Lecture 08 LT Eigenvalues

Linear Transformation Eigenvalues and Eigenvectors Applications of Eigenvalue Problems Special Matrices Examples
Linear Algebra
Lecture - 08: Linear Transformations; Eigenvalues and Eigenvectors
Nijjwal Karak
BITS Pilani, Hyderabad Campus
nijjwal@hyderabad.bits-pilani.ac.in
March 2, 2024
1 / 57
Outline
Linear Transformation
Eigenvalues and Eigenvectors
Applications of Eigenvalue Problems
Special Matrices
Examples
2 / 57
Linear Transformation
Definition
Let V and W be vector spaces, and let f : V → W be a function from V to W. Then
f is a linear transformation if and only if the following conditions are true
• f (v 1 + v 2 ) = f (v 1 ) + f (v 2 ), for all v 1 , v 2 ∈ V
• f (cv) = cf (v), for all c ∈ R and all v ∈ V
3 / 57
Linear Transformation: Examples
Example
Consider the mapping f : Mmn → Mnm , given by f (A) = AT for any m × n matrix
A. Is f a linear transformation ?
4 / 57
Example
A. Is f a linear transformation ? Yes
4 / 57
Example
Example
Consider the function g : Pn → Pn−1 , given by g(p) = p′ . Is g a linear
transformation ?
4 / 57
Example
Example
Consider the function g : Pn → Pn−1 , given by g(p) = p′ . Is g a linear
transformation ? Yes
4 / 57
Example
Consider the mapping f : R2 → R2 , given by f (x, y) = [x + 1, y + 1]. Is f a
linear transformation ?
5 / 57
Example
linear transformation ? No
5 / 57
Example
Example
Let A be any m × n matrix. Consider the mapping f : Rn → Rm defined by
f (x) = Ax, for all x ∈ Rn . Is f a linear transformation ?
5 / 57
Example
Example
Let A be any m × n matrix. Consider the mapping f : Rn → Rm defined by
f (x) = Ax, for all x ∈ Rn . Is f a linear transformation ? Yes
5 / 57
Example
Consider the mapping f : M22 → R3 , defined by
" #!
a b
f = [b, 0, c]
c d
• Is f a linear transformation ?
6 / 57
Example
Consider the mapping f : M22 → R3 , defined by
" #!
a b
f = [b, 0, c]
c d
• Is f a linear transformation ? Yes
6 / 57
Linear Operator
Definition
Let V be a vector space. A linear transformation whose domain and codomain are
both V is called a linear operator
7 / 57
Linear Operator
Definition
Examples
• Identity linear operator: The mapping f : V → V defined by f (v) = v, for all
v∈V
7 / 57
Linear Operator
Definition
Examples
• Identity linear operator: The mapping f : V → V defined by f (v) = v, for all
v∈V
• Zero linear operator: The mapping f : V → V defined by f (v) = 0V , for all
v∈V
7 / 57
Reflection Operators
The reflection operators are linear transformations
Examples (In two-dimensions)

• The mapping f : R2 → R2 defined by f ([v1 , v2 ]) = [−v1 , v2 ]. This operator is
called reflection about y-axis
8 / 57
Examples (In two-dimensions)

• The mapping f : R2 → R2 defined by f ([v1 , v2 ]) = [−v1 , v2 ]. This operator is
called reflection about y-axis
• The mapping f : R2 → R2 defined by f ([v1 , v2 ]) = [v1 , −v2 ]. This operator is

called reflection about x-axis
8 / 57
Examples (In three-dimensions)

• The mapping f : R3 → R3 defined by f ([v1 , v2 , v3 ]) = [v1 , v2 , −v3 ]. This opera-
tor is called reflection about xy-plane
9 / 57

• The mapping f : R3 → R3 defined by f ([v1 , v2 , v3 ]) = [−v1 , v2 , v3 ]. This opera-
tor is called reflection about yz-plane
9 / 57

