Linear Algebra

Linear Algebra
M. van der Weiden
Week 5

[email protected]

4 oktober 2022

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 Linear Algebra
Recap

Solve the system:

x1 + x2 = −1
x1 + 2x2 = 0
x1 + 3x2 = 1

Calculate the rank(A) and the rank(A : b) and conclude how many free
variables there are.

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 Linear Algebra
Answer recap

There are no free variables and the rank(A) = rank(A : b) = 2.

After Gauss elimination the augmented matrix has become:
   
1 1 −1 1 0 −2
0 1 1  − r1−r2 
−−−→ 0 1 1 
0 0 0 0 0 0

Giving the solution for Ax = b:

   
x1 −2
=
x2 1

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 Linear Algebra
Subjects

Eigenvalues
Eigenvectors

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 Linear Algebra
Properties of eigenvalues

Let A by a n × n invertible matrix, then:

The eigenvalues of A are the eigenvalues of AT
If A is a triangular matrix, then the diagonal elements of A are the
eigenvalues of A
1
If λ is an eigenvalue of A with the eigenvector ~x, then is an
λ
eigenvalues of A−1 with the eigenvector ~x
If A is a symmetrical matrix there are 3 eigenvalues and a set of 3
orthogonal (linearly independent) eigenvectors

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 Linear Algebra
Eigenvalues

How to obtain the eigenvalues?

To that we need to rewrite the equation (the eigenvalue problem): A~x = λ~x.

A~x = λI~x
A~x − λI~x = 0
(A − λI)~x = 0

~x = 0 is not allowed. This means that (A − λI) needs to have a solution and
therefore the matrix A needs to be invertible, no eigenvalue of zero.

det(A − λI) = 0 is called the characteristic equation.

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 Linear Algebra
Eigenvalues example 2 × 2

 
2 −1
Find the eigenvalues of A = .
−1 2

Does it matter if you use det(λI − A) = 0?

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 Linear Algebra
Eigenvalues example 2 × 2
 
2 −1
Find the eigenvalues of A = .
−1 2

     
2 −1 λ 0 2 − λ −1
A − λI = − =
−1 2 0 λ −1 2 − λ

 
2 − λ −1 
det(A − λI) = det 
 =
−1 2 − λ
(2 − λ)2 − (−1)2 = λ2 − 4λ + 3 = (λ − 3)(λ − 1) = 0

Conclusion the eigenvalues are λ1 = 1 and λ2 = 3.

Does it matter if you use det(λI − A) = 0? No
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 Linear Algebra
Eigenvectors example 2 × 2

How to find the eigenvector that corresponds to the eigenvalue λ = 1?

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 Linear Algebra
Eigenvectors example 2 × 2
How to find the eigenvector that corresponds to the eigenvalue λ1 = 1?
(A − λ1 )~x = 0 needs to be solved. Lets first find A − λ1 for λ1 = 1:
     
2 − λ −1 2 − 1 −1 1 −1
= =
−1 2 − λ −1 2 − 1 −1 1
Then use the augmented matrix
   
1 −1 0 1 −1 0
−−−−→
−1 1 0 r2+r1 0 0 0

This means that the equation x1 − x2 = 0 → − x1 = x2 . Then you set x2 = α

1
(free variable) and obtain the eigenvector e~1 = α .
1
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 Linear Algebra
Exercise 1

Find the eigenvector of the eigenvalue λ2 = 3.

