric
−2 −1 2 −2 −1 0 0
Solution RREF
𝑥 𝑥
𝑥 = − 2 − 2
𝑥⃗ = [ 1 2]=[ 2] 𝑥⃗ = [ −1/2] 𝑥2 = 𝛼 𝑢𝑠𝑒 1 𝑓𝑜𝑟 𝛼
𝑥2 = 𝑥2 𝑥2 1
𝑥2 = 1 We cannot use ‘0’ here
Fundamental Eigenvector –
(first eigenvector)
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For 𝝀𝟐 = 𝟐
⃗⃗ 3 −1 1 0 ⃗⃗
[𝐴 − 2. I ] 𝒙
⃗⃗ = 𝟎 [[ ] − 2[ ⃗⃗ = 𝟎
]] 𝒙
−2 4 0 1
3 − 2 −1 1 −1 1 −1
[ ] = [ ] -2 R1 + R2 = R2 [ ]
−2 4 − 2 −2 2 0 0
RREF
𝒙𝟏 − 𝒙𝟐 = 𝟎 , 𝒙𝟏 = 𝒙𝟐
𝒙𝟏 = 𝒙𝟐 𝒙𝟐 𝟏
⃗⃗𝟐 = [𝒙 = 𝒙 ]
So, second eigenvector 𝒙 = [ 𝒙 ] =[ ]
𝟐 𝟐 𝟐 𝟏𝑥 =1
2
A 𝝀𝟐 . 𝑥⃗2
𝑥⃗2
So, eigenvector is correct!
5 −4 4
ex) Find the eigenvalues and corresponding eigenvectors of A3x3= [12 −11 12]
4 −4 5 3𝑥3
𝝀 𝟎 𝟎 5−𝝀 −4 4
𝝀I=|𝟎 𝝀 𝟎| |𝑨 − 𝛌𝐈 | = | 12 −11 − 𝝀 12 |
𝟎 𝟎 λ 4 −4 5−𝝀
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=−𝜆3 − 𝜆2+5𝜆 − 3 = 0 Integer roots (if any) must be
divisions of the constant term.
3,-3, 1, -1
If there is no constant term,one of
Try (𝜆 − 1) = 0 𝜆1 = 1 the eigenvalues is ‘’0’’.
-(1)3-12+ 5(1) -3 = 0
−𝜆3 + 𝜆2 −𝜆2 − 2𝜆 + 3 𝝀𝟑 = −𝟑
−2𝜆2 + 2𝜆
3𝜆−3
3𝜆−3
0
If the constant term is zero (“0”) or one of the eigenvalues is “0” ; Determinant is “0” .
To find the corresponding Eigenvectors, we should find solution of |𝐀 − λI| = ⃗0⃗ for each λ.
𝜆1 = 𝜆2 = 1 (repeated root = not distinct, different)
5 −4 4 1 0 0 4 −4 4 1 −1 1
.-12R1+R2 =R2
[A − λI] = [12 −11 12] − [0 1 0 ] = ⌈12 −12 12⌉ R1/4 = R1 [ 12 −12 12]
.-4R1+R3= R3
4 −4 5 0 0 1 4 −4 4 4 −4 4
1 −1 1
𝑥1 − 𝑥2 + 𝑥3 = 0 we can’t use 0 for both 𝑥2 an 𝑥3
[0 0 0]
0 0 0 𝑥1 = 𝑥2 − 𝑥3
RREF
𝑥2 , 𝑥2 = 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑒𝑟𝑠
𝑥1 = 𝑥2 − 𝑥3 1 −1
𝑥⃗1 = [ 𝑥2 = 𝑥2 ] 𝑥⃗1 = [1] 𝑥⃗2 = [ 0 ]
𝑥3 = 𝑥3 0 𝑥2 = 1 1 𝑥2 = 0
𝑥3 =0 𝑥3 =1
*** to find the fundamental eigenvectors, we use “0” and “1” in parameters.
You can also check whether the eigenvectors are correct by using last equations.
