Eigenvalue and Eigenvector

Mr. Hemanth Kumar V.

(P03NK21S0402)
Under the Supervision of
Dr Harina P. Waghamore

BANGALORE UNIVERSITY
DEPARTMENT OF MATHEMATICS
Jnana Bharathi Campus, Bangalore - 560056

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Table of the Content

Introduction
Definitions
Applications
Recent Applications
Conclusion

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Introduction
The study of eigenvalues and eigenvectors is a fundamental concept
in linear algebra with diverse applications across various fields. This
project aims to investigate into the theoretical foundation of
eigenvalues and eigenvectors and explore their practical implications
in real-world. The term ”eigen” reflects their intrinsic nature. Early
developments can be traced to the study of quadratic forms and
transformations. In the 19th century, mathematicians like
Augustin-Louis Cauchy and Carl Gustav Jacobi contributed to the
evolving understanding of these concepts. The 20th century
witnessed pivotal advancements, with David Hilbert shaping integral
equations, a precursor to the eigenvalue problem. Today, their
applications span diverse fields, including physics, computer science,
and engineering, making them indispensable in solving linear
equations and comprehending linear transformations.
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Definitions

Eigenvalue and Eigenvector

An Eigen vector of an n × n matrix A is a non-zero vector x such
that Ax = λx for some scalar λ. A scalar λ is called an eigenvalue of
A if there is a nontrivial solution x of Ax = λx; such an x is called
Eigen vector corresponding to λ.
Eigenvalues and eigenvectors are often introduced in the context of
linear algebra courses focused on matrices.Furthermore, linear
transformations over a finite-dimensional vector space can be
represented using matrices, which is especially common in numerical
and computational applications.

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Characteristic Polynomial
The method for computing all of the eigenvalues of a matrix. This
does not reduce to solving a system of linear equations: indeed, it
requires solving a nonlinear equation in one variable, namely, finding
the roots of the characteristic polynomial.
Definition: Let A be an n × n matrix. The characteristic polynomial
of A is the function f (λ) given by

f (λ) = det(A − λIn )

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Spectral Theory
Spectral theory is an inclusive term for theories extending the
eigenvector and eigenvalue theory of a single square matrix to a much
broader theory of the structure of operators in a variety of
mathematical spaces. It is a result of studies of linear algebra and the
solutions of systems of linear equations and their generalizations. The
theory is connected to that of analytic functions because the spectral
properties of an operator are related to analytic functions of the
spectral parameter.
Eigenface
An eigenface is the name given to a set of eigenvectors when used in
the computer vision problem of human face recognition. The
approach of using eigenfaces for recognition was developed by
Sirovich and Kirby and used by Matthew Turk and Alex Pentland in
face classification. The eigenvectors are derived from the covariance

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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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Applications

1.Google’s PageRank
When Google went online in the late 1990’s, one thing that set it
apart from other search engines was that its search result listings
always seemed deliver the “good stuff” up front. With other search
engines you often had to wade through screen after screen of links to
irrelevant web pages that just happened to match the search text.
Part of the magic behind Google is its PageRank algorithm, which
quantitatively rates the importance of each page on the web, allowing
Google to rank the pages and thereby present to the user the more
important (and typically most relevant and helpful) pages first.

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 Figure: Google’s PageRank

Our goal in this paper is to explain one of the core ideas behind how
Google calculates web page rankings. This turns out to be a
delightful application of standard linear algebra.

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Google’s uses of Eigenvector and Eigenvalue:

For the 6−page web illustrated above, we can form a ”link matrix”
representing the relative importance of the links in and out of each page.
Considering Page 1, it has 4 outgoing links (to pages 2, 4, 5, and 6). So
in the first column of our ”links matrix”, we place value 41 in each of rows
2, 4, 5 and 6, since each link is worth 14 of all the outgoing links. The rest
of the rows in column 1 have value 0, since Page 1 doesn’t link to any of
them.
We continue the same process for the rest of the 6 pages.

