11 - MDOF - Eigen Probl

Leccture Notes: STRUCTURA
S AL DYNAMICS / FALL 2011

2 / Pagge: 1
Lectu
urer: Prof. AP
POSTOLOS S. PAPAGEOR
RGIOU
SEOUL NA ATIONAL UN
NIVERSITY
PART (11): MDOF
M SYSTE EMS – FREE VIBRATION
V RESPONSE – EIGENVALUUE PROBLEM
M
FREE
E VIBRA
ATION RESPON
R SE: MDOF SYST
TEMS
SYSTE
EMS WITH
HOUT DAM
MPING
Equatiion of Mottion:
A veryy importan nt case in thhe study of vibrations of

o MDOF syystems is th
hat in which
h all the
coordin
nates, i.e. alll the compo
onents 1,2, ⋯ , of , execute the
t same mo otion in
time.
In otherr words, the system vibrates

v m
maintaininng the over
rall shape of these
coordiinates/disp placemennts/deflecttions and changing
c only
o their amplitudde by a
propor rtionality factor.
In this ccase, the sysstem is said

d to executee synchron
nous motio
on.
To exa
amine the possibility y that such h motions s exist, we consider
c the solution of
o the
Equatio
on of Motion
n (see abovve) in the exp
ponential fo
orm:
is a con
nstant scaalar
where:
is a consstant -veector
Introdu
ucing the solution in the
t Equation
n of Motion
n we obtain::
⟹
⟹
Therefo
ore:
,
The abo
ove matrix equation
e rep
presents a set
s of sim multaneous homogeneo
h ous algebraic
equatio
ons in the un
nknowns , , ⋯ , , with
h playing the
t role of a parameterr.
The pro
oblem of dettermining the
t values of the param meter for which
w the matrix
m equation
admitss nontrivia
al solutionss is known n as the alg
gebraic (orr matrix)
eigenvvalue probblem, (or ch haracteris stic-value
e problem)) (
).
Lecture Notes: STRUCTURAL DYNAMICS / FALL 2011 / Page: 2
Lecturer: Prof. APOSTOLOS S. PAPAGEORGIOU
SEOUL NATIONAL UNIVERSITY
PART (11): MDOF SYSTEMS – FREE VIBRATION RESPONSE – EIGENVALUE PROBLEM
FIGURE: Free vibration of an undamped 2-DOF system.

FIGURE: Free vibration of a classically damped 2-DOF system.

FIGURE: 2-DOF system: Rigid bar on elastic supports.

FIGURE: Cantilever beam & L-shaped frame modeled as 2-DOF systems.

2 / Pagge: 6
Lectu
urer: Prof. AP
RGIOU
SEOUL NA ATIONAL UN
NIVERSITY
PART (11): MDOF
M
PROPE
ERTIES OF THE AL
LGEBRAIC
C (or MATR
RIX) EIGE
ENVALUE
E PROBLEM
M
nvalues of an
(1) The eigen a algebraicc eigenvaluee problem, in
i which & are bo
oth
symmetriic, and at le
east one poositive deffinite, are all
a real.
(2) When ma atrices & are both

h positive definite, the
t eigenv
values are all
positive.
(3) When is singular,

s a least on
at ne of the eig
genvalues must
m be zeroo.
When is singular, at least on
ne of the eiggenvalues must
m be infi
finite.
(4) The eigenv

vectors ar
re orthogo
onal with respect
r to both
b & .
For symmmetric & matrices:
0
0
(5) The eigen nvectors off an algebraic eigenvalu

ue problem in which thhe matrices
involved are
a symme etric, inclu
uding those correspond
ding to repeeated eigenvvalues,
are all linearly inde
ependent.
(6) Any arbitr rary vecto