𝑥1 − 𝑥2 + 𝑥3 = 0
1-1+0=0
-1-0+1=0
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𝝀𝟑 = −𝟑 ;
R1/8 = R1
5+3 −4 4 8 −4 4 1 −1/2 1/2 -12R1+R2 =R2
[A − λI] = [ 12 −11 + 3 12 ] = [12 −8 12] [ 12 −8 12 ] -4R1+R3 =R3
4 −4 5+3 4 −4 8 4 −4 8
1/2R2+ R1 = R1
1 −1/2 1/2 -R2 /2 = R2 1 −1/2 1/2 2R2 + R3 = R3
1 0 −1
| 0 −2 6 | [ 0 1 −3 ] [ 0 1 −3]
0 −2 6 0 −2 6 0 0 0
RREF
𝑥1 − 𝑥3 = 0 𝑥1 = 𝑥3
𝑥2 − 3𝑥3 = 0
𝑥2 = 3𝑥3 𝑥1 = 𝑥3 1
𝑥⃗3 = [𝑥2 = 3𝑥3 ] , 𝑥⃗3 = [3]
𝑥3 = 𝑥3 𝑥3 = 𝑥3 1
𝑥3 =1
❖ If you find any of these fundamental eigenvectors as “0” that shows you made a mistake!
|𝑨| = 𝜆1 . 𝜆2 . 𝜆3 = 1. 1 . -3 = -3
|𝑨| = −3
❖ Hence! an nxn matrix has at least 1 eigenvalue and at most n numerically distinct (different)
eigenvalues and may have n linearly independent eigenvectors.
❖
Also |𝐴𝑛𝑥𝑛 | = 𝜆1 . 𝜆2 . 𝜆3 . … . 𝜆𝑛
−1 − 𝜆 0 −1
|A − λI| = 0 | −2 −2 − λ 4 | =0 (−2 − λ) |−1 − 𝜆 −1 | =0
−3 1−𝜆
−3 0 1−λ
(−2 − λ) = 0 λ1 = −2
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(-1- λ)(1- λ) − (−1 − 3) = 0
-1+ λ − λ + λ2 − 3 = 0 λ2 − 4 = 0 λ2 = −2
λ3 = 2
Eigenvectors
λ1,2 = −2 [𝐴 − λ. I ] 𝑥⃗ = ⃗0⃗
−1 − (−2) 0 −1 1 0 −1 R1 (2)+ R2 R2
[ −2 −2 − (−2) 4 ] = [−2 0 4] R1.(3)+ R3 R3
−3 0 1 − (−2) −3 0 3
1 0 −1 1 0 −1 1 0 0
~ | 0 0 2| ~ [ 0 0 1] ~ [ 0 0 1]
0 0 0 0 0 0 0 0 0
RREF
0 0
𝑥1 = 0 𝑥⃗ = [1] , ⃗⃗⃗⃗⃗
𝑥2 = [2]
0 𝑥2 = 1 0
𝑥2 = 2
𝑥3 = 0
𝑥2 = 𝑥2 = 𝛼 (𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑒𝑟)
-R1.+ R3 R3 -R2.+ R1 R1
−3 0 −1 −3 0 −1 −1 4 −5
for λ3 = 2 [ −2 −4 4 ] [ −2 −4 4 ] [ −2 −4 4 ]
−3 0 −1 0 0 0 0 0 0
1 0 58/6
58 7
~ ~ [ 0 1 −7/6] 𝑥1 + 𝑥3 = 0 𝑥2 + 6 𝑥3 = 0
6
0 0 0
𝑥2 = 𝑥3 = 𝛼
−58/6 𝑥3 −58/6
𝑥⃗3 = [ 7/6𝑥3 ] = [ 7/6 ]
𝑥3 1 𝑥3 =1
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CAYLEY HAMILTON THEOREM
Every square matrix, 𝐴𝑛𝑥𝑛 satisfy its own characteristic equation obtained by |A − λI| = 0
5 −4 4
For last example ; A= [12 −11 12] |A − λI| = 0
4 −4 5
