Eigenvalues and Eigenvectors
Eigenvalues and Eigenvectors
Real-Time Applications of
Eigenvalues and Eigenvectors
Understanding the Importance of
Eigenvalues in Various Fields
PCA - Machine Learning & Data Science
|A - λI| = 0
|4-λ 2|
|1 3-λ| = 0
Expanding the determinant gives:
(4-λ)(3-λ) - (1×2) = 0
λ² - 7λ + 10 = 0
Solving, we get λ₁ = 5, λ₂ = 2.
Step 2: Find Eigenvectors
• For each λ, solve (A - λI)X = 0.
For λ₁ = 5:
[-1 2] [x1] = [0]
[ 1 -2] [x2] = [0]
Solving, we get eigenvector X₁ = [2 1].
For λ₂ = 2:
[2 2] [x1] = [0]
[1 1] [x2] = [0]
Solving, X₂ = [-1 1].
Final Answer
Eigenvalues: λ₁ = 5, λ₂ = 2
Eigenvectors:
X₁ = [2 1]
X₂ = [-1 1]
Example Problem
• Given matrix A:
• A = [4 2]
• [1 3]
Eigenvalues found earlier:
• λ₁ = 5, λ₂ = 2.
• Now, we will find their corresponding
eigenvectors.
Step 1: Finding Eigenvector for λ₁ = 5
(A - 5I) =
[-1 2]
[ 1 -2]
Solve:
[-1 2] [x1] = [0]
[ 1 -2] [x2] = [0]
Equation: -x1 + 2x2 = 0 → x1 = 2x2
Let x2 = 1 → x1 = 2
Eigenvector: X₁ = [2 1].
Step 2: Finding Eigenvector for λ₂ = 2
(A - 2I) =
[ 2 2]
[ 1 1]
Solve:
[2 2] [x1] = [0]
[1 1] [x2] = [0]
Equation: 2x1 + 2x2 = 0 → x1 = -x2
Let x2 = 1 → x1 = -1
Eigenvector: X₂ = [-1 1].
Final Answer
Eigenvalues:
λ₁ = 5, λ₂ = 2
Eigenvectors:
X₁ = [2 1]
X₂ = [-1 1]
|B - λI| = 0
|3-λ 1 1|
|1 3-λ 1|
|1 1 3-λ| = 0
Expanding gives:
(3-λ)^3 - 2(3-λ) - 4 = 0
Solving, we get eigenvalues λ₁ = 5, λ₂ = 2, λ₃ = 2.
Step 2: Find Eigenvectors
For each λ, solve (B - λI)X = 0.
For λ₁ = 5:
[-2 1 1] [x1] = [0]
[ 1 -2 1] [x2] = [0]
[ 1 1 -2] [x3] = [0]
Solving, we get eigenvector X₁ = [1 1 1].
For λ₂ = 2 and λ₃ = 2, similar steps give two more
eigenvectors.
Answer for Example 2
Eigenvalues: λ₁ = 5, λ₂ = 2, λ₃ = 2
Eigenvectors:
X₁ = [1 1 1]
X₂ and X₃ can be found similarly.