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 0 0 0 12 0
 
0
 1 0 0 0 0 0
4 1 
0 0 0 0 0 
A= 2 
 1 1 0 0 1 0
4 2 2 
 1 0 1 1 0 1
4
1
4 0 0 0 0 0
Next, to find the eigenvalues.
We have
4 3 2
|A − λI | = −λ6 − 5λ8 − λ4 − λ8

This expression is zero for λ= -0.72031, -0.13985 ± 0.39240 j, 0, 1. (I

expanded the determinant and then solved it for zero using
Wolfram—Alpha.)
We can only use non-negative, real values of λ (since they are the only
ones that will make sense in this context), so we conclude λ =1. (In fact,
for such PageRank problems we always take λ=1.)
Using Wolfram—Alpha, we find the corresponding eigenvector is:
v1 = [4 1 0.5 5.5 8 1]T
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As Page 5 has the highest PageRank (of 8 in the above vector), we
conclude it is the most ”important”, and it will appear at the top of the
search results.

2.Principal Component Analysis

Principal component analysis, or PCA, is a dimensionality reduction
method that is often used to reduce the dimensionality of large data sets,
by transforming a large set of variables into a smaller one that still
contains most of the information in the large set.
Reducing the number of variables of a data set naturally comes at the
expense of accuracy, but the trick in dimensionality reduction is to trade a
little accuracy for simplicity. Because smaller data sets are easier to
explore and visualize and make analyzing data points much easier and
faster for machine learning algorithms without extraneous variables to
process.

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the idea of PCA is simple — reduce the number of variables of a data set,
while preserving as much information as possible.
There are few Steps for Explanation of PCA

Standardization : The aim of this step is to standardize the range of

the continuous initial variables so that each one of them contributes
equally to the analysis.

Covariance matrix computation : The aim of this step is to

understand how the variables of the input data set are varying from
the mean with respect to each other, or in other words, to see if
there is any relationship between them.

Compute the eigenvector and eigenvalue : Eigenvectors and

eigenvalues are the linear algebra concepts that we need to compute
from the covariance matrix in order to determine the principal
components of the data.

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Eigenvalues and eigenvectors are fundamental in PCA because they allow
us to identify the directions of maximum variance in the data and project
the data onto a lower-dimensional subspace while preserving as much
variance as possible. The principal components derived from eigenvectors
serve as new features that capture the essential patterns in the data.

3.Engineering Applications of Eigenvalue and Eigenvector

Inverse analysis of eigenvalues and eigenvectors has emerged as a
significant area of engineering research. The increased interest witnessed
is due to the recognition of the variety of applications in which
eigenderivatives have been employed. Some of these major successful
applications including

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 i Structural Engineering: Eigenvalues and eigenvectors are used to
study the natural frequencies and mode shapes of structures, helping
engineers understand how a structure responds to dynamic loads.
Eigenvalues are employed to analyze the stability of structures under
different loading conditions, especially in determining critical
buckling loads.

ii Image Processing: Eigenvectors are used in techniques like eigenfaces

for facial recognition and image compression.

iii Electrical Engineering: Eigenvalues are used in analyzing electrical

circuits, especially in the study of linear time-invariant systems.
Eigenvalues are used in power system stability analysis to assess the
stability of the system under different operating conditions.

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iv Mechanical Engineering: Eigenvalues and eigenvectors are used in
studying fluid flow and heat transfer problems, such as determining
the natural frequencies of fluid oscillations. Eigenvalues are employed
in studying material properties, such as the eigenmodes of vibration
in materials.

v Aerospace Engineering: Eigenvalues and eigenvectors are used to

study the interaction between aerodynamics and structural dynamics,
especially in the context of aircraft design.

vi Chemical Engineering: Eigenvalues are used to analyze reaction rate

equations and determine the stability of chemical reaction systems.
Eigenvalues are employed in the analysis and design of control
systems for chemical processes.

