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Eigen Values and Vectors

The document discusses eigenvalues and eigenvectors of matrices. It defines eigenvalues and eigenvectors and provides some important properties. It also describes the power method, an iterative algorithm to determine the largest eigenvalue and corresponding eigenvector of a matrix.

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azhar janjhi
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32 views11 pages

Eigen Values and Vectors

The document discusses eigenvalues and eigenvectors of matrices. It defines eigenvalues and eigenvectors and provides some important properties. It also describes the power method, an iterative algorithm to determine the largest eigenvalue and corresponding eigenvector of a matrix.

Uploaded by

azhar janjhi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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Eigen values and Eigen vectors

Let A be square matrix of order n, be a scalar and x be


a column vector of order n. if is called an eigenvalue
and x is called the corresponding eigenvector of
matrix A. it may be noted that:
 The matrix [A- ] is called the characteristic matrix
 The determinant equations of characteristic matrix
i.e. is called the characteristic equation which is a
polynomial of degree n.
 The roots of characteristic equation
SOME IMPORTANT PROPERTIES OF EIGENVALUES AND
EIGENVECTORS
The following properties of eigenvalues and eigenvectors of
square matrix may be noted
o The sum of all eigenvalues of a matrix is equal to the trace
of the matrix, where the trace is the sum of the elements
on the principle diagonal of a matrix.
o Any square matrix A and its transpose have the same
eigenvalues.
o The product of the all eigenvalues of a matrix A is equal to
the determinant of A.
o The eigenvector x corresponding to eigenvalue is not
unique.
o If be distinct eigenvalues of square matrix then
corresponding eigenvectors are linearly independent.
o If two or more eigenvalues are equal it may or
may not be possible to get a set of linearly
independent eigenvectors corresponding to
the equal eigenvalues.
o Two eigenvectors are called orthogonal if
their dot product is zero.
o Eigenvalues of any square matrix may real,
repeated or complex.
o Eigenvectors of a symmetric matrix are always
real and eigenvectors corresponding to
different eigenvalues are always orthogonal.
Power method
Sometimes it is desired to compute only the eigenvalue which
is absolutely largest in magnitude. Power method is the most
effective, well-organized and robust iterative method for
determining the largest eigenvalue. With slight modification,
it can also be used to determine the smallest and
intermediate eigenvalues.
It has the additional benefit that the corresponding
eigenvector is obtained as a by-product of the method.
Let A be a square matrix of order n whose eigenvalues satisfy

The eigenvalue will be referred to as the dominant


eigenvalue. By assuming, there exist n linearly independent
eigenvectors
and any arbitrary vector cab be
Determine the dominant/largest eigenvalue
and the corresponding eigenvector of matrix
using power method.

Solution
Let
1st Iteration

Thus after the first iteration, we find that the


largest eigenvalue

And the corresponding eigenvector is


2nd Iteration

Thus after the second iteration, the largest eigenvalue

And the corresponding eigenvector is

Also
3rd Iteration

Thus after the second iteration, the largest eigenvalue

And the corresponding eigenvector is

Also
The above process is repeated and shown in table

Iteration # Eigenvalue Eigenvector Accuracy (%)

1 2 1.00 -0.5 0.5 100.00

2 3 1.00 -0.833 0.833 50.00

3 3.67 1.00 -0.95 0.95 22.22

4 3.91 1.00 -0.99 0.99 6.61

5 3.98 1.00 -1.00 1.00 1.73

6 3.99 1.00 -1.00 1.00 0.44

We observe that at the 6th iteration the approximate value of largest eigenvalue is 3.99 to
0.44% accuracy.

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