Linear Algebra Chapter 3
Linear Algebra Chapter 3
Eigenvalue
problems and
quadratic
forms
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Outcomes
this chapter.
To illustrate the idea behind what will be discussed, consider the following
example.
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Example
and
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X=
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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
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.
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SECTION 1: EIGENVALUES AND
EIGENVECTORS
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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.
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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
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Sufficient condition for the existence
of eigenvalues
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Definition Multiplicity of an eigenvalue
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Example 1
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Follows example 1
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Example 3
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Follows Example 3
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Follows example 3
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SECTION 2 : QUADRATIC FORMS
AND THEIR SIGN
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A useful relationship
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The sign of a quadratic form
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Example
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Positive or negative (semi-)definite
matrix
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Example
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Leading principal minors
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Example
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Example
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Follows example
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