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4.Complex eigenvalue analysis of railway wheel/rail squeal
The complex eigenvalue analysis of railway wheel/rail squeal involves a
comprehensive exploration of the dynamic interaction between the wheel
and rail to better understand and reduce the phenomenon. The process
begins with the development of equations of motion that capture the
complications of the system, including factors like friction, forces, and
contact characteristics. Linearization around an operating point is then
employed to facilitate the application of linear system analysis techniques.
The steps involved in the complex eigenvalue analysis of a railway
wheel/rail squeal:
1 System Modeling:
▶ Equations of Motion: Develop a set of equations that describe
the dynamic behavior of the system. This may involve
considering forces, friction, and other factors affecting the
interaction between the wheel and rail.

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 ▶ Parameters: Identify and define the parameters of the system,
such as mass, stiffness, damping, and contact characteristics.
2 Linearization:
▶ Linearize the equations of motion around a chosen operating
point. This simplifies the analysis and allows for the application
of linear system analysis techniques.
3 Eigenvalue Analysis:
▶ Express the linearized equations in matrix form. Solve for the
eigenvalues of the system matrix. The eigenvalues are complex
numbers that provide information about the stability and
oscillatory behavior of the system.
4 Stability Analysis:

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 ▶ Analyze the real and imaginary parts of the complex
eigenvalues. The real part indicates the stability of the system
(positive real parts imply instability), while the imaginary part
corresponds to the oscillation frequency.
5 Mode Shapes:
▶ Determine the associated eigenvectors, which represent the
mode shapes of the system. Mode shapes illustrate the spatial
distribution of vibrations during each mode.

5.Schrodinger Equations
The Schrodinger equation is a linear partial differential equation that
governs the wave function of a quantum-mechanical system. Its discovery
was a significant landmark in the development of quantum mechanics. It
is named after Erwin Schrodinger, who postulated the equation in 1925
and published it in 1926, forming the basis for the work that resulted in
his Nobel Prize in Physics in 1933.
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In quantum mechanics, eigenvalues and eigenvectors play a crucial role in
the solution of the Schrodinger equation, which describes the behavior of
quantum systems. The time-independent Schrodinger equation for a
single particle is given by:
Hψ=Eψ
Here, (H) is the Hamiltonian operator, ( ψ ) is the wavefunction
representing the quantum state of the system, and (E) is the energy
associated with that state (the eigenvalue).
The wavefunction ( ψ ) and the energy (E) are the corresponding
eigenvector and eigenvalue, respectively.The eigenvalue (E) represents the
quantized energy levels of the system, and the eigenvector ( ψ )
corresponds to the probability amplitude of finding the particle in a
particular state.
Eigenvalues and eigenvectors are integral to solving this equation. The
eigenvalue (E) signifies the quantized energy levels of the system, and the
eigenvector ( ψ ) represents the associated wavefunction. These
eigenvectors are normalized to ensure the probability of finding a particle
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somewhere in space is unity. The squared magnitude of the wavefunction
provides the probability density, describing the likelihood of locating the
particle at a given position.
Additionally, the eigenvectors and eigenvalues play a key role in the
time-dependent evolution of the quantum state, offering insights into how
the system’s properties change over time. In essence, eigenvalues and
eigenvectors in the Schrodinger equation provide a mathematical
framework for understanding the discrete energy states and spatial
distributions of particles in the quantum realm.

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6.The Eigenvalue in Neuroscience
The connectivity of neuronal networks is thought to lie at the heart of
their processing abilities. We are starting to glean their complexity by way
of connectomics, yet we still lack the tools to understand them, or
extrapolate the dynamics they may produce. However, there are powerful
mathematical tools that can be used to unveil parts of this
structure–function relationship.

Here are several ways eigenvalues are applied in neuroscience:

Connectivity Analysis: In brain network analysis, eigenvalues and

eigenvectors are employed to study the connectivity patterns between
brain regions. The adjacency matrix or Laplacian matrix of the brain
network is analyzed, and the eigenvalues provide insights into the
network’s structural properties, identifying key regions and functional
modules.

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 Functional Imaging and Principal Component Analysis (PCA): In
functional neuroimaging, such as fMRI, eigenvalue decomposition is
utilized in techniques like PCA. This helps reduce the dimensionality
of high-dimensional datasets, revealing dominant patterns of brain
activity and simplifying the representation and interpretation of
complex functional data.

