Applied Numerical Methods

with MATLAB®
for Engineers and Scientists
4th Edition
Steven C. Chapra

PowerPoints organized by Dr. Michael R. Gustafson II, Duke University and

Prof. Steve Chapra, Tufts University

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 Chapter 13

Transformations and
Eigenvalues

©McGraw-Hill Education. All rights reserved. Authorized only for instructor use in the classroom. No reproduction or further distribution permitted without the prior written consent of McGraw-Hill Education.
• Chapter Objectives
Understanding the mathematical definition of
eigenvalues and eigenvectors.
Understanding the physical interpretation of
eigenvalues and eigenvectors within the context of
engineering systems that vibrate or oscillate.
Knowing how to implement the polynomial method.
Knowing how to implement the power method to
evaluate the largest and smallest eigenvalues and
their respective eigenvectors.
Knowing how to use and interpret MATLAB’s eig
function.
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 Linear transformations on plane
Typical Examples
Eigen
Properties
values Markov
Matrices

Rotation 0 −1
1 0

y y
2
2
1 1

x -1 1 x
-1 1 -1 2
-1

Dr. D. Sukumar (IITH) Eigenvalues

 Linear transformations on plane
Typical Examples
Eigen
Properties
values Markov
Matrices

Reflection
0
−1

y y
2
1 2
1

-1 1 x -1 1 x
-1 -1 2

Dr. D. Sukumar (IITH) Eigenvalues

 Linear transformations on plane
Typical Examples
Eigen
Properties
values Markov
Matrices

Expansion 2 0
0
2

y y

1 2

x -1 x
-1 2
-1 1
-1

Dr. D. Sukumar (IITH) Eigenvalues

 Linear transformations on plane
Typical Examples
Eigen
Properties
values Markov
Matrices

Expansion 2 0 Compressio 0
0 0
n 1/ 21/ 2
2

y y y
2
1 2
1/2
x -1 -1 x x
-1 2
-1 1 2 -1
1/2 1
-1

Dr. D. Sukumar (IITH) Eigenvalues

 Linear transformations on plane
Typical Examples
Eigen
Properties
values Markov
Matrices

Multi-scaling or Stretching 2
0 0
3
y
y
3
2
1

x -1 x
-1 1 -1 2
-1

Dr. D. Sukumar (IITH) Eigenvalues

 Linear transformations on plane
Typical Examples
Eigen
Properties
values Markov
Matrices

Projection
0
0
y y
2
1 2
1

-1 1 x -1 1 x
-1 -1 2

Dr. D. Sukumar (IITH) Eigenvalues

 Linear transformations on plane
Typical Examples
Eigen values
Properties
Markov Matrices

Shear 1 1
0
transformation
1

y y
2
1 2
1

-1 1 x -1 1 x
-1 -1 2

Dr. D. Sukumar (IITH) Eigenvalues

 • Eigenvalues and Eigenvectors
Definition
Let A be an n  n matrix. A scalar  is called an eigenvalue of A
if there exists a nonzero vector x in Rn such that
Ax = x.
The vector x is called an eigenvector corresponding to .

Figure 5.1
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• Matlab Eigen Demo

Run demo for :

A=[1 3 ; 4 2]/4

and then

A=[ 2 4 ; 2 4]/4

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• Application of Eigen vectors and Eigen values

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 Computing Eigenvalues

Since x is required to be nonzero, the eigenvalues must satisfy

Ax=  x  (A-  I)x=0  det(A - I) = 0

which is called the characteristic equation. Solving it for values

of  gives the eigenvalues of matrix A.

14
 2 X 2 Example
1 -2 1 -  -2
A= 3 -4 so A - I = 3 -4 - 

det(A - I) = (1 - )(-4 - ) – (3)(-2)

= 2 + 3  + 2

Set 2 + 3  + 2 = 0

Then  = (-3 sqrt(9-8))/2

So the two values of  are -1 and -2.

15
 Finding the Eigenvectors
Once you have the eigenvalues, you can plug
them into the equation Ax = x to find the
corresponding sets of eigenvectors x.

