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Chapter 10 - Eigenvalues and Eigenvectors

# Chapter 10 - Eigenvalues and Eigenvectors

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Eigenvalues and Eigenvector are specific values to an algebraic vectors equations
Eigenvalues and Eigenvector are specific values to an algebraic vectors equations

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07/29/2013

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Chapter 10Eigenvalues and Eigenvectors
___________________________
After reading this chapter, you will be able to
1.

Know the definition of eigenvalues and eigenvectors of a square matrix

2.

Find eigenvalues and eigenvectors of a square matrix

3.

Relate eigenvalues to the singularity of a square matrix

4.

Use the power method to numerically find in magnitude the largest eigenvalue of asquare matrix and the corresponding eigenvector.
_________________________________

What does eigenvalue mean?
The word eigenvalue comes from the German word “Eigenwert” where Eigen means“characteristic” and Wert means “value”. But what the word means is not on your mind!You want to know why do I need to learn about eigenvalues and eigenvectors. Once Igive you an example of the application of eigenvalues and eigenvectors, you will want toknow how to find these eigenvalues and eigenvectors. That is the motive of this chapter of the linear algebra primer.
Can you give me a physical example application of eigenvalues and eigenvectors?
Look at the spring-mass system as shown in the picture below.Assume each of the two mass-displacements to be denoted by x
1
and x
2
, and let usassume each spring has the same spring constant ‘k’. Then by applying Newton’s 2
nd
and3
rd
law of motion to develop a force-balance for each mass we have)(
1212121
x xkx dt  xm
+=
)(
122222
x xdt  xm
=

x
1
km
1
m
2
x
2

Rewriting the equations, we have0)2(
212121
=+
x xdt  xm
0)(
212222
=
x xdt  xm

15,20,10
21
===
mm Let
0)2(1510
21212
=+
x xdt  x
0)(1520
21222
=
x xdt  x
From vibration theory, the solutions can be of the form
Sin A x
ii
=

( )
0
/
ω
where
i
A
= amplitude of the vibration of mass ‘i’= frequency of vibration
0
/
= phase shiftthen
)0(
222
/=
Sinw A dt  x
ii
ω
Substituting and
i
x
22
dt  x
i
in equations,-10A
12
–15(-2A
1
+ A
2
) = 0-20A
22
–15(A
1
- A
2
) = 0gives(-10
2
+ 30) A
1
–15A
2
= 0-15A
1
+ (-20
2
+ 15) A
2
= 0or (-
2
+ 3) A
1
–1.5A
2
= 0-0.75A
1
+ (-
2
+ 0.75) A
2
= 0In matrix form, these equations can be rewritten as

=++
0075.075.0 5.13
2122
A A
ω ω

=
0075.075.0 5.13
21221
A A A A
ω
Let
2
=
λ

[ ]
=
75.075.0 5.13
A

[ ]
=
21
A A X
[A] [X] -
λ
[X] = 0[A] [X] =
λ
[X]In the above equation, ‘
λ
’ is the eigenvalue and [X] is the eigenvector corresponding to
λ
. As you can see that if we know
λ
’ for the above example, we can calculate thenatural frequency of the vibration
λ ω
=
Why are they important? Because you do not want to have a forcing force on the spring-mass system close to this frequency as it would make the amplitude A
i
very large andmake the system unstable.
What is the general definition of eigenvalues and eigenvectors of a square matrix?
If [A] is a nxn matrix, then [X]

0
is an eigenvector of [A] if [A][X] =
λ
[X]where
λ
is a scalar and [X]
0. The scalar
λ
is called the eigenvalue of [A] and [X] iscalled the eigenvector corresponding to the eigenvalue
λ
.
How do I find eigenvalues of a square matrix?
To find the eigenvalues of a nxn matrix [A], we have[A][X] =
λ
[X][A][X] -
λ
[X] = 0[A][X] -
λ
[I][X] = 0([A] -
λ
[I])[X] = 0 Now for the above set of equations to have a nonzero solution,

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