Spectral Analysis of Neural Signals: Eigenvalues are applied in the

spectral analysis of neural signals. Techniques like Fourier analysis
use eigenvalues to identify dominant frequencies in neural
oscillations. This is crucial for understanding brain rhythms and their
role in various cognitive processes.

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 Neuronal Dynamics and Stability Analysis: In computational
neuroscience, models describing neuronal dynamics often involve
systems of differential equations. Eigenvalues of the Jacobian matrix,
derived from these equations, are used to assess the stability of
equilibrium states. This provides insights into the system’s response
to perturbations and its overall stability.

Data Reduction and Feature Extraction: Eigenvalues play a role in

data reduction and feature extraction techniques. In handling large
and complex datasets, such as those from neuroimaging studies,
eigenvalues assist in identifying the most relevant features and
reducing the dimensionality of the data.

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Recent Applications I

Control Theory
Control theory is a field of control engineering and applied
mathematics that deals with the control of dynamical systems in
engineered processes and machines. The objective is to develop a
model or algorithm governing the application of system inputs to
drive the system to a desired state, while minimizing any delay,
overshoot, or steady-state error and ensuring a level of control
stability; often with the aim to achieve a degree of optimality.
Extensive use is usually made of a diagrammatic style known as the
block diagram. In it the transfer function, also known as the system
function or network function, is a mathematical model of the relation
between the input and output based on the differential equations
describing the system.

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Recent Applications II

The eigenvalues and eigenvectors of the system matrix play a key role
in determining the response of the system. It is important to note
that only square matrices have eigenvalues and eigenvectors
associated with them. Non-square matrices cannot be analyzed using
the methods below.

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Recent Applications III
Eigenvalue Analysis Of The Magnetic Field Of The Earth
The eigenvalues analysis of the Earth’s magnetic field is a
fundamental aspect of understanding the complex dynamics of the
planet’s magnetic properties. The Earth’s magnetic field, generated
primarily by the motion of molten iron and nickel within its outer
core, exhibits a three-dimensional structure that evolves over time.
By employing mathematical techniques such as eigenvalue analysis,
scientists can decompose this intricate magnetic field into its
fundamental components and investigate the underlying patterns and
behaviors.
In summary, eigenvalues analysis of the Earth’s magnetic field
provides a powerful mathematical tool for unraveling the complexities
of its structure and behavior. This approach facilitates a deeper
understanding of the underlying geophysical processes, contributing
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Recent Applications IV

to advancements in fields such as geophysics, paleomagnetism, and

our overall comprehension of the Earth’s dynamic behavior.

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Conclusion

This project has provided a comprehensive exploration of the pivotal

role that eigenvalues and eigenvectors play across a multitude of
disciplines. From their foundational importance in mathematics to
their application in cutting-edge technologies and scientific inquiries,
the versatility of these mathematical constructs is undeniable. We
have witnessed their impact in shaping the digital world, with the
PageRank Algorithm and PCA revolutionizing web search and data
analysis. Their relevance in engineering applications, such as rail
squeal analysis and quantum mechanical investigations, underscores
their power to address real-world challenges.

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References
Aldrich John (2006), ”Eigenvalue, eigenfunction, eigenvector, and
related terms”, in Miller, Jeff (ed.), Earliest Known Uses of Some of
the Words of Mathematics.
Brizard D., Chiello O., Sinou J.J. and Lorang X., 2011, Performance
of some reduced bases for the stability analysis of a disc/pads system
in sliding contact, Journal of Sound and Vibration, Vol.293, pp.
735-746.
Chen, J. C.; Garba, J. A., Analytical Model Improvement Using
Modal Test Results, AIAA Journal, 18(6), 1980, 684-690.
Georgia Christodoulou Tim P. Vogels, The Eigenvalue Value (in
Neuroscience), pp. 2-10.
De Beer F.G., Janssens M.H.A. and Kooijman P.P., 2003, Squeal
noise of rail-bound vehicles influenced by lateral contact position,
Journal of Sound and Vibration, Vol. 267, pp. 497-507.
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 Thank You

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