Contents of the this lecture

Eigenvalues and Eigenvectors

General Approach to Find
Eigenvalues and Eigenvectors
 Eigenvalues and eigenvectors
 An eigenvalue of a square matrix is a number such that the vector equation

has a non-zero solution vector

 The solution vector is then called an eigenvector of the matrix corresponding to the eigenvalue
 For example:
= no multiple of

 An eigenvector is a vector different from the null vector which does not change direction in the
transformation (except if the transformation turns the vector to the opposite direction)
 The eigenvalue is the value of the vector's change in length (stretching)
 The word "eigen" is a German word, and means "its own"
Physical Illustration of Eigenvalues and Eigenvectors

 The image is changed in such a way that the red arrow (vector) does not change its direction,
but the blue one changes. Therefore the red vector is an eigenvector of this transformation,
the blue one is not
 Since the red vector does not change its length, its eigenvalue is 1
 Procedure to find the eigenvalues and eigenvectors

 The value is an eigenvalue of an matrix if and only if

 The roots of the above equation are the eigenvalues of

 The-th degree polynomial is called the characteristic polynomial of
 An eigenvalue of can be real, complex, and repeated/multiple
 There could be at most distinct eigenvalues of
 Once an eigenvalue is known, an eigenvector corresponding to can
be determined by solving the homogeneous system
 Procedure to find the eigenvalues and eigenvectors

Example: Find all the eigenvalues and eigenvectors of the following matrix:

Solution: The characteristic polynomial of the matrix is given by,

The roots of are the eigenvalues of the matrix, as follows:

 Finding an eigenvector corresponding to
An eigenvector, say , can be determined by solving the following system:

Let us solve the linear system by the Gaussian elimination method

For this, the augmented matrix is formed as:
Using this form with Eq., gives the following system:

Thus, is the required eigenvector

Finding an eigenvector corresponding to:
An eigenvector, say , can be determined by solving the following system:

Let us solve the linear system by the Gaussian elimination method. For this, the augmented
matrix is formed as:
Using this form with Eq., gives the following system:

Thus,
Finding an eigenvector corresponding to:
An eigenvector, say , can be determined by solving the
following system:

Let us solve the linear system by the Gaussian

elimination method. For this, the augmented matrix is
formed as:
Using this form with Eq., gives the following system:

Thus,
 Some Properties of Eigenvalues

Suppose that are the eigenvalues of an matrix

Following are some important results about the eigenvalues

If are the distinct eigenvalues of a matrix with corresponding

eigenvectors , respectively, then the said eigenvectors are linearly
independent
 Some Properties of Eigenvalues

Since the eigenvalues of the matrix are

Real Life Application of Eigenvalues and Eigenvectors

 Google's PageRank
 Google's extraordinary success as a search engine was due to
their clever use of eigenvalues and eigenvectors
 Google's methods for delivering the most relevant result for
our search queries use PageRank technique
Real Life Applications of Eigenvalues and Eigenvectors

 Let's assume the Web contains 6 pages only

 The author of Page 1 thinks pages 2, 4, 5, and 6 have good content, and links to
them
 The author of Page 2 only likes pages 3 and 4 so only links from his page to them
 The links between these and the other pages in this simple web are summarized
in this diagram
Real Life Applications of Eigenvalues and Eigenvectors

 Their task was to find the "most important" page for a particular search query, as indicated
by the writers of all 6 pages
 For example, if everyone linked to Page 1, and it was the only one that had 5 incoming links,
then it would be easy - Page 1 would be returned at the top of the search result.
 However, we can see some pages in our web are not regarded as very important
 For example, Page 3 has only one incoming link
 The PageRank regarded the pages with many incoming links as
more important than other pages
 For the 6-page web, we can form a "link matrix" representing the
relative importance of the links in and out of each page
 Considering Page 1, it has 4 outgoing links (to pages 2, 4, 5, and 6)
 So in the first column of our "links matrix A", we place value 1/4​in
each of rows 2, 4, 5 and 6, since each link is worth 1/4​of all the
outgoing links
 The rest of the rows in column 1 have value 0, since Page 1
doesn't link to any of them
 Meanwhile, Page 2 has only two outgoing links, to pages 3 and 4
 So in the second column we place value 1/2​in rows 3 and 4, 0 in
the rest rows
 We continue the same process for the rest of the 4 pages
 Now we obtain eigenvalues of A

 which are −0.72031, −0.13985±0.39240 i, 0 and 1

 We can only use the non-negative values of here and for such PageRank problems we
always take
 For , the eigenvector is
 As fifth component is for the page 5
 So it has the highest PageRank (of 8 in the above vector), we conclude it is the most
"important", and it will appear at the top of the search results
Assignment
 Find out one Real Life Application of Eigenvalues and
Eigenvectors
 Assignment NO 2 (Part a)
Q1: Find all the eigenvalues and eigenvectors of the given matrix
Ans: ,
Q2: Find all the eigenvalues and eigenvectors of the given matrix
Ans: , , ,
Q3: Find all the eigenvalues and eigenvectors of the given matrix
Ans: , , ,