Faddeev-Leverrier Method for Eigenvalues

5. Faddeev-Leverrier Method for Eigenvalues

Faddeev-Leverrier Method
Let

be an n n matrix. The determination of eigenvalues and eigenvectors requires the solution

of
(1)
where
is the eigenvalue corresponding to the eigenvector
equation
(2)
Hence

. The values

must satisfy the

.
is a root of an nth degree polynomial

, which we write in the form

(3)

The Faddeev-Leverrier algorithm is an efficient method for finding the coefficients

of the
polynomial
. As an additional benefit, the inverse matrix
is obtained at no extra
computational expense.
Recall that the trace of the matrix
(4)

, written

, is

The algorithm generates a sequence of matrices

coefficients of
,

and uses their traces to compute the

(5)

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Faddeev-Leverrier Method for Eigenvalues

Then the characteristic polynomial is given by

(6)

In addition, the inverse matrix is given by

(7)

Example 1. Use Faddeev's method to find the characteristic polynomial and inverse of the matrix
.

Solution 1.
Example 2. Use Faddeev's method to find the characteristic polynomial and inverse of the matrix
.

Solution 2.

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Faddeev-Leverrier Method for Eigenvalues

Example 1. Use Faddeev's method to find the characteristic polynomial and inverse of the matrix
.

Solution 1.

We can compare this result with the method of determinants for finding the characteristic polynomial.

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Faddeev-Leverrier Method for Eigenvalues

The polynomials are different only in the fact that

Now we compute the inverse matrix

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Faddeev-Leverrier Method for Eigenvalues

Example 2. Use Faddeev's method to find the characteristic polynomial and inverse of the matrix

Solution 2.

We can compare this result with the method of determinants for finding the characteristic polynomial.

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Faddeev-Leverrier Method for Eigenvalues

The polynomials are the same because the degree is even.

Now we compute the inverse matrix

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