Scribd
Upload
7 views27 pages

Chap 3

Uploaded by

chaimalessis2003
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
7 views27 pages

Chap 3

Uploaded by

chaimalessis2003
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 27

Chapter IV

Eigenvalue
problems and
quadratic
forms

1-1
Outcomes

- Describe eigenvalues geometrically and algebraically.


- Find eigenvalues and eigenvectors for a square matrix.
It is of fundamental importance in many areas and is the subject of our
study for this chapter.

Definition of Eigenvectors and Eigenvalues

To illustrate the idea behind what will be discussed, consider the


following example.

1-2
Example

and

1-3
X=

1-4
Notice that for each, AX=kX where k is some scalar. When this equation

holds for some X and k, we call the scalar k an eigenvalue of A. We often use

the special symbol λ instead of k when referring to eigenvalues

When AX=λX for some X≠0, we call such an X an eigenvector of the


matrix A. The eigenvectors of A are associated to an eigenvalue. Hence, if
λ1 is an eigenvalue of A and AX= λ1X, we can label this eigenvector as X1 . Note
again that in order to be an eigenvector, X must be nonzero.

There is also a geometric significance to eigenvectors. When you have a


nonzero vector which, when multiplied by a matrix results in another
vector which is parallel to the first or equal to 0, this vector is called an
eigenvector of the matrix.

1-5
SECTION 1: EIGENVALUES AND
EIGENVECTORS

1-6
The eigenvectors of a matrix A are those vectors X for which multiplication by A
results in a vector in the same direction or opposite direction to X. Since the zero
vector 0 has no direction this would make no sense for the zero vector. As noted
above, 0 is never allowed to be an eigenvector.

1-7
The expression det (A-λI) is a polynomial ( in variable x)called the characteristic
polynomial of A, and det (A-λI)=0 is called the characteristic equation.For this
reason we may refer to the eigenvalues af A as characteristic values.

1-8
Sufficient condition for the existence
of eigenvalues

1-9
Definition Multiplicity of an eigenvalue

1-10
1-11
1-12
Example 1

1-13
Follows example 1

1-14
Example 3

1-15
Follows Example 3

1-16
Follows example 3

Then for we obtain this system of linear


equations

1-17
SECTION 2 : QUADRATIC FORMS
AND THEIR SIGN

1-18
A useful relationship

1-19
The sign of a quadratic form

1-20
Example

1-21
Positive or negative (semi-)definite
matrix

1-22
Example

1-23
Leading principal minors

1-24
Example

1-25
Example

1-26
Follows example

1-27

You might also like