Matematika Teknik

Vektor Eigen dan Nilai Eigen

Ari Fadli
Teknik Elektro Fakultas Teknik
Universitas Jenderal Soedirman

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 Outline

• Terminology
• Properties
• Sample Problem
• Eigenface

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 Eigen Vector and Eigen Value

• Eigen berasal dari kata Jerman yang berarti khas, karakteristik

atau individu.
• Nilai eigen () merupakan nilai karakteristik suatu matriks
• Vektor-vektor tidak nol pada Rn disebut vektor eigen dari A dan
a b  x  x
merupakan Ruang solusi persamaan tersebut disebut ruang
eigen yang berpadanan dengan  c    k 
• The vector x is an eigenvector of matrix A and λ is an eigenvalue  d   y  Nilai  y 
eigen
of A if: Ax= λx Vektor Vektor
matriks
• Eigenvalues and eigenvectors are only defined for square matrices eigen eigen
(i.e., m = n)
• Eigenvectors are not unique
• Zero vector is a trivial solution to the eigenvalue equation for any
number λ and is not considered as an eigenvector.

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 Eigen Vector and Eigen Value
Let A be an n  n matrix with eigenvalue  and corresponding eigenvector x. Thus Ax = x. This
equation may be written
Ax – x = 0
given
(A – In)x = 0

Solving the equation |A – In| = 0 for  leads to all the eigenvalues of A. On expending the determinant
|A – In|, we get a polynomial in . This polynomial is called the characteristic polynomial of A. The
equation |A – In| = 0 is called the characteristic equation of A.

Let A be an n  n matrix and  an eigenvalue of A. The set of all eigenvectors corresponding to ,

together with the zero vector, is a subspace of Rn. This subspace is called the eigenspace of .

Ax1  Ax 2  x1  x 2
A(x1  x 2 )   (x1  x 2 )

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 Properties
 Property 1: A matrix is singular if and only if it has a zero eigenvalue.
 1 1 1
A   0 3 3  det  0    0
 2 1 1

 Property 2: The eigenvalues of an upper (or lower) triangular matrix are the elements on the main
diagonal.
1 0 0 0
0 2 0 0
A    1,   2,   3,   4
0 0 3 0
 
0 0 0 4

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 Properties
 Property 3: If λ is an eigenvalue of A and A is invertible, then 1/λ is an eigenvalue of
matrix A-1.
 Property 4: If λ is an eigenvalue of A then kλ is an eigenvalue of kA where k is any
arbitrary scalar.
 Property 5: If λ is an eigenvalue of A then λk is an eigenvalue of Ak for any positive
integer k.
 1 1 1
A   0 3 3 Jika nilai eigen dari A =λ,
maka nilai eigen A2, A5 ,A10, A200 adalah , λ2, λ5, λ10, λ200,
 2 1 1

 Property 6 : The eigenvalues of a triangular matrix are the entries on its main
diagonal.

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 Properties

Property 7 The scalar λ is an eigenvalue of A if and only if the equation ( A - λI )x = 0 has a nontrivial
solution, that is, if and only if the equation has a free variable.

Property 8 If v1, …, vr are eigenvectors that correspond to distinct eigenvalues λ1, …, λr of an n x n

matrix A, then the set {v1, …, vr} is linearly independent.

Property 9 If n x n matrices A and B are similar, then they have the same characteristic polynomial and
hence the same eigenvalues (with the same multiplicities).

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 Sample Problem
  4  6 Let us first derive the characteristic polynomial of A. We
A  get
 3 5 
 4  6 1 0  4    6 
A  I 2       
3 5  0 1   3 5   
A  I 2  (4   )(5   )  18  2    2
We now solve the characteristic equation of A.
2    2  0  (  2)(  1)  0    2 or  1

The eigenvalues of A are 2 and –1.

The corresponding eigenvectors are found by using these values of  in the equation
(A – I2)x = 0. There are many eigenvectors corresponding to each eigenvalue.

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 Sample Problem
For  = 2  We solve the equation (A – 2I2)x = 0 for x. The matrix (A – 2I2) is
obtained by subtracting 2 from the diagonal elements of A. We get

 6  6  x1 
3    0
 3   x2 
This leads to the system of equations

 6 x1  6 x2  0
3x1  3 x2  0
giving x1 = –x2. The solutions to this system of equations are x1 = –r, x2 = r, where r is a
scalar. Thus the eigenvectors of A corresponding to  = 2 are nonzero vectors of the
form
 x1   1  1
v1     x2    r  
 x2   1  1

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 Sample Problem
For  = -1  We solve the equation (A + I2)x = 0 for x. The matrix (A + I2) is
obtained by adding from the diagonal elements of A. We get

