LINEAR ALGEBRA

Tim Dosen Pengampu

TM10 dan TM11

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 [1] Eigen Vectors and Eigen Values

[2] The characteristic Equation

Outline
[3] Diagonalization

[4] Eigen Vectors and Transformation

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Eigen Vectors and Eigen Values

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Eigen Values and Eigen Vectors

Contoh: Apakah u dan v adalah eigenvectors dari A.

Solusi:
u merupakan eigenvector dari
eigenvalue -4
namun v bukan eigenvector karena
Av bukan perkalian dari v

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Eigen Values and Eigen Vectors

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Eigen Values and Eigen Vectors
• Sebuah matrik A, x merupakan eigenvector dan  adalah
eigenvalue terkait jika Ax = x
• A merupakan matrik square dan determinant dari A - I harus sama
dengan nol
Ax - x = 0 iff (A - I) x = 0
• Trivial solution jika x = 0
• Nontrivial solution terjadi ketika det(A - I) = 0
• Apakah eigenvectors itu unique?
• If x adalah eigenvector, maka x juga eigenvector dan  adalah
eigenvalue
A(x) = (Ax) = (x) = (x)
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Contoh:

Solusi:
 Contoh:

Solusi:

Page 8
Latihan : Find the eigenvalues of A, and for each eigenvalue, find an eigenvector where

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THE CHARACTERISTIC EQUATION

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Characteristic Equation

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Similarity

If A and B are n x n matrices, then A is similar to B if there is an invertible matrix P

such that P-1AP = B, or, equivalently, A = PBP-1.

Changing A into P-1AP is called a similarity transformation.

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Similarity

Similar matrices have the same eigenvalues

Proof
Let A and B be similar matrices. Hence there exists a matrix C such that B = C–
1
AC.
The characteristic polynomial of B is |B – In|. Substituting for B and using the
multiplicative properties
B  Iofdeterminants,
C 1 AC  I weC get1 ( A  I )C

 C 1 A  I C  A  I C 1 C
 A  I C 1C  A  I I
 A  I
The characteristic polynomials of A and B are identical. This means that their
eigenvalues are the same.

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DIAGONALITY

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Diagonalization

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Diagonalization
Let A be an n  n matrix.
(a) If A has n linearly independent eigenvectors, it is diagonalizable.
The matrix C whose columns consist of n linearly independent eigenvectors
can be used in a similarity transformation C–1AC to give a diagonal matrix
D. The diagonal elements of D will be the eigenvalues of A.
(b) If A is diagonalizable, then it has n linearly independent eigenvectors

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Contoh
Diagonalize the following matrix, if possible

That is, find an invertible matrix P and a diagonal matrix D such that A = PDP-1

Step 1. Find the eigenvalues of A

The eigenvalues are 1 = 1 and 2 = –2

Step 2. Find three linearly independent eigenvectors of A

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Solution
Step3. Construct P from the vectors in step 2

Step4. Construct D from the corresponding eigenvalues

AP = PD is equivalent to A = PDP-1
where P is invertible

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Contoh
  4  6
(a) Show that the matrix A   3 5  is diagonalizable.
(b) Find a diagonal matrix D that is similar to A.
(c) Determine the similarity transformation that diagonalizes A.
Solution

(a) The eigenvalues and corresponding eigenvector of this matrix

  1   2
1  2, v1  r   2  1, and v 2  s  
 1  1
Since A, a 2  2 matrix, has two linearly independent eigenvectors, it is
diagonalizable.

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Solution (b) A is similar to the diagonal matrix D, which has diagonal elements
1 = 2 and 2 = –1. Thus
  4  6 2 0 
A  is similar to D   
 3 5  0  1
(c) Select two convenient linearly independent eigenvectors, say
 1   2
v1    and v 2   
 1  1
Let these vectors be the column vectors of the diagonalizing matrix C.
  1  2
We get C
1 1 
1
1   1  2   4  6   1  2
C AC    3  1 
 1 2   5  1 
 1 2    4  6   1  2  2 0 
        D
 1  1  3 5  1 1  0  1
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If A is similar to a diagonal matrix D under the transformation C–1AC, then it can
be shown that Ak = CDkC–1.
This result can be used to compute Ak. Let us derive this result and then apply it.

D k  (C 1 AC ) k  (C 1 AC )  (C 1 AC )  C 1 Ak C
         
k times

This leads to
Ak  CD k C 1

Example:

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Latihan
Diagonalize the following matrix, if possible

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EIGEN VECTORS AND LINEAR
TRANSFORMATIONS

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Linear Transformations

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Linear Transformations

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Terimakasih

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