• The mapping f : R3 → R3 defined by f ([v1 , v2 , v3 ]) = [−v1 , v2 , v3 ]. This opera-
tor is called reflection about yz-plane
• The mapping f : R3 → R3 defined by f ([v1 , v2 , v3 ]) = [v1 , −v2 , v3 ]. This opera-
tor is called reflection about xz-plane
9 / 57
Contraction and Dilation Operators
Examples
The mapping f : Rn → Rn defined by f (v) = kv, for all v ∈ Rn
• If |k| > 1, then the operator f is called a dilation (lengthening) of the vectors in
Rn
• If |k| < 1, then the operator f is called a contraction (shrinking) of the vectors in
Rn
Contraction/dilation operators are linear transformations
10 / 57
Projection Operators
Examples
• f : R3 → R3 defined by f ([v1 , v2 , v3 ]) = [v1 , v2 , 0]. f maps each vector in R3 to
a corresponding vector in the xy-plane
• f : R3 → R3 defined by f ([v1 , v2 , v3 ]) = [v1 , 0, v3 ]. f maps each vector in R3 to
a corresponding vector in the xz-plane
• f : R3 → R3 defined by f ([v1 , v2 , v3 ]) = [0, v2 , v3 ]. f maps each vector in R3 to
a corresponding vector in the yz-plane
• The mapping f : R4 → R4 defined by f ([v1 , v2 , v3 , v4 ]) = [0, v2 , v3 , 0]. This
operator maps each vector in R4 to a corresponding vector whose first and fourth
coordinates are zero
• Find the inverse transformation of L : R2 → R2 defined by L(x1 , x2 ) = (x2 , 2x1 −
x2 ).
11 / 57
Definition (Eigenvalues)
Let A be an n × n matrix. A real number λ is an eigenvalue of A if and only if there
is a non-zero vector x such that Ax = λx
Definition (Eigenvectors)
A non-zero vector x that satisfies Ax = λx is an eigenvector corresponding to the
eigenvalue λ
12 / 57
Remarks
• λ = 0 can be an eigenvalue
• x = 0 is not an eigenvector although it satisfies Ax = λx
• If x is an eigenvector then cx, c ̸= 0 is also an eigenvector
• Eigenvalues are also called characteristic values and eigenvectors are
known as characteristic vectors
• They are very useful in many branches of engineering and physics.
13 / 57
Finding the Eigenvalues
Definition (Characteristic Polynomial of a Matrix)

Let A be an n × n matrix. The characteristic polynomial of A is the polynomial
pA (λ) = |A − λIn |
• The degree of this polynomial is n

• The eigenvalues of A are the roots of the polynomial equation
pA (λ) = |A − λIn | = 0
• Therefore it can have at most n roots
• The roots could be all distinct and/or in multiples
• Basically, this is a method to find the eigenvalues of a given matrix
14 / 57
Algebraic Multiplicity of an Eigenvalue
Definition
The algebraic multiplicity of an eigenvalue λ of a given matrix A is the number of
times λ appears as a root of the characteristic polynomial pA (λ).
15 / 57
Eigenvalues of Special Matrices
• If A is any diagonal matrix then the eigenvalues of A are the entries on the
diagonal of that matrix
• If A is any triangular matrix, then the eigenvalues of A are the entries on the
main diagonal of A
16 / 57
Finding the eigenvectors
• For each eigenvalue λ, we have

(A − λI) x = 0
• Construct the augmented matrix (A − λI|0)
• Reduce the above matrix to RREF
• Then solve the linear system for the solution x
• This is the eigenvector corresponding to the eigenvalue λ
17 / 57
Eigenspace
Definition
Let A be an n × n matrix and let λ is an eigenvalue of A. Then the set of all
eigenvectors of A corresponding to the eigenvalue λ along with the 0 vector is called
the eigenspace of λ.
Eλ = {x|Ax = λx}
The system Ax = λx can also be written as
Ax = λx
Ax = λIn x
=⇒ Ax − λIn x = 0
=⇒ (A − λIn ) x = 0
Note: The eigenspace of any eigenvalue λ of an n × n matrix is a subspace of Rn .
18 / 57
Eigenspace
Consider the system (A − λIn ) x = 0 with A being an n × n matrix
• The eigenspace of λ is the set of all solutions of the above system
• It is a homogeneous system
• Always consistent =⇒ Either unique solution or infinitely many
• The condition |A − λIn | = 0 implies infinitely many solutions
19 / 57
Applications of Eigenvalue Problems
Eigenvalue problems are useful in many Engineering problems. Some of the