 3  6  x1 
3    0
 6   x2 
This leads to the system of equations

 3x1  6 x2  0
3 x1  6 x2  0
Thus x1 = –2x2. The solutions to this system of equations are x1 = –2s and x2 = s, where s is a
scalar. Thus the eigenvectors of A corresponding to  = –1 are nonzero vectors of the form

 x1   2  2
v 2     x2    s  
 x2   1  1
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 Sample Problem
import numpy as np import numpy as np
from numpy.linalg import eig from sklearn.preprocessing import StandardScaler
from numpy.linalg import eig
a = np.array([[0, 2],
[2, 3]]) students = np.array([[85.4, 5],
w,v=eig(a) [82.3, 6],
print('E-value:', w) [97, 7],
print('E-vector', v) [96.5, 6.5]])
sc = StandardScaler()
a = np.array([[2, 2, 4], students_scaled = sc.fit_transform(students)
[1, 3, 5], cov_matrix = np.cov(students_scaled.T)
[2, 3, 4]]) eigenvalues, eigenvectors = eig(cov_matrix)
w,v=eig(a)
print('E-value:', w) cov_matrix.dot(eigenvectors[:, 0])
print('E-vector', v) eigenvalues[0]*eigenvectors[:, 0]

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 Sample Problem
 5 4 2
Find the eigenvalues and
A  4 5 2
eigenvectors of the matrix 2 2 2
 
The matrix A – I3 is obtained by subtracting  from the diagonal elements of A.Thus

5   4 2 
A  I 3   4 5 2 
 2 
2  
 2

The characteristic polynomial of A is |A – I3|. Using row and column operations to simplify
determinants, we get

5 4 2 1  1  0
A  I 3  4 5 2  4 5 2
2 2 2 2 2 2

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 Sample Problem
1  0 0
 4 9 2
2 4 2
 (1   )[(9   )(2   )  8]  (1   )[2  11  10]
 (1   )(  10)(  1)  (  10)(  1) 2
We now solving the characteristic equation of A:
 (  10)(  1) 2  0
  10 or 1
The eigenvalues of A are 10 and 1.
The corresponding eigenvectors are found by using three values of  in the equation
(A – I3)x = 0.

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 Sample Problem
1− 0 0 1− 0
5 4 2 4 9− 2 4 9−
4 5 2 2 4 2− 2 4
2 2 2 Use Determinant to find eigen value
5− 4 2
= 4 5− 2 [(1 − ) ∗ (9 − ) ∗ (2 − )] − [4∗2∗((1 − ))]
2 2 2− [(1 − ) ∗ (9 − ) ∗ (2 − )] − [8(1 − ]
[(1 − ) ∗ (9 − ) ∗ (2 − )] − [8 − 8]
1− −1 +  0 [(1 − ) ∗ (18 -11 + 2)] − [8 − 8]  [18 −11 + 2 -18+112 - 3] − [8 − 8]
= 4 5− 2 B1 = B1 – B2 [18 −29 + 122 − 3] − [8 − 8][10 −21 + 122 − 3]
2 2 2−  -(-10)(−1)2

1− 0 0
= 4 9− 2 K2 = K1 + K2
2 4 2−

1− 0 0
Final Matriks
= 4 9− 2 Elementary
2 4 2−

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 Sample Problem

1 = 10 We get 2 = 1 We get
( A  10I 3 )x  0 ( A  1I 3 )x  0
 5 4 2   x1  4 4 2  x1 
 4  5 2   x2   0  4 4 2   x2   0
 2 2  8  x3  2 2 1   x3 
The solution to this system The solution to this system of
of equations are x1 = 2r, x2 =  2 equations can be shown to be  s  t 
 s 
r  2
2r, and x3 = r, where r is a x1 = – s – t, x2 = s, and x3 = 2t,
scalar.   where s and t are scalars.  
Thus the eigenspace of 1 = 1  Thus the eigenspace of 2 = 1  2t 
10 is the one-dimensional is the space of vectors of the
space of vectors of the form. form.

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 Sample Problem

Separating the parameters s and t, we can write

 s  t   1  1
 s   s  1  t  0
     
 2t   0  2
Thus the eigenspace of  = 1 is a two-dimensional subspace of R3 with basis

 1  1 
    
 1,  0 
  0  0 
    
If an eigenvalue occurs as a k times repeated root of the characteristic
equation, we say that it is of multiplicity k.

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 Eigenface

• One of the simplest and most effective PCA approaches used in face recognition systems is the so-called eigenface
approach.

• Eigenfaces is the name given to a set of eigenvectors when they are used in the computer vision problem of
human face recognition. The eigenvectors are derived from the covariance matrix of the probability
distribution over the high-dimensional vector space of face images. The eigenfaces themselves form a basis set of
all images used to construct the covariance matrix. This produces dimension reduction by allowing the smaller set
of basis images to represent the original training images. Classification can be achieved by comparing how faces
are represented by the basis set

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