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Eigenvalue

This document discusses eigen values and eigen vectors of matrices. It begins by defining eigen values and eigen vectors. It then provides examples of finding the eigen values and eigen vectors of different matrices. The key points are: 1) An eigen value λ of a matrix A is a scalar such that there exists a non-zero vector x where Ax = λx. 2) The eigen vectors of a matrix are the non-zero solutions to the equation (A - λI)x = 0, where λ is an eigen value and I is the identity matrix. 3) The eigen values of a matrix are the roots of the characteristic polynomial of A. 4) The eigen vectors associated with

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alienxx
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410 views

Eigenvalue

This document discusses eigen values and eigen vectors of matrices. It begins by defining eigen values and eigen vectors. It then provides examples of finding the eigen values and eigen vectors of different matrices. The key points are: 1) An eigen value λ of a matrix A is a scalar such that there exists a non-zero vector x where Ax = λx. 2) The eigen vectors of a matrix are the non-zero solutions to the equation (A - λI)x = 0, where λ is an eigen value and I is the identity matrix. 3) The eigen values of a matrix are the roots of the characteristic polynomial of A. 4) The eigen vectors associated with

Uploaded by

alienxx
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Eigen Values

&
Eigen Vectors
Let A be n x n matrix.

λ is eigen value of A
if there exists a nonzero vector
x ∈ R such that Ax = λx
n

x is called an eigen vector of A


associated with λ
Eigen value / proper value /
characteristic value /
latent value

eigen vector / proper vector /


characteristic vector /
latent vector.
NOTE:
0 can not be an eigenvector
but 0 can be an eigenvalue.

A may have many different


eigenvectors associated with an
eigenvalue λ , since rx , r ≠ 0 is
also an eigenvector if x is an
eigenvector of A.
Ex.1 : Let A = I n .
Find it’s eigenvalues
and corresponding eigenvectors.

Sol. : Eigenvalue : λ = 1
Eigenvector : every nonzero
vector x ∈ R n
Ex.2 : Let
3 1
A= 
6 2
Find the eigenvalues of A
and associated eigenvectors.
Sol. : Eigenvalue : λ = 0, 5
Eigenvectors associated with λ = 0 :
 r  1 
− 3 r , r ≠ 0 ,
In particular,  − 3
   
Eigenvectors associated with λ = 5 :
r   1
2 r , r ≠ 0 , In particular,  2
   
Definition :
Let An×n = [aij ] . Then
λ − a11 − a12  − a1n
− a 21 λ − a 22  − a 2 n
f (λ ) =| λ I n − A | =
  
− a n1 − a n 2  λ − a nn
is characteristic polynomial of A
and
| λ I n − A |= 0
is characteristic equation of A.
Th 8.1 :
An×n is singular iff
0 is an eigenvalue of A.

Th 8.2 :
The eigenvalue of A are the
real roots of the
characteristic polynomial of A.
Ex3/354 Let
 1 2 1

A =  0 1 2 
− 1 3 2
Find characteristic polynomial of A.
Sol. :
f (λ ) = | λ I 3 − A | = λ − 4λ + 7
3 2
Ex.2 : Let
 3 2 4

A= 2 0 2 
 4 2 3 
Find the eigenvalues and associated
eigenvectors of A.
Sol. : Characteristic equation is
λ − 6λ − 15λ − 8 = 0
3 2

Eigenvalue : λ = −1, − 1, 8
Eigenvectors associated with λ = −1 :
 1  0
 − 2 ,  − 2
    (IMP)
 0   1 

Eigenvectors associated with λ = 8 :


2 
1 
 
 2 
Rref= 1 0 -1; 0 1 -1/2; 0 0 0
Ex: Let
 1 0 0

A= 2 1 0 
 3 2 0 
Find the eigenvalues and associated
eigenvectors of A.
Sol. : Characteristic equation is
λ (λ − 1) (λ − 1) = 0
Eigen values : λ = 1, 1, 0
Eigenvectors associated with λ = 1 :
 0
1
 
 2 
Eigenvectors associated with λ = 0 :
0 
0 
  (IMP)
 1 
Ex:Find eigen values and eigen vectors
for the matrix
1 1 3

A = 1 5 1 
 3 1 1 

Sol: Characteristic equation


| A - λ I | =0
(λ+2)(λ-3)(λ-6)=0
Eigen values λ = -2, λ = 3, λ = 6
Let X = [ x, y, z ] be eigen vector
corresponding to λ
Then ( A – λ I ) X = 0

1 − λ 1 3  x 
1 5−λ 1    y = 0
  
3 1 1 − λ   z 
For λ = -2
We have
3 x + y + 3z = 0
x + 7y + z = 0
3x + y + 3z =0
Hence x = -1, y = 0, z = 1
X1 = ( -1, 0, 1 ) is eigen vector
corresponding to λ = -2
Eigen vector corresponding to λ = 3 is
(1, -1, 1)

Eigen vector corresponding to λ = 6 is


(1, 2, 1)
NOTE:
All non-zero multiple of X1 is an eigen
vector corresponding to λ = -2
EIGEN SPACE

Let A be n x n matrix
Let λ be an eigen value of A

Let V = { x | ( A – λ I ) x = 0 } U { 0 }
Then V is a subspace of Rn

V = Eigen space of A corresponding


to eigen value λ
Ex:
Find eigen values and eigen vectors
for the matrix
− 9 4 4

A = − 8 3 4 
 − 16 8 7 
Sol: Characteristic equation
| A - λ I | =0
(λ+1)(λ+1)(λ-3)=0
Eigen values λ = -1, λ = -1, λ = 3
Let X = [ x, y, z ] be eigen vector
corresponding to λ
Then ( A – λ I ) X = 0

− 9 − λ 4 4 x 
− 8 3−λ 4  y = 0
  
− 16 8 7 − λ   z 
For λ = 3
We have
12 x + 4y + 4z = 0
-8x + 0 y + 4z = 0
-16 x + 8y + 4 z = 0
Hence -x + y = 0
-2y + z = 0
Hence x = y = z / 2
Let z = 2
X1 = ( 1, 1, 2 ) is eigen vector
corresponding to λ =3
For λ = -1
We have
-8 x + 4y + 4z = 0
-8x + 4 y + 4z = 0
-16 x + 8y + 8 z = 0
Hence -2x + y + z = 0
Hence Eigen space of λ = -1 is
{ (x, y, z) | -2x + y + z = 0 }
= { (x, y, z) | y = 2 x - z }
= { (x, 2 x - z, z) | x, z € R }
= { (x, 2 x, 0) + ( 0, -z, z ) | x, z € R }
= { x(1, 2, 0) + z( 0, -1, 1 ) | x, z €
R}
= [ { (1, 2, 0), ( 0, -1, 1 ) } ]
Hence set of eigen vectors are
{ (1, 2, 0), ( 0, -1, 1 ) } – { ( 0, 0, 0, )}
Ex17/354 : Let
 2 1 0

A= 1 2 
1  , λ = 2.
 0 1 2
Find a basis for the eigenspace
associated with λ .
Sol. : Eigenvectors associated with
λ = 2 : [( 1, 0, − 1 )] ~ ( 0, 0, 0 )
and hence, a basis is {(1, 0, − 1)} .

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