The document provides an overview of the topics covered in Unit III of a mathematics for computing course, which includes eigenvalues and eigenvectors, Cayley-Hamilton theorem, diagonalization of matrices, positive definite matrices, and applications to Markov matrices. The key steps for finding eigenvalues and eigenvectors are outlined. Diagonalization is described as replacing a matrix with a corresponding diagonal matrix to simplify computations. Methods for testing positive definite matrices are also mentioned.
The document provides an overview of the topics covered in Unit III of a mathematics for computing course, which includes eigenvalues and eigenvectors, Cayley-Hamilton theorem, diagonalization of matrices, positive definite matrices, and applications to Markov matrices. The key steps for finding eigenvalues and eigenvectors are outlined. Diagonalization is described as replacing a matrix with a corresponding diagonal matrix to simplify computations. Methods for testing positive definite matrices are also mentioned.
The document provides an overview of the topics covered in Unit III of a mathematics for computing course, which includes eigenvalues and eigenvectors, Cayley-Hamilton theorem, diagonalization of matrices, positive definite matrices, and applications to Markov matrices. The key steps for finding eigenvalues and eigenvectors are outlined. Diagonalization is described as replacing a matrix with a corresponding diagonal matrix to simplify computations. Methods for testing positive definite matrices are also mentioned.
Course: B.Sc. (H) Computer Science Unit-III Content of Unit-III I. EigenValue and EigenVector: Characteristic Polynomial, II.Cayley Hamilton Theorem (Only in numericals), III.Eigen Value And Eigen Vector of a Matrix, IV.Eigenspaces, V. Diagonalization, VI.Positive Definite Matrices, VII.Applications to Markov Matrices Firstly We Need to Revise Unit-I’s Topic:- DETERMINANTS Ans.:- Topic:- I, III & IV EIGENVALUE AND EIGENVECTOR: CHARACTERISTIC POLYNOMIAL, EIGEN VALUE AND EIGEN VECTOR OF A MATRIX, EIGENSPACES. STEPS FOR FINDING EIGENVALUE AND EIGENVECTORS
• Step 1: Construct a polynomial
• Step 2: Find eigenvalues of by solving that will be . • Step 3: Find the Eigen space for each of the eigenvalues of A. • Step 4: Next, solve the homogeneous system for all the Eigenvalue . • Step 5: Further, with help of the augmented matrix and gauss Jorden method find the solution set for the homogeneous system which will give Eigen space . • Step 6: Finally, find the eigenvectors for the Eigenvalue which will be the nonzero scalar multiples of Topic:-II CAYLEY-HAMILTON THEOREM (ONLY IN NUMERICALS) Topic:- DIAGONALIZATION • One of the most important uses of eigenvalues and eigenvectors is in the diagonalization of matrices.
• Because diagonal matrices have such a simple structure, it is
relatively easy to compute a matrix product when one of the matrices is diagonal. • As we will see later, other important matrix computations are also easier when using diagonal matrices. • Hence, if a given square matrix can be replaced by a corresponding diagonal matrix, it could greatly simplify computations involving the original matrix. [ 𝟔 𝟔 𝟏𝟐 ] ,− ,− ,𝟔 = [ 𝟏,−𝟐 ,−𝟒 𝟔 𝟑 𝟑 Topic:-VI Positive Definite Matrices • There are three method to test positive definite matrices, which are as follows: Topic:-VII Applications to Markov Matrices Check Matrix P is Markov Matrices or not?