Maths Review
Maths Review
MINIPROJECT
Submitted by:
A-431 Nitin Gupta
A-433 Sumeet Gupta
A-448 Sujal Kharatmol
A-465 Rajashekhar Maduri
A-468 Pratham Kothari
Submitted to:
Prof.Pallavi Tingne
Matrices
7.2
1 Eigenvalues and Eigenvectors
Eigenvalue problem (one of the most important problems in
the linear algebra):
If A is an nn matrix, do there exist nonzero vectors x in Rn
such that Ax is a scalar multiple of x?
(The term eigenvalue is from the German word Eigenwert, meaning
“proper value”)
Eigenvalue and
Eigenvector :
A: an nn matrix ※ Geometric Interpretation
y
: a scalar (could be Ax = x
zero) x: a nonzero vector
in Rn
Eigenvalue x
Ax x x 7.3
Ex 1: Verifying eigenvalues and
eigenvectors
2 0 1 2 0
A
x x
1
0 1 0 1
Eigenvalue
2 0 1 2 1
Ax
1
2 2x
1
0 1 0 0 0
Eigenvector
Eigenvalue
Eigenvector
7.4
Thm. 1: The eigenspace corresponding to of matrix
A
If A is an nn matrix with an eigenvalue , then the set of all
eigenvectors of together with the zero vector is a
subspace of Rn. This subspace is called the eigenspace of
Proof:
x1 and x2 are eigenvectors corresponding to
x1, Ax2 x2 )
(i.e., Ax1
(1) A(x1 x2 ) Ax1 Ax2 x1 x2 (x1 x 2 )
(i.e., x1 x2 is also an eigenvector corresponding to λ)
(2) A(cx1 ) c( Ax1 ) c(x1 ) (cx1 )
(i.e., cx1 is also an eigenvector corresponding to )
Since this set is closed under vector addition and scalar
multiplication, this set is a subspace of Rn .
7.5
Ex 3: Examples of eigenspaces on the xy-plane
For the matrix A as follows, the corresponding eigenvalues
are 1 = –1 and 2 = 1:
1 0
A
0 1
Sol:
For the eigenvalue 1 = –1, corresponding vectors are any vectors on the x-axis
※ Thus, the eigenspace
x 1 0 x x x corresponding to = –1 is the
A 1
0 0 1 0 0 0 x- axis, which is a subspace of
R2
For the eigenvalue 2 = 1, corresponding vectors are any vectors on the y-axis
7.7
Thm. 2: Finding eigenvalues and eigenvectors of a matrix AMnn
Let A be an nn matrix.
solutions of ( I A)x 0
Note: follwing the definition of the eigenvalue problem
Ax x Ax Ix (I A)x 0 (homogeneous
system)
(I A)x 0 has nonzero solutions for x iff det(I A) 0
(The above iff results comes from the equivalent conditions on Slide 4.101)
Characteristic equation of A: n
det(I A) (I A) cn1 n1
c1 c0
det(I A) 0 7.7
Ex 4: Finding eigenvalues and eigenvectors
2 12
A
1 5
Eigenvalue: 1 1, 2 2
7.8
3 12 x1 0
(1)
1 1 ( I A)x
1
1 4 x 2 0
3 12 1
G -J
.. E. 4
1 4
0 0
x 4t 4
1 t ,
t
x 2 t 1
0
4 12 . . E. 1
G -J 3
1
3 0 0
x1 3s 3
s , s
x s 1 7.9
Thm. 3: Eigenvalues for triangular matrices
If A is an nn triangular matrix, then its eigenvalues
are the entries on its main diagonal
Ex 7: Finding eigenvalues for triangular and diagonal matrices
1 0 0 0 0
2 0 0 0
1 0
2 0 0
(b) A 0 0
(a) A 1
0 0
3 0 0 0
5 0 0 3
3
Sol: 0 0
2 0 0 4
(a) I A 1 1 0 (0 2)( 1)(
0 3)
5 3 0 0
1 2, 2 31, 3 3
(b) 1 1, 2 2, 3 0, 4 4, 5 7.17
Diagonalization
1 1 0 2 20
1 1 0
0
0 1 7.23
Applications:
1. Computer Graphics & Image Processing
2. Control Systems Engineering
3. Electrical Engineering & Signal Processing
4. Machine Learning & AI
5. Robotics & Computer Vision
Conclusion: