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Eigenvalues and Eigenvectors in Mathcad

Finding the eigenvalues and eigenvectors of a matrix is fundamental in linear algebra. The Mathcad functions eigenvals and eigenvecs can be used to find the eigenvalues and eigenvectors of a matrix. A matrix is diagonalizable if it has n linearly independent eigenvectors, where n is the size of the matrix. You can test if a matrix is diagonalizable by evaluating its eigenvecs symbolically - if the result is a square matrix, the matrix is diagonalizable.

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Zlata Trbovic
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0% found this document useful (0 votes)
811 views

Eigenvalues and Eigenvectors in Mathcad

Finding the eigenvalues and eigenvectors of a matrix is fundamental in linear algebra. The Mathcad functions eigenvals and eigenvecs can be used to find the eigenvalues and eigenvectors of a matrix. A matrix is diagonalizable if it has n linearly independent eigenvectors, where n is the size of the matrix. You can test if a matrix is diagonalizable by evaluating its eigenvecs symbolically - if the result is a square matrix, the matrix is diagonalizable.

Uploaded by

Zlata Trbovic
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 PDF, TXT or read online on Scribd
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Finding the Eigenvalues and Eigenvectors of a Matrix

Finding the eigenvalues and eigenvectors of a matrix are


fundamental operations in linear algebra. The Mathcad functions
eigenvals and eigenvecs perform these operations. You can also
use eigenvecs to determine whether a matrix can be diagonalized.

Eigenvalues and Eigenvectors


A number c is an eigenvalue of a matrix A if there is a non-zero
vector v, called an eigenvector for c, so that the following equation
is true:

A v = c v
Here's an example:

9 2 5
2

A 2 5 2
5
1
2

2
2
1
v 1
1

Since

5
A v 5
5

is equal to

5
5 v 5
5

v is an eigenvector for A, corresponding to eigenvalue c = 5.


Geometrically, this means that multiplying A times v stretches v by
a factor of 5.

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The function eigenvals returns a vector containing the eigenvalues of A.

1
eigenvals ( A) 5
4

The function eigenvecs returns a matrix whose columns are the
corresponding eigenvectors of A.

U eigenvecs ( A)

0.267 0.577 0.196


U 0.535 0.577 0.784
0.802 0.577 0.588

Note that the second column of U is a scalar multiple of the


eigenvector v above.
To return a single column of U, first type

ORIGIN 1
Doing so starts the numbering of the columns at 1. Next, type U
followed by [Ctrl] 6 to insert the column operator.

U
Finally, type the number of the column in the placeholder to the
right of U. For example, the third column of U is

0.196
3
U 0.784
0.588

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You can verify that this is the eigenvector corresponding to 4, the


third entry of the vector of eigenvalues.

0.784
0.784
3
3
A U 3.138 is equal to 4 U 3.138
2.353

2.353

Diagonalizing a Matrix
A square matrix is called a diagonal matrix if its only non-zero
entries are on the main diagonal. For example:

1 0 0
0 5 0
0 0 4

The eigenvalues of a diagonal matrix are its diagonal entries. The


corresponding eigenvectors are the standard basis vectors of R3.
If a matrix A is not diagonal, it is often necessary to diagonalize it to find an invertible matrix U and a diagonal matrix D that satisfy
the matrix equation

A U = D

If you can find the matrices U and D, then A is diagonalizable.


How can you tell if an n-by-n matrix A is diagonalizable? The
answer is that A is diagonalizable if it has n linearly independent
eigenvectors. You can determine whether this is true by evaluating
eigenvecs(A) symbolically, provided that the entries of A are
written as common fractions, such as

9
, rather than as decimals,
2

such as 4.5. If the result is a square matrix, then A is


diagonalizable.
Here's how to test whether a matrix is diagonalizable:

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Diagonalizability Test
1. Type

U eigenvecs ( A)
2. Press [Ctrl] [.], followed by [Enter], to evaluate U with the
symbolic equal sign.

If U is a square matrix - it has the same number of columns as


rows - then A is diagonalizable. U is invertible and satisfies the
matrix equation above, where D is the diagonal matrix whose
diagonal entries are the eigenvalues of A.

If U has fewer columns than rows, A is not diagonalizable. Since U


is not a square matrix, it cannot be invertible.
Note: You must use the symbolic equal sign for this test, and the
entries of A must be symbolic expressions. Evaluating U with the
numerical equal sign always returns a square matrix, even when A is
not diagonalizable.
Let's apply the test to the matrix A in the example above:

U eigenvecs ( A)

1
3

U 2

1
3

3
1

Since U is a square matrix, A is diagonalizable. The diagonal


matrix D is

1 0 0
1
U A U 0 5 0
0 0 4

The result is a diagonal matrix whose diagonal entries are the


eigenvalues of A.
Note: When you evaluate U symbolically, the columns are displayed
in a different order than when you evaluate it numerically. However,
this does not affect the test.

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Not all matrices are diagonalizable. Here's an example.

2 0 1
B 1 2 2
0 0 3

If you apply the diagonalizability test to B, the result is

U eigenvecs ( B)

0 1
U 1 3
0 1

Since U is not a square matrix, B is not diagonalizable.


What this means is that B does not have three linearly independent
eigenvectors, so its eigenvectors do not span all of R3.

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