Characteristic equation is ; −𝜆3 − 𝜆2 + 5𝜆 − 3 =0
Acc. to Cayley Hamilton Theorem; characteristic equation:
−𝐴3 − 𝐴2 + 5𝐴 − 3 = 0 Multiply each site by 𝐴−1
𝐴−1 (−𝐴3 − 𝐴2 + 5𝐴 − 3) = 𝐴−1 . 0 = 0
−𝐴2 − 𝐴 + 5I − 3𝐴−1= 0
−𝐴2 − 𝐴 + 5I = 3𝐴−1
−𝐴2 − 𝐴 + 5I
𝑨−𝟏 =
3
5 −4 4 5 −4 4
𝐴2 = [12 −11 12] [12 −11 12]
4 −4 5 4 −4 5
25 − 48 + 16 −20 + 44 − 16 20 − 48 + 20
=[160 − 132 + 48 −48 + 121 − 48 48 − 132 + 60]
20 − 48 + 20 −16 + 44 − 20 16 − 48 + 25
−7 8 −8
=[−24 25 −24]
−8 8 −7
7 −8 8 5 −4 4 5 0 0
[24 −25 24] − [12 −11 12] + [0 5 0] 7 −4 4
−𝐴2 −𝐴+5I 8 −8 7 4 −4 5 0 0 5
𝐴−1 = = = [12 −9 12] / 3
3 3
4 −4 7
7/3 −4/3 4/3
−1
𝐴 =[ 4 −3 4 ]
4/3 −4/3 7/3
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12 12
𝑎12 . 𝑚12 ∶ (−1)3 . (−4). [ ] = 14.(60-48) = 48
4 5
12 −11
𝑎13 . 𝑚13 ∶ (−1)4 . (4). [ ] = 4.(-48+44) = - 16
4 −4
5 4
𝑎22 . 𝑚22 : (−1)4 . (−11). [ ] = -11(25-16)= -99
4 5
5 −4
𝑎23 . 𝑚23 : (−1)5 . (12). [ ] = -12.(-20+16) = 48
4 −4
5 4
𝑎3𝑖 . 𝑚32 : (−1)5 . (−4). [ ] = 4(60-48) = 48
12 12
5 4
𝑎3𝑗 . 𝑚32 : (−1)6 . (5). [ ] = 5 (-55+48) = -35
12 −11
7 −12 −4
𝐶𝑖𝑗 = [ 4 9 4]
−4 −12 −7
𝑇
−7 4 −4
[𝐶𝑖𝑗 ] = [−12 9 −12]
−4 4 −7
|A| = −35 + 48 + 48 − 16 − 16 − 99 + 48 − 35 = −3
−7 4 −4
[ 𝐶𝑖𝑗 ]
𝑇 [−12 9 −12] 7/3 −4/3 4/3
−1 −4 4 −7
𝐴 =
|𝐴|
= −3
=[ 4 −3 4 ]
4/3 4/3 7/3
−2 4
ex: Let, 𝐴 = [ ] is a nonsingular matrix. The fact that A satisfies its own
−1 3 2𝑥2
characteristic equation can be used to compute A -l as a linear combination of powers of A
The characteristic equation can be found as:
𝐴𝑥⃗ = 𝜆. 𝑥⃗ [𝐴 − λ. I ] 𝑥⃗ = 0 |𝐴 − λ. I| = 0
−2 4 𝜆 0 −2 − 𝜆 4
| | − | | = | |=0 [ (−2 − 𝜆)(3 − λ) − (4)(−1) ] = 0
−1 3 2𝑥2 0 λ 2𝑥2 −1 3−λ
𝜆1 = 2 , 𝜆2 = −1
|𝐴| = 2 ∗ −1 = −2
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𝐴 𝐼
− = 𝐴−1
2 2
−2 4 1 0
[ ] [ ] −3/2 2
𝑨−𝟏 = −1 3 − 0 1 = [ ]
2 2 −1/2 1
Powers of matrices:
𝑨𝒎 = ⏟
𝑨𝑨𝑨𝑨 … 𝑨 , where m is positive integer
𝒎 𝒇𝒂𝒄𝒕𝒐𝒓𝒔
A2 =AA
A3 = AA2
A4 = AAAA = A(A3) = A2A2 ….