or of order
r can be expressed
e ass a superpo
osition of thee
eigenvectorrs of an symmettrical algebrraic eigenva
alue problemm:
↓ ↓ ↓
w
where: ⋯
↓ ↓ ↓
( )
where , ,⋯, are scallar multiplieers called modal
m coor
rdinates or
o
normal co
oordinate
es and ⋯ ( ή
).
2 / Pagge: 7
Lectu
urer: Prof. AP
RGIOU
SEOUL NA ATIONAL UN
NIVERSITY
PART (11): MDOF
M
Remin
nder
LINEA
AR DEPEN
NDENCE
 We consideer a set of re s , , ⋯ , in linear space

eal vectors and
a a set off real
scalars , , ⋯ , . Then, the vector
v giveen by:
⋯
is said to bee a linear combinati
c ion of , ,⋯, witth coefficien
nts , ,⋯, .
 The vectorss , , ⋯ , are said tot be linear

rly indepe
endent (
) if the reelation:
⋯ (1)
can be sattisfied onlly for the trivial

t case
e, i.e. only when
w all thee coefficien
nts
, ,⋯, are identtically zer
ro.
 If relation (1) t coefficieents , , ⋯ ,

( is satisfieed and at leeast one of the is diffferent
from zero, then
t the vecctors , , ⋯ , are said
s to be liinearly de
ependent, with
the implicaation that onne vector is i linear combinatio
c on of the remaining
r g
vecctors.
 The subspa
ace of co onsisting off all the lineaar combina ations of thee vectors
, , ⋯ , is called a subspace spanned
sp byy the vectorrs , , ⋯ , .
If , th
hen , ,⋯, are sa
aid to span .
The eigenvalue problem,
can be best discussed if it can be transformed to an ‘equivalent’ eigenvalue problem in

standard form:
It is obvious that,
∙| ⟹
yields such an eigenvalue problem, but the matrix is generally not symmetric,
which tends to obscure the properties of the solution.
Because & are real and symmetric and, moreover, because is positive definite,
the eigenvalue problem can be transformed into one in terms of a single
real symmetric matrix, a highly desirable class of problems.
_________________
NOTE: In the mathematical literature, the eigenvalue problem is referred to as

the generalized eigenvalue problem.
Analysis
Indeed, from Linear Algebra, it can be shown (the proof is given in the Theorem that
follows) that the matrix (= real, symmetric & positive definite) can be decomposed
into:
NOTE: When = diagonal (i.e.

lumped-mass matrix)
≝
where is a real nonsingular matrix.
Therefore:
⟹ (1)
Next, we consider the linear transformation:
(2)
from which we obtain the inverse transformation:
(3)
The inverse is guaranteed to exist because is non-singular.
Introducing (2) & (3) into (1) and pre-multiplying on the left by , we obtain the
eigenvalue problem:
where, considering the relation , we conclude that:
i.e. matrix is a real symmetric matrix.

Theorem:
If matrix is real, symmetric and positive definite, then there

exists a non-singular real matrix such that
Proof:
The matrix can be written as:
where:
 the columns of matrix consist of the orthonormal eigenvectors of , and

 diag , ,⋯, , where the numbers , , ⋯ , , are the
corresponding eigenvalues of .
Then:
√ √ √ √
where: √
Recall that:
⟹ &
Matrices, & , are invertible because they are non-singular (linear independence
of eigenvectors).
Consequently, also is non-singular.
Notice that:
√ √
√ √ √
Therefore:
Summary of the Results of the Analysis

What we have accomplished with above analysis is the following:
By decomposing the mass matrix as , we have converted the generalized

eigenvalue problem , to the standard eigenvalue problem (where:
& ) involving the real symmetric matrix , i.e.,
The eigenvalues (of the real symmetric matrix ) are the same as for the
original , and the eigenvectors (of the real symmetric matrix ) are
related (to the eigenvectors of ) by .
The properties of lead directly to the properties of , given that is real &
symmetric and is real, symmetric & positive definite:
(1) The eigenvalues for are real, because is real symmetric.