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 Linear Algebra
Eigenvalues example 3 × 3

 
4 −5 −10
How to calculate the eigenvalues of the matrix A = 2 3 −2 .
2 −6 −8

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 Linear Algebra
Eigenvalues example 3 × 3
 
4 −5 −10
How to calculate the eigenvalues of the matrix A = 2 3 −2 .
2 −6 −8
     
4 −5 −10 λ 0 0 4 − λ −5 −10
A − λI = 2 3 −2  −  0 λ 0  =  2 3−λ −2 
2 −6 −8 0 0 λ 2 −6 −8 − λ
 
4 − λ −5 −10 
 
det(A − λI) =  2
 3−λ −2  =
 2 −6 −8 − λ
     
3 − λ −2  −5 −10   −5 −10
(4 − λ) 
 − 2 + 2
 
−6 −8 − λ −6 −8 − λ 3 − λ −2 
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 Linear Algebra
Eigenvalues example 3 × 3

det(A − λI) = (4 − λ)((3 − λ)(−8 − λ) − (−2)(−6)) − 2(−5(−8 − λ) − 60)

+2(10−(3−λ)(−10)) = (4−λ)(λ2 +5λ−36+10+20) = (4−λ)(λ2 +5λ−6)

= (4 − λ)(λ − 1)(λ + 6)
Thus λ1 = 1, λ2 = 4 and λ3 = −6

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 Linear Algebra
Eigenvector example 3 × 3

Find the eigenvector that corresponds to the eigenvalue λ1 = 1.

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 Linear Algebra
Eigenvector example 3 × 3

Find the eigenvector that corresponds to the eigenvalues λ1 = 1.

     
4 − λ1 −5 −10 4−1 −5 −10 3 −5 −10
 2 3 − λ1 −2  =  2 3−1 −2  = 2 2 −2 
2 −6 −8 − λ1 2 −6 −8 − 1 2 −6 −9

Now make the augmented matrix and preform some row operations to
simplify the matrix.

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 Linear Algebra
Eigenvector example 3 × 3

   
3 −5 −10 0 1 1 −1 0
2 2 −2 0 −−−−−−−−−−−−−−→ 3 −5 −10 0 −−−−−−−−−−−−−→
r2/2 and switch with r1 r2−3∗r1 and r3−2∗r1
2 −6 −9 0 2 −6 −9 0
   
1 1 −1 0 1 1 −1 0
0 −8 −7 0 −−−−→ 0 −8 −7 0
r3−r2
0 −8 −7 0 0 0 0 0
There is a zero row this means that there is one free variable: (lets choose)
x3 = α and find the relationship between the 3 variables.

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 Linear Algebra
Eigenvector example 3 × 3

The equations that need to be solved are:

x1 + x2 − x3 = 0
−8x2 − 7x3 = 0
x3 = α

7
From the second equation it is found that x2 = − α, substituting this into
8
7 15
the first equation gives that x1 = α + 1α = α.
8 8

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 Linear Algebra
Eigenvector example 3 × 3

Conclusion: The eigenvector of the eigenvalue λ1 = 1 is:

 
15  
 8
  15
e~1 = α  7 = α −7
− 
 8 8
1

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 Linear Algebra
Exercise 2

Find the eigenvectors for λ2 = 4 and λ3 = −6.

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Linear Algebra

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 Linear Algebra
Course schedule week 5

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 Linear Algebra
Answer exercise 1

Find the eigenvector of the eigenvalues λ2 = 3.

     
2 − λ −1 2 − 3 −1 −1 −1
= =
−1 2 − λ −1 2 − 3 −1 −1
   
1 −1 0 −1 −1 0
−−−−−−→
−1 1 0 r2+−1∗r1 0 0 0
Thus −x1 − x2 = 0 → − x1= −x2 . x2 = α is the free variable and the
−1
eigenvector is e~2 = α .
1

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 Linear Algebra
Answers exercise 2

λ2 = 4    
0 −5 −10 0 0 −1 −2 0
2 −1 −2 0 −−−−−−−−−→ 2 −1 −2 0
row operations
2 −6 −12 0 0 0 0 0
 
0
v~2 = γ −2
1

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 Linear Algebra
Answers exercise 2

λ3 = −6
   
2 −5 −10 0 0 1 0 0
2 3 −2 0 −−−−−−−−−→ 0 1 0 0
row operations
2 −6 −2 0 2 −6 −2 0
 
1
v~3 = β 0
1

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