C-H-T implies that the characteristic equation: (−1)𝑛 𝜆𝑛 + 𝑐𝑛−1 𝜆𝑛−1 + ⋯ + 𝑐𝑛−1 𝜆 + 𝑐0 = 0
will be represented and equal to: (−1)𝑛 𝐴𝑛 + 𝑐𝑛−1 𝐴𝑛−1 + ⋯ + 𝑐𝑛−1 𝐴 + 𝑐0 𝐼 = 0
−2 4
ex: Let, 𝐴 = [ ]
−1 3 2𝑥2
The characteristic equation can be found as: 𝜆2 − 𝜆 − 2 = 0 or 𝐴2 − 𝐴 − 2𝐼 = 0
Solving for the highest power of A: 𝐴2 = 2𝐼 + 𝐴
Multiply each site by 𝐴 : 𝐴3 = 2𝐴 + 𝐴2 = 2𝐴 + (2𝐼 + 𝐴 ) = 3𝐴 + 2𝐼
𝐴4 = 5𝐴 + 6𝐼
𝐴5 = 11𝐴 + 10𝐼
𝐴6 = 21𝐴 + 22𝐼
Therefore we can write:
𝜆2 = 𝜆 + 2 , 𝜆3 = 3𝜆 + 2 , 𝜆4 = 5𝜆 + 6 , 𝜆5 = 11𝜆 + 10 , 𝜆6 = 21𝜆 + 22
as: 𝐴𝑚 = 𝑐1 𝐴 + 𝑐0 𝐼 = 0 and 𝜆𝑚 = 𝑐1 𝜆 + 𝑐0
we know that: 𝜆1 = 2 , 𝜆2 = −1
−1𝑚 = 𝑐1 (−1) + 𝑐0
2𝑚 = 𝑐1 (2) + 𝑐0
−1 1 𝑐1 −1𝑚
Solving for: [ ] [𝑐 ] = [ 𝑚 ]
2 1 0 2
1 1
𝑐0 = 3 [2𝑚 + 2(−1)𝑚 ] , 𝑐1 = 3 [2𝑚 − (−1)𝑚 ]
Substituting in:
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1 4 𝑚
[−2𝑚 + 4(−1)𝑚 ] [2 − (−1)𝑚 ]
𝑚
𝐴 =[3 3 ]
1 𝑚 𝑚
1 𝑚+2 𝑚
− [2 − (−1) ] [2 − (−1) ]
3 3
1 4 1 4
[−20 + 4(−1)0 ] [20 − (−1)0 ] [−1 + 4] [1 − 1]
3 3 3 3
Check for 𝐴0 = 𝐼=[ 1 1 ]=[ 1 1 ]=
− 3 [20 − (−1)0 ] [20+2 − (−1)0 ] − 3 [1 − 1] [22 − 1]
3 3
1 0
[ ]
0 1
1 4 1 4
[−22 + 4(−1)2 ] [22 − (−1)2 ] [−4 + 4] [4 − 1]
3 3 3 3
Check for 𝐴2 = [ 1 1 ]=[ 1 1 ]=
− 3 [22 − (−1)2 ] [22+2
− (−1) 2
] − 3 [4 − 1] [16 − 1]
3 3
0 4
[ ]
−1 5
Note: 𝐴𝑚 = 𝑐𝑛−1 𝐴𝑛−1 + ⋯ 𝑐2 𝐴2 + 𝑐1 𝐴 + 𝑐0 𝐼 = 0
1 1 −2
𝑚
ex: A= [−1 2 1 ], find, 𝐴
0 1 −1
characteristic equation: −𝜆3 + 2𝜆2 + 𝜆 − 2 = 0
𝜆1 = −1 , 𝜆2 = 1 , 𝜆3 = 2
Since, 𝜆𝑚 = 𝑐2 𝜆2 + 𝑐1 𝜆 + 𝑐0 ;
−1𝑚 = 𝑐2 − 𝑐1 + 𝑐0
1 = 𝑐2 + 𝑐1 + 𝑐0
2𝑚 = 4𝑐2 + 2𝑐1 + 𝑐0
Solving the system gives;
1 1
𝑐0 = 3 [3 + (−1)𝑚 − 2𝑚 ] , 𝑐1 = 2[1 − (−1)𝑚 ] , 𝑐2 = 6 [−3 + (−1)𝑚 + 2𝑚+1 ]
substituting:
1 1 𝑚 1
[9 − 2𝑚+1 − (−1)𝑚 ] [2 − (−1)𝑚 ] [−9 + 2𝑚+1 + 7(−1)𝑚 ]
6 3 6
𝐴𝑚 = 1 − 2𝑚 2𝑚 2𝑚 − 1
1 𝑚+1
1 𝑚 1
[6 [3 − 2 − (−1)𝑚 ] [2 − (−1)𝑚 ] [−3 + 2𝑚+1 + 7(−1)𝑚 ]]
3 6
−340 341 341
verify 𝐴2 first, and then, check 𝐴10 = [−1023 1024 1023]
−341 341 342
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