(2) The ’s have the same signs as the eigenvalues of , by Sylvester’s ‘law of
inertia’.
(3) has orthogonal eigenvectors . So the eigenvectors of have:
‘ -orthogonality’ 0 , which leads to:
‘ -orthogonality’ 0
Sylvester’s ‘law of inertia’: For a non-singular and a real-symmetric matrix , the

matrix has the same number of positive eigenvalues, negative eigenvalues, and
zero eigenvalues as [i.e., the signs of eigenvalues (and not the eigenvalues themselves) are
preserved by a ‘congruence transformation’].
The inertia of a real-symmetric matrix is defined as the triple , , & in which

, , & are: the respective number of positive, negative, and zero eigenvalues,
counting algebraic multiplicities. In 1852 J.J. S SYLVESTER discovered that the
inertia of is invariant under congruence transformations.
NOTE: For a proof of Sylvester’s ‘law of inertia’ check STRANG (2006) or MEYER
(2000).
STRANG, G. (2006). Linear Algebra and Its Applications, 4th Edition, THOMSON
MEYER, C.D. (2000). Matrix Analysis and Applied Linear Algebra, SIAM
Some of the above results will be demonstrated again below using a different approach.
The Symmetric Eigenvalue Problem (Standard Form )

We propose to investigate the properties of the Symmetric Eigenvalue Problem
(Standard Form):
Condition for non-trivial (i.e. ) solution:
det 0
The characteristic equation possesses solutions , ,⋯, , which

represent the roots of the characteristic polynomial.
The numbers , ,⋯, are known as the eigenvalues of .
Clearly,
det 1 ⋯ 1
1 ⋯ 1
⋯ tr
where: ⋯
⋯
⋮ ⋮
⋯ det
By ‘Descartes’ Rule of Signs’, we can demonstrate that, for =symmetric, the roots of
the characteristic equation are all positive if and only if the coefficients
, ,⋯, are all positive.
To every eigenvalue corresponds a vector , where is referred to as the eigenvector

belonging to and can be obtained by solving the matrix equation:
1,2, ⋯ ,
The eigenvectors are unique, except for the magnitude. Indeed because the above
equation is homogeneous, if is a solution, then is also a solution, where is a
constant scalar.
The implication is that only the direction of a given eigenvector is unique, not its
magnitude.
The magnitude of the eigenvectors can be rendered unique by a process known as

normalization.
We wish to explore how the eigenvalues of a matrix change if a given number is

subtracted from the main diagonal elements of the matrix.
To this end we subtract from both sides of , i.e.
The above equation states that, if matrix has the eigenvalue , then matrix has
the eigenvalue .
Hence, subtraction of the constant from the main diagonal elements of

results in a shift in the eigenvalues of by the same constant .
This fact can be used to accelerate the convergence of certain iteration processes
for computing the eigenvalues of a matrix.
We observe that the eigenvectors of are not affected by the subtraction process.
Theorem:
The eigenvalues of a real-symmetric matrix are real.
As a corollary, the eigenvectors of a real symmetric matrix are real.
Proof:
We consider the eigenvalue - eigenvector pair, , , and assume they are complex.
Because is real, it follows that the complex conjugate pair , must also constitute an
eigenvalue – eigenvector pair. Therefore:
(1)
̅ (2)
Next, we pre-multiply (1) by and (2) by , subtract the transpose of the second from the
first, recall that and obtain:
0
̅ 0
̅ | | 0
But, for any complex vector ⋯ :
‖ ‖ ̅ | | 0
is defined as the square of the norm of , which is a positive number and cannot be zero by
definition (unless ). It follows that:
̅ 0
Which can be satisfied if and only if is real.
Theorem:
Two eigenvectors of a real-symmetric matrix belonging to two

distinct eigenvalues are mutually orthogonal.
Proof:
Consider , & , with . Clearly:
Therefore:
0
0
0
Because the eigenvalues are distinct, the above equation implies:
0 ,
so that the eigenvectors are orthogonal.
Furthermore:
⟹
⟹ 0 , 0 ,
i.e. two eigenvectors belonging to two distinct eigenvalues of a

