7.

2 Eigenvalues and Eigenvectors 449

Theorem 7.17 The following statements are equivalent.

(i) A is a convergent matrix.
(ii) limn→∞ An  = 0, for some natural norm.
(iii) limn→∞ An  = 0, for all natural norms.
(iv) ρ(A) < 1.
(v) limn→∞ An x = 0, for every x.

The proof of this theorem can be found in [IK], p. 14.

E X E R C I S E S E T 7.2
1. Compute the eigenvalues and associated eigenvectors of the following matrices.
     
2 −1 0 1 0 21
a. b. c.
−1 2 1 1 1
0
⎡ ⎤ ⎡ ⎤ ⎡ 2 ⎤
2 1 0 −1 2 0 2 1 1
d. ⎣ 1 2 0 ⎦ e. ⎣ 0 3 4 ⎦ f. ⎣ 2 3 2 ⎦
0 0 3 0 0 7 1 1 2
2. Compute the eigenvalues and associated eigenvectors of the following matrices.
     
1 1 −1 −1 3 4
a. b. c.
−2 −2 1 1
1 0
⎡ ⎤ ⎡ 13 6
⎤ ⎡ ⎤
3 2 −1 2
0 0 2 −1 0
d. ⎣ 1 −2 3 ⎦ e. ⎣ −1 2 1
0 ⎦ f. ⎣ 0 2 4 ⎦
2 0 4 2 2 − 13 0 0 2
3. Find the complex eigenvalues and associated eigenvectors for the following matrices.
   
2 2 1 2
a. b.
−1 2 −1 2
4. Find the complex eigenvalues and associated eigenvectors for the following matrices.
⎡ ⎤ ⎡ ⎤
1 0 2 0 1 −2
a. ⎣ 0 1 −1 ⎦ b. ⎣ 1 0 0 ⎦
−1 1 1 1 1 1
5. Find the spectral radius for each matrix in Exercise 1.
6. Find the spectral radius for each matrix in Exercise 2.
7. Which of the matrices in Exercise 1 are convergent?
8. Which of the matrices in Exercise 2 are convergent?
9. Find the l2 norm for the matrices in Exercise 1.
10. Find the l2 norm for the matrices in Exercise 2.
   1 
1 0 0
11. Let A1 = 1 1 and A2 = 2
1 . Show that A1 is not convergent, but A2 is convergent.
4 2
16 2
12. An n × n matrix A is called nilpotent if an integer m exists with Am = On . Show that if λ is an
eigenvalue of a nilpotent matrix, then λ = 0.
13. Show that the characteristic polynomial p(λ) = det(A − λI) for the n × n matrix A is an nth-degree
polynomial. [Hint: Expand det(A − λI) along the first row, and use mathematical induction on n.]
14. a. Show that if A is an n × n matrix, then
&
n
det A = λi ,
i=1

where λi , . . . , λn are the eigenvalues of A. [Hint: Consider p(0).]

b. Show that A is singular if and only if λ = 0 is an eigenvalue of A.

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450 CHAPTER 7 Iterative Techniques in Matrix Algebra

15. Let λ be an eigenvalue of the n × n matrix A and x = 0 be an associated eigenvector.

a. Show that λ is also an eigenvalue of At .
b. Show that for any integer k ≥ 1, λk is an eigenvalue of Ak with eigenvector x.
c. Show that if A−1 exists, then 1/λ is an eigenvalue of A−1 with eigenvector x.
d. Generalize parts (b) and (c) to (A−1 )k for integers k ≥ 2.
e. Given the polynomial q(x) = q0 + q1 x + · · · + qk x k , define q(A) to be the matrix q(A) =
q0 I + q1 A + · · · + qk Ak . Show that q(λ) is an eigenvalue of q(A) with eigenvector x.
f. Let α = λ be given. Show that if A − αI is nonsingular, then 1/(λ − α) is an eigenvalue of
(A − αI)−1 with eigenvector x.
16. Show that if A is symmetric, then ||A||2 = ρ(A).
17. In Exercise 15 of Section 6.3, we assumed that the contribution a female beetle of a certain type made
to the future years’ beetle population could be expressed in terms of the matrix
⎡ ⎤
0 0 6
A = ⎣ 2 0 0 ⎦,
1

0 13 0

where the entry in the ith row and jth column represents the probabilistic contribution of a beetle of
age j onto the next year’s female population of age i.
a. Does the matrix A have any real eigenvalues? If so, determine them and any associated eigen-
vectors.
b. If a sample of this species was needed for laboratory test purposes that would have a constant
proportion in each age group from year to year, what criteria could be imposed on the initial
population to ensure that this requirement would be satisfied?
18. Find matrices A and B for which ρ(A + B) > ρ(A) + ρ(B). (This shows that ρ(A) cannot be a matrix
norm.)
19. Show that if || · || is any natural norm, then (||A−1 ||)−1 ≤ |λ| ≤ ||A|| for any eigenvalue λ of the
nonsingular matrix A.

7.3 The Jacobi and Gauss-Siedel Iterative Techniques

In this section we describe the Jacobi and the Gauss-Seidel iterative methods, classic
methods that date to the late eighteenth century. Iterative techniques are seldom used for
solving linear systems of small dimension since the time required for sufficient accuracy
exceeds that required for direct techniques such as Gaussian elimination. For large sys-
tems with a high percentage of 0 entries, however, these techniques are efficient in terms
of both computer storage and computation. Systems of this type arise frequently in circuit
analysis and in the numerical solution of boundary-value problems and partial-differential
equations.
An iterative technique to solve the n × n linear system Ax = b starts with an initial
approximation x(0) to the solution x and generates a sequence of vectors {x(k) }∞ k=0 that
converges to x.

Jacobi’s Method
The Jacobi iterative method is obtained by solving the ith equation in Ax = b for xi to
obtain (provided aii = 0)
n  
a i j xj bi
xi = − + , for i = 1, 2, . . . , n.
j=1
a ii a ii
j =i

Copyright 2010 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.