1 -2 x1 = -1 x1 so
x1 – 2x2 = -x1
3 -4 x2 x2 3x1 – 4x2 = -x2

(1) 2x1 – 2x2 = 0 These equations are not

independent. If you multiply
(2) 3x1 – 3x2 = 0
(2) by 2/3, you get (1).

The simplest form of (1) and (2) is x1 - x2 = 0, or just x1 = x2.

16
Since x1 = x2, we can represent all eigenvectors for eigenvalue -1
as multiples of a simple basis vector:

E=t 1 , where t is a parameter.

1

So [1 1]T, [4 4]T, [3000 3000]T are all possible eigenvectors

for eigenvalue -1.

For the second eigenvalue (-2) we get

1 -2 x1 = -2 x1 so
x1 – 2x2 = -2x1
3 -4 x2 x2 3x1 – 4x2 = -2x2

(1) 3x1 – 2x2 = 0

so eigenvectors are of the form t 2 .
(2) 3x1 – 2x2 = 0
3
17
HOW TO FIND EIGENVALUES AND EIGENVECTORS

We use an example:
−5 2
𝑨=
[ 2 −2 ]
2
−5−𝜆 2 ¿(−5−𝜆)(−2−𝜆)− 4=𝜆 +7𝜆+6=0
𝐷(𝜆)=det (𝐀 −𝜆𝐈)=¿ ∨¿ ¿
2 −2−𝜆
¿λ1 = −1 , λ2 = −6

18
HOW TO FIND EIGENVALUES AND EIGENVECTORS

• D(λ) is the characteristic determinant or, if expanded, the characteristic

polynomial.
• D(λ) = 0 the characteristic equation of A.

Example Continued:
• Eigenvectors for λ1 = −1:

−5 𝑥1 + 2 𝑥 2= 𝜆 𝑥 1 − 4 𝑥1 +2 𝑥 2=0
→ 𝑥2 =2 𝑥 1 → 𝒙 1= 1
2 𝑥 1 − 2 𝑥 2= 𝜆 𝑥 2
→
2 𝑥 1 − 𝑥2 =0 2 []
• Eigenvectors for λ2 = −6:
show that

19
Generalization for 2 X 2 Matrices

If A = a b then  = (a + d) sqrt{(a-d)2 +4bc}

c d 2

If b = c, this becomes sqrt[(a-d)2 +(2b)2]

Since the discriminant is the sum of 2 squares, it has real roots.

We will be seeing some 2 x 2 matrices where indeed b = c,

so we’ll be guaranteed a real-valued solution for the eigenvalues.

20
Another observation we will use:
For 2 x 2 matrix A = a b ,
c d

1 + 2 = a + d, which is called trace(A)

and
12 = ad – bc, which is called det(A).

Finally, zero is an eigenvalue of A if and only if

A is singular and det(A) = 0.

21
• Dynamics of Three Coupled
Bungee Jumpers in Time

Is there an underlying pattern???

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• Mathematics, 1
Up until now, heterogeneous systems:

What about homogeneous systems:

Trivial solution:

Is there another way of formulating the

system so that the solution would be
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• Mathematics, 2
What about a homogeneous system like:

or in matrix form

For this case, there could be a value of  that

makes the equations equal zero. This is
called an eigenvalue.
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• Physical Background:
Oscillations or Vibrations of
Mass-Spring Systems

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• Model With Force Balances
(AKA: F = ma)

Collect terms:

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• Assume a Sinusoidal Solution

where

Differentiate twice:

Substitute back into system and collect terms

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 Given: m1 = m2 = 40 kg; k = 200 N/m

This is now a homogeneous system where the

eigenvalue represents the square of the
fundamental frequency.

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• Solution: The Polynomial Method

Evaluate the determinant to yield a polynomial

The two roots of this “characteristic polynomial”

are the system’s eigenvalues:
or

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• INTERPRETATION

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• Principle Modes of Vibration, 1

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