real-symmetric matrix are orthogonal w.r.t. .
Lecture Notes: STRUCTURAL
S L DYNAMICS
S / FALL 2011
2 / Pagee: 16
Lectuurer: Prof. AP
RGIOU
SEOUL NA ATIONAL UN
NIVERSITY
PART (11): MDOF
M
The ortthogonaliity proper rty ( ) of eigenvvectors

demonsstrated abovve was baseed on the assumption th
hat the corrresponding eigenvalu ues are
distinc
ct.
The queestion arises as to wha

at happens s when the ere are reppeated eiggenvalues,, i.e.
when tw
wo or more eigenvaluess have the same
s value, and we notte that whe
en an eigen
nvalue
is re
epeated times, wh
here is integer,
i i said to have
is h multiiplicity .
The ansswer to the above questtion lies in the

t followin
ng Theorem
m:
[for a proof see secction 1.18 of HILDEBR

RAND, F.B. (1965), Methods of Ap
pplied
Mathem matics, 2 Edition]
nd E
Theorrem:
If an eigenvaalue off a real-symmettric mattrix haas

multiiplicity , then
n has exactly
e linea
arly inde
ependen
nt
eigennvectorss corresp
pondingg to .
These eeigenvectorss are not un

nique, as any
a linear combinattion of the
e eigenvecttors
belong ging to a reepeated eiigenvalue is also an eigenvecttor.
The lineearly indepeendent eigeenvectors co

orrespondin
ng to are not
n necess sarily
orthog gonal. Any y set of line early indeependent eigenvecto
e ors, thoug
gh, can be
render red orthog gonal by a procedur re known as
a the Graam-Schmidt
orthog gonalizatiion proces ss.
Of courrse, the eigenvectors beelonging to the

t repeated eigenvalu ue are ortho
ogonal to thee
eigenveectors belonnging to the remaining eigenvaluess. Hence, alll the eigen
nvectors ofo a
real sy
ymmetric matrix
m a orthog
are gonal rega
ardless of whether
w th
here are
repeatted eigenv values or nnot.
Gram-Schmidt orthogonalization procedure

Orthogonal vectors are by definition independent, but independent vectors are
not necessarily orthogonal.
A set of independent vectors, however, can be rendered orthogonal.
We consider a set of linearly independent vectors , , ⋯ , and denote the desired

orthogonal vectors by , , ⋯ , . These latter vectors can be normalized by dividing each
vector by its norm, so that the orthonormal vectors , , ⋯ , are given by:
1,2, ⋯ ,
ℓ
where: ℓ , ≝
The first vector of the orthonormal set is simply:
ℓ
The second vector, , must be orthonormal to . A vector satisfying this condition can
be taken in the form:
,
(In effect, we subtract from its component).
Indeed, we have:
, , , 0
Of course, the vector can be normalized as follows:
ℓ
The third vector, , can be written in the form:
, ,
(In effect we subtract from its & components).
Vector is orthogonal to and , as it satisfies:
, , , 0
, , , 0
[Recall that: , 0]
The vector can be normalized to give , i.e.
ℓ
Generalizing, we can write:
, 1,2, ⋯ ,
Which can be used to compute .
Clearly, is orthonormal to , ,⋯, 1,2, ⋯ , .
The process is concluded with the computation of .

