Scribd
Upload
160 views11 pages

9 PDF

Eigenvalues and eigenvectors are values and vectors that satisfy the equation Ax = λx, where A is a matrix, x is a vector, and λ is a scalar value. To find the eigenvalues, we solve the characteristic equation det(A - λI) = 0. The eigenvectors corresponding to each eigenvalue are the non-trivial solutions to the equation (A - λI)x = 0. We can find the eigenvectors by reducing (A - λI) to row-echelon form. This process provides the eigenvalues and eigenvectors of a given matrix.

Uploaded by

KathMae Boa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
160 views11 pages

9 PDF

Eigenvalues and eigenvectors are values and vectors that satisfy the equation Ax = λx, where A is a matrix, x is a vector, and λ is a scalar value. To find the eigenvalues, we solve the characteristic equation det(A - λI) = 0. The eigenvectors corresponding to each eigenvalue are the non-trivial solutions to the equation (A - λI)x = 0. We can find the eigenvectors by reducing (A - λI) to row-echelon form. This process provides the eigenvalues and eigenvectors of a given matrix.

Uploaded by

KathMae Boa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 11

Eigenvalues

Eigenvalues and Eigenvectors


 Let A be an nxn matrix and consider the vector
equation:
Ax = x
 A value of  for which this equation has a solution
x≠0 is called an eigenvalue of the matrix A.
 The corresponding solutions x are called the
eigenvectors of the matrix A.
 where  is a scalar.
Solving for eigenvalues
Ax=x
Ax - x = 0
(A- I)x = 0
 This is a homogeneous linear system, homogeneous
meaning that the RHS are all zeros.
 For such a system, a theorem states that a solution
exists given that det(A- I)=0.
 The eigenvalues are found by solving the above
equation.
Eigenvalue and Eigenvector)
 The primary problem of interest for linear systems of
the form is to determine those values of for which

the system has a nontrivial solution ; such a value of

is called a characteristic value or an eigenvalue of A.

 If  is an eigenvalue of A, then the nontrivial solutions


are called the eigenvectors of A corresponding to .

Example
1
 The vector x= is an eigenvector of
2
A= 3 0
8 -1

3 0 1 3
Since Ax = 8 –1 2 = 6 =3x.

The eigenvalue =3.


How to find :
 Recall that Ax=x. Then (A-I)x=0.
 Eigenvalues can be found be solving the
characteristic equation det(A-I)=0.

3 0 3- 0
 Example : A= 8 -1 A-I = 8 -1-

3- 0
8 -1-
 Det( ) =(3-)(-1-)=0
=3 or =-1
Finding eigenvectors associated with
eigenvalues.
 Using the example =3 or =-1. There is an eigenvector
associated with each eigenvalue.

 Let’s find the eigenvector x= x1 associated with 3.


x2
 Recall that Ax=x. Then Ax=3x or A-3I=0.
3 0 0 0
 A= 8 -1 A-3I = 8 -4
 Solve A-3I=0. We get that x2 is free and that x1=.5x2.
Thus the solution is .5
.5x2
 The eigenvector is 1 x2
Finding eigenvectors associated with
eigenvalues.


x
Let’s find the eigenvector x= 1 associated with -1.
x2

 Then Ax=-x or A+I=0.


4 0
3 0
8 -1 80
 A= A+I =
 Solve A+I=0. We get that x2 is free and that x1=0. Thus
0
the solution is 0 and the eigenvector is
x2 1
Example 2: Find Eigenvalues and Eigenvectors

1 2 1
A= 6 -1 0
-1 -2-1

Solution:
To expand the determinant in the characteristic equation.

1-  2 1
det (A-  I)= 6 -1-  0 =0
-1 -2 -1- 
- -
3 2+12=0 or (+4)(-3)=0. Hence the
eigenvalues are: 1=o, 2=-4, 3=3.

To find the eigenvectors we must reduce(A-I 0), three times


corresponding to three eigenvalues.

For 1=0 , we have


1- 0 2 1 -6R1+R2 1 2 1
R1 +R3 -6
det (A- 0 I)= 6 -1- 0 0 0 -13
-1 -2 -1- 0 0 0 0
-1/13R2 1 2 1 -2R2 +R1 1 0 1/13
0 1 6/13 0 1 6/13
0 0 0 0 0 0

Thus, we see that k1=-1/13k3 and k2=-6/13k3.


Choosing k3=- 13 gives the eigenvector,
1
K1= 6
-13

You might also like