applications are:
• Elastic deformations
• Markov processes
• Population models
20 / 57
Special Matrices
Definition (Symmetric)
A real square matrix A is called symmetric if AT = A
• The eigenvalues of a symmetric matrix are real
Definition (Skew-Symmetric)
A real square matrix A is called skew-symmetric if AT = −A
• The eigenvalues of a skew-symmetric matrix are pure imaginary
Definition (Orthogonal)
A real square matrix A is called orthogonal if A−1 = AT
• The eigenvalues of an orthogonal matrix are real or complex conjugates in pairs
and have absolute value 1
21 / 57
Examples
22 / 57
Examples
23 / 57
Examples
24 / 57
Examples
25 / 57
Examples
26 / 57
Examples
27 / 57
Examples
28 / 57
Examples
29 / 57
Examples
30 / 57
Examples
31 / 57
Examples
32 / 57
Examples
33 / 57
Examples
34 / 57
Examples
35 / 57
Examples
36 / 57
Examples
37 / 57
Examples
38 / 57
Examples
39 / 57
Examples
40 / 57
Examples
41 / 57
Examples
42 / 57
Examples
43 / 57
Examples
44 / 57
Examples
45 / 57
Examples
46 / 57
Examples
47 / 57
Examples
48 / 57
Examples
49 / 57
Examples
50 / 57
Examples
51 / 57
Examples
52 / 57
Examples
53 / 57
Examples
54 / 57
Examples
55 / 57
Examples
56 / 57
Examples
57 / 57

Lecture 08 LT Eigenvalues

Uploaded by

Copyright:

Available Formats

You might also like

Lecture 08 LT Eigenvalues

Uploaded by

Document Information

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

Lecture 08 LT Eigenvalues

Uploaded by

Copyright:

Available Formats

Linear Transformation Eigenvalues and Eigenvectors Applications of Eigenvalue Problems Special Matrices Examples

Eigenvalues and Eigenvectors

Applications of Eigenvalue Problems

• f (cv) = cf (v), for all c ∈ R and all v ∈ V

Linear Transformation: Examples

Linear Transformation: Examples

Linear Transformation: Examples

Linear Transformation: Examples

Linear Transformation: Examples

Linear Transformation: Examples

Linear Transformation: Examples

Linear Transformation: Examples

Linear Transformation: Examples

Linear Transformation: Examples

The reflection operators are linear transformations

Examples (In two-dimensions)

The reflection operators are linear transformations

Examples (In two-dimensions)

• The mapping f : R2 → R2 defined by f ([v1 , v2 ]) = [v1 , −v2 ]. This operator is

The reflection operators are linear transformations

Examples (In three-dimensions)

The reflection operators are linear transformations

Examples (In three-dimensions)

The reflection operators are linear transformations

Examples (In three-dimensions)

Contraction and Dilation Operators

Contraction/dilation operators are linear transformations

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors

Finding the Eigenvalues

Definition (Characteristic Polynomial of a Matrix)

• The degree of this polynomial is n

Algebraic Multiplicity of an Eigenvalue

Eigenvalues of Special Matrices

Finding the eigenvectors

• For each eigenvalue λ, we have

• Construct the augmented matrix (A − λI|0)

• Reduce the above matrix to RREF

• Then solve the linear system for the solution x

• This is the eigenvector corresponding to the eigenvalue λ

Consider the system (A − λIn ) x = 0 with A being an n × n matrix

• The eigenspace of λ is the set of all solutions of the above system

• Always consistent =⇒ Either unique solution or infinitely many

• The condition |A − λIn | = 0 implies infinitely many solutions

Applications of Eigenvalue Problems

Eigenvalue problems are useful in many Engineering problems. Some of the

You might also like