The question arises as to how the properties of the eigenvalue problem:
where: &
Relate to the properties of the generalized eigenvalue problem:
Clearly, the two eigenvalue problems yield the same eigenvalues. On the other
hand, the eigenvectors are different. Still, they are related by the linear transformation
and its inverse:
The eigenvectors , ,⋯, of the real symmetric matrix were shown to be

mutually orthogonal and orthogonal w.r.t. , i.e.
0
0
Moreover, the eigenvectors can be normalized so as to render them orthonormal,
with the orthonormality relations given by
, 1,2, ⋯ ,
1
where:
0
S L DYNAMICS
S / FALL 2011
2 / Pagee: 20
Lectuurer: Prof. AP
RGIOU
SEOUL NA ATIONAL UN
NIVERSITY
PART (11): MDOF
M
The ortthogonalitty propertty of the eig genvectors , ,⋯, (of th

he standard d
eigenvaalue problem
m) extends tot the eigen
nvectors , ,⋯, (of thee generalizeed
eigenvaalue problem
m), albeit in
n a somewha at different form:
, 1,2, ⋯ ,
i.e. the eigenvectorrs , ,⋯, a orthogo

are onal w.r.t. the mass
s matrix .
Similarlly,
, 1,2, ⋯ ,
i.e. the eigenvectorrs , ,⋯, a orthogo

are onal w.r.t. the stiffn
ness matriix .
Using th
he Modal Matrix
M ( ) and thee Spectral Matrix
( )
↓ ↓ ↓
w
where: ⋯ &
⋱
↓ ↓ ↓
the eige
envalue problem 1,2 ⋯ , may bee cast in thee form:
While th
he orthogo
onality pro
operties above
a may be
b written ass:
,
At this point, we return to the question of existence of synchronous motions.
It should be obvious by now that this question is intimately related to the existence of
solutions of the eigenvalue problem.
Because in general the eigenvalue in the case at hand admits distinct solutions, we
conclude that the system can execute synchronous motions in different ways.
The nature of these motions depends on the system eigenvalues.
We established already that the eigenvalues are real, so that the only remaining question
is that of sign.
The mass matrix is positive definite (by definition; recall that we retained only those
degrees of freedom that are associated with significant inertia forces), and has no effect on
the sign of the eigenvalues.
Hence, the sign of the eigenvalues depends on the sign of the properties of the
stiffness matrix alone:
In the most frequently encountered case, the stiffness is positive definite (i.e.
0 for ; in particular, for civil engineering structures this always is the case
because we are dealing with stable and restrained structures) and all the eigenvalues
are positive, i.e. 0 , ,⋯, .
In view of the fact that all , ,⋯, are positive, it is convenient to introduce the
notation:
1,2, ⋯ ,
where , ,⋯, are real numbers.
Recall that . Therefore, we conclude that to each eigenvalue there corresponds the
pair of pure imaginary complex conjugate exponents:
̅ 1,2, ⋯ ,
Introducing the exponents into the expression , we conclude that the

equation of motion admits synchronous solutions of the form:
̅
cos sin 1,2, ⋯ ,
cos
where: = amplitude
= phase angle
= natural frequency corresponding to natural mode of vibration
( are also referred to as eigenvectors, characteristic vectors,

natural modes)
When the stiffness matrix is only positive semi-definite (i.e. 0 for ), the
eigenvalues are non-negative, 0 , ,⋯, .
This implies that the system admits some zero eigenvalues, with the rest of the eigenvalues
being positive.
Corresponding to a zero eigenvalue, say 0 , we have the solution:
Zero eigenvalues occur when the system is unrestrained, in which case the
associated eigenvectors can be identified as rigid-body modes. They satisfy the
relations:
1,2, ⋯ ,
where is the number of rigid-body modes.
The free response of the system in this case is simply:
cos
Examples of stable unrestrained structures are aircraft in flight.

