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Eigen Value Eigen Vector

Eigenvectors and eigenvalues are properties of matrices where eigenvectors are vectors that when multiplied by the matrix produce a scalar multiple of themselves. To find the eigenvalues of a matrix, we set up the characteristic equation by taking the determinant of the matrix minus the identity matrix times the eigenvalue. The eigenvalues are the solutions to the characteristic equation. Once eigenvalues are found, we can plug them back into the original matrix equation to solve for the corresponding eigenvectors.

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44 views

Eigen Value Eigen Vector

Eigenvectors and eigenvalues are properties of matrices where eigenvectors are vectors that when multiplied by the matrix produce a scalar multiple of themselves. To find the eigenvalues of a matrix, we set up the characteristic equation by taking the determinant of the matrix minus the identity matrix times the eigenvalue. The eigenvalues are the solutions to the characteristic equation. Once eigenvalues are found, we can plug them back into the original matrix equation to solve for the corresponding eigenvectors.

Uploaded by

anjas pta
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Eigenvectors and Eigenvalues

1
Definition

The eigenvectors x and eigenvalues  of a matrix A satisfy

Ax = x

If A is an (n x n) matrix, then x is an (n x 1) vector, and  is a constant.

The equation can be rewritten as (A - I) x = 0, where I is the


(n x n) identity matrix.

2
Computing Eigenvalues

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

det(A - I) = 0

which is called the characteristic equation. Solving it for values


of  gives the eigenvalues of matrix A.

3
Example : (2 X 2) Matrix

Finding Eigen Values

1 -2 1 -  -2
A= 3 -4 so A - I = 3 -4 - 

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


= 2 + 3  + 2

2 + 3  + 2 = 0

Then =  = (-3 +/- sqrt(9-8))/2

So the two values of  are -1 and -2.


4
Finding the Eigenvectors
Once we have the eigenvalues, we 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.


5
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
6
Generalization for 2 X 2 Matrices

If A = a b then  = (a + d) +/- sqrt[(a+d)2 -4(ad –bc)]


c d 2

The discriminant (the part under the square root), can be


simplified to get sqrt[(a-d)2 + 4bc].

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.
7
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.

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