S L DYNAMICS
S / FALL 2011
2 / Pagee: 24
Lectuurer: Prof. AP
RGIOU
SEOUL NA ATIONAL UN
NIVERSITY
PART (11): MDOF
M
In summ
mary, civil engineeriing structu
ures are typ
pically stab
ble and unr
restrained
d.
A vibra ating struc

cture withh DOF’s has natu ural vibra
ation frequ
uencies
, , ⋯ , , arrangeed in sequen
nce from sm
mallest to la
argest ⋯ ;
corressponding natural
n pe
eriods ; and
a natura al modes .
The sub
bscript ‘ ’ deenotes the mode
m numb
ber and the first mod
de iss also known
n as the
fundammental mo ode ( ).
The Spectral Mattrix is no

ow denoted by
wherre:
⋱
The ortthogonalitty propertties of natu

ural modes imply
i that the ng square matrices
t followin
are diag
gonal:
≝ , ≝
where tthe diagonall elements are:
a
≝ , ≝
& ⟹ 0& 0
( )
⟹
The Generalized Eigenvalue Problem:

The nature of the eigenvalue problem , as expressed by the properties of the
eigenvalues & eigenvectors, has been explored previously by transforming the problem
to the Standard Form .
An alternative approach is to work directly with the Generalized Eigenvalue

Problem .
[We recall that & are real, symmetric matrices, and that is, in addition, positive
definite.]
In what follows, by working directly with the generalized eigenvalue problem

, we derive some of the results that we derived previously by invoking
properties/results of the eigenvalue problem in standard form . We
present also the Gram-Schmidt process for the eigenvectors of the generalized
eigenvalue problem .
Theorem:
The eigenvalues of a Generalized Eigenvalue Problem

, with & real & symmetric matrices, and is
positive definite, are real.
As a corollary, the corresponding eigenvectors are also real.
Proof:
We consider the eigenvalue-eigenvector pair , and assume they are complex.
Because & are real, it follows that the complex conjugate pair , must also
constitute an eigenvalue-eigenvector pair.
Therefore:
̅ ⟹
⟹ ⟹
̅ ̅
Recalling that the mass matrix is a real, symmetric and positive definite matrix, it
is straight forward to demonstrate that is real and positive.
It follows that
̅ 0
Which can be satisfied if and only if is real.
The eigenvectors also can be taken to be real, by rejecting permissible complex

multiplicative factors.
Theorem:
If & are eigenvectors, corresponding to two distinct

eigenvalues of the eigenvalue problem , where
& are real-symmetric, there follows:
, ,
We say that eigenvectors & are orthogonal (to each other)

relative to & .
Proof:
If & are distinct eigenvalues corresponding, respectively, to the eigenvectors &
, there follows:
,
and hence, also:
,
or, making use of the symmetry in & ,
(1)
(2)
2 – 1 ⟹ 0
Thus, since by assumption, we conclude that:
0
1 ⟹ 0
Theorem:
For mass matrix real-symmetric and positive definite, any

set of non-zero real vectors which are mutually orthogonal
relative to is a set of linearly independent vectors.
[The above Theorem may easily be demonstrated by contradiction.]
Theorem:
To an eigenvalue of multiplicity there corresponds

linearly independent eigenvectors.
[For a proof of the above Theorem see HILDEBRAND, F.B. (1965),

Methods of Applied Mathematics, 2nd Edition]
Then, the above linearly independent eigenvectors

corresponding to an eigenvalue of multiplicity , can be
orthogonalized relative to (and consequently relative to too) by
the Gram-Schmidt orthogonalization procedure.
The Gram-Schmidt othogonalization process for eigenvectors of the

Generalized Eigenvalue Problem
We start by establishing the following notation:
The scalar product of two vectors & relative to a symmetric matrix may be
written as follows:
, ≝
In particular, when we define the product:
ℓ ≝ , ≝
To be the generalized length of relative to .
Clearly, when is positive definite, then for real the quantity ℓ ≝ is positive
(except only when is a zero vector), i.e. the generalized length ℓ of a non-zero
vector relative to a real, symmetric, positive definite matrix is positive.
With the above definition/notation, the Gram-Schmidt orthogonalization process for

linearly independent eigenvectors, , , ⋯ , , of the Generalized Eigenvalue
Problem may be expressed as follows:
, 1,2, ⋯ ,
which may be normalized as follows:
ℓ
EIGENVECTOR EXPANSION THEOREM

(MODAL EXPANSION OF DISPLACEMENTS)
Theorem:
Any set of linearly independent vectors can be used as a

basis for representing any other vector of order .
We have stated that the natural modes of a MDOF system (with -DOF) are
independent vectors and as such can be used as a basis to represent any other vector of
order (e.g. any deformed configuration of the MDOF-system):
We need to determine the modal (or normal) coordinates , ,⋯, .
For this, we pre-multiply the above equation by :
Making use of the orthogonality property of ’s w.r.t. we obtain:
The eigenvector expansion Theorem is used to express the response of

undamped as well as damped (with classical/proportional damping) systems.

11 - MDOF - Eigen Probl

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Leccture Notes: STRUCTURA

S AL DYNAMICS / FALL 2011

A veryy importan nt case in thhe study of vibrations of

In otherr words, the system vibrates

In this ccase, the sysstem is said

FIGURE: Free vibration of an undamped 2-DOF system.

FIGURE: Free vibration of a classically damped 2-DOF system.

FIGURE: 2-DOF system: Rigid bar on elastic supports.

FIGURE: Cantilever beam & L-shaped frame modeled as 2-DOF systems.

(2) When ma atrices & are both

(3) When is singular,

(4) The eigenv

(5) The eigen nvectors off an algebraic eigenvalu

(6) Any arbitr rary vecto

 We consideer a set of re s , , ⋯ , in linear space

 The vectorss , , ⋯ , are said tot be linear

can be sattisfied onlly for the trivial

 If relation (1) t coefficieents , , ⋯ ,

The eigenvalue problem,

can be best discussed if it can be transformed to an ‘equivalent’ eigenvalue problem in

NOTE: In the mathematical literature, the eigenvalue problem is referred to as

NOTE: When = diagonal (i.e.

where is a real nonsingular matrix.

Next, we consider the linear transformation:

from which we obtain the inverse transformation:

The inverse is guaranteed to exist because is non-singular.

where, considering the relation , we conclude that:

i.e. matrix is a real symmetric matrix.

If matrix is real, symmetric and positive definite, then there

 the columns of matrix consist of the orthonormal eigenvectors of , and

Consequently, also is non-singular.

Summary of the Results of the Analysis

By decomposing the mass matrix as , we have converted the generalized

(1) The eigenvalues for are real, because is real symmetric.

‘ -orthogonality’ 0 , which leads to:

Sylvester’s ‘law of inertia’: For a non-singular and a real-symmetric matrix , the

The inertia of a real-symmetric matrix is defined as the triple , , & in which

The Symmetric Eigenvalue Problem (Standard Form )

Condition for non-trivial (i.e. ) solution:

The characteristic equation possesses solutions , ,⋯, , which

The numbers , ,⋯, are known as the eigenvalues of .

To every eigenvalue corresponds a vector , where is referred to as the eigenvector

The magnitude of the eigenvectors can be rendered unique by a process known as

We wish to explore how the eigenvalues of a matrix change if a given number is

To this end we subtract from both sides of , i.e.

Hence, subtraction of the constant from the main diagonal elements of

The eigenvalues of a real-symmetric matrix are real.

As a corollary, the eigenvectors of a real symmetric matrix are real.

Two eigenvectors of a real-symmetric matrix belonging to two

so that the eigenvectors are orthogonal.

i.e. two eigenvectors belonging to two distinct eigenvalues of a

The ortthogonaliity proper rty ( ) of eigenvvectors

The queestion arises as to wha

The ansswer to the above questtion lies in the

[for a proof see secction 1.18 of HILDEBR

If an eigenvaalue off a real-symmettric mattrix haas

These eeigenvectorss are not un

The lineearly indepeendent eigeenvectors co

Of courrse, the eigenvectors beelonging to the

Gram-Schmidt orthogonalization procedure

A set of independent vectors, however, can be rendered orthogonal.

We consider a set of linearly independent vectors , , ⋯ , and denote the desired