Applications of

Eigenvalues and
Eigenvectors

22.2

Introduction
Many applications of matrices in both engineering and science utilize eigenvalues and, sometimes, eigenvectors. Control theory, vibration analysis, electric circuits, advanced dynamics and
quantum mechanics are just a few of the application areas.
Many of the applications involve the use of eigenvalues and eigenvectors in the process of transforming a given matrix into a diagonal matrix and we discuss this process in this Section. We
then go on to show how this process is invaluable in solving coupled dierential equations of
both rst order and second order.

Prerequisites
Before starting this Section you should . . .
"

have a knowledge of determinants and

matrices
have a knowledge of linear rst order
dierential equations

Learning Outcomes

diagonalize a matrix with distinct eigenvalues using the modal matrix

After completing this Section you should be

able to . . .

solve systems of linear dierential equations by the decoupling method

1. Applications of Eigenvalues and Eigenvectors

Diagonalization of a Matrix with distinct eigenvalues

Diagonalization means transforming a non-diagonal matrix into an equivalent matrix which is
diagonal and hence is simpler to deal with.
A matrix A with distinct eigenvalues has, as we mentioned in property 3 in Section 22.1, eigenvectors which are linearly independent. If we form a matrix P whose columns are these eigenvectors,
it can then be shown that
det(P )
= 0
so that P 1 exists.
The product P 1 AP is then a diagonal matrix D whose diagonal elements are the eigenvalues of A. Thus if 1 , 2 , . . . n are the distinct eigenvalues of A with associated eigenvectors
X (1) , X (2) , . . . , X (n) respectively:



..
(1) ..
(2) ..
(n)
. X
. . X
P = X
will produce a product

1 0 . . . 0
0 2 . . . 0

P 1 AP = D = ..
.
0 . . . . . . n

We see that the order of the eigenvalues in D matches the order in which P is formed from the
eigenvectors.
N.B.
(a) The matrix P is called the modal matrix of A
(b) Since D, as a diagonal matrix, has eigenvalues 1 , 2 , . . . , n which are the same as
those of A then the matrices D and A are said to be similar. The transformation of
A into D using
P 1 AP = D
is said to be a similarity transformation

2 3
Example Let A =
. Obtain the modal matrix P and calculate the product
3 2
P 1 AP . (The eigenvalues and eigenvectors of this particular matrix A were
obtained earlier in this workbook).

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22.2: Eigenvalues and Eigenvectors

Solution
The matrix
A

has two distinct

eigenvalues 1 = 1, 2 = 5 with corresponding eigenvectors
x
x
and X2 =
. We can therefore form the modal matrix from the simplest
X1 =
x
x
eigenvectors of these forms:

1 1
P =
1 1

2 3
(Other eigenvectors would be acceptable e.g. we could use P =
but there is no
2 3
reason to over complicate the calculation).
It is easy to obtain the inverse of this 2 2 matrix P and the reader should conrm that:
P

1
1
=
adj(P ) =
det(P )
2

1 1
1 1

1
=
2

1 1
1
1

We can now construct the product P 1 AP :

1 1 1
2 3
1 1
1

P AP =
1
3 2
1 1
2 1

1 1 1
1 5
=
1
1 5
2 1

1 2 0
=
0 10
2

1 0
=
0 5
as expected.
Show(by repeating the method outlined above) that had we dened P =

1
1
(i.e. interchanged the order in which the eigenvectors were taken) we would nd
1 1

5
0
1
(i.e. the resulting diagonal elements would also be interchanged).
P AP =
0 1

1 4
The matrix A =
has eigenvalues 1 and 3 and associated eigen

0
3
1
1
vectors
and
respectively.
0
1

1 1
2 2
1 1
If P1 =
, P2 =
, P3 =
0 1
0 2
1 0
write down the products

P11 AP1 ,

P21 AP2 ,

P31 AP3

(You may not need to do detailed calculations).

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22.2: Eigenvalues and Eigenvectors

Your solution

Note that D1 = D2 , demonstrating that any eigenvectors of A can be used to form P . Note also
that since the columns of P1 have been interchanged in forming P3 then so have the eigenvalues
in D3 as compared with D1 .
P31 AP3 =

P21 AP2 =

P11 AP1 =

3
0
0 1
1 0
0 3
1 0
0 3

= D3

= D2

= D1

Matrix Powers

If P 1 AP = D then we can obtain A as the subject of this matrix equation as follows:

multiply on the left by P and on the right by P 1 to obtain
P P 1 AP P 1 = P DP 1
But P P 1 = P 1 P = I

IAI = P DP 1

and so

A = P DP 1

We can use this result to obtain the powers of a square matrix, a process which is sometimes
useful in control theory. Note that
A2 = A.A

A3 = A.A.A. etc.

as we would expect: clearly obtaining high powers of A directly would involve many multiplications. The process is quite straightforward, however, for a diagonal matrix D.

Obtain D and D if D =

3
0
. Write down D10 .
0 2

Your solution

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22.2: Eigenvalues and Eigenvectors

Continuing in this way: D10 =

D3 =

D2 =

0
310
0 (2)10

32
0
0 (2)2

3
0
0 2

3
0
0 (2)

3
0
0 2

33
0
0 (2)3

0
32
0 (2)2

We now use the relation

A = P DP 1

to obtain a formula for powers of A in terms of the easily calculated powers of the diagonal
matrix D
A2 = A.A = (P DP 1 )(P DP 1 ) = P D(P 1 P )DP 1 = P DIDP 1 = P D2 P 1
Similarly:
A3 = A2 .A = (P D2 P 1 )(P DP 1 ) = P D2 (P 1 P )DP 1 = P D3 P 1
or, in general,
Ak = P Dk P 1

Example If A =

2 3
3 2

nd A23 .

(Use the results of the worked example).

Solution

We know from the previous worked example that if P =

P 1 AP =
where P

1
=
2

1 0
0 5

i.e.

1 1
1
1

1 1
1 1

=D

A = P DP 1
A23 = P D23 P 1
using the general result shown above

1 1
1 1
1
0
A =
1
1
1 1
0 523

which is easily determined.

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22.2: Eigenvalues and Eigenvectors

Exercises
1. Find a diagonalising matrix P if

4 2
(a) A =
1 1

1
0 0
2 0
(b) A = 1
2 2 3

Verify, in each case, that P 1 AP is diagonal, with the eigenvalues of A as its diagonal
elements.

1 2
1. (a) P =
1
1
Answers

1 0 0
(b) P = 1 1 0
2 2 1

Systems of First Order Differential Equations

Systems of rst order ordinary dierential equations arise in many areas of mathematics and
engineering, for example in control theory and in the analysis of electrical circuits. In each case
the basic unknowns are each a function of the time variable t. A number of techniques have
been developed to solve such systems of equations; for example the Laplace transform or the use
of the exponential matrix (outside the scope of this discussion). Here we shall use eigenvalues
and eigenvectors to obtain the solution. Our rst step will be to recast the system of ordinary
dierential equations in the matrix form X = AX where A is an n n coecient matrix of
constants, X is the n 1 column vector of unknown functions and X is the n 1 column vector
containing the derivatives of the unknowns.. The main step will be to use the modal matrix of
A to diagonalise the system of dierential equations. This process will transform X = AX into
the form Y = DY where D is a diagonal matrix. We shall nd that this new diagonal system
of dierential equations can be easily solved. This special solution will allow us to obtain the
solution of the original system.

Obtain the solutions of the pair of rst order dierential equations


x = 2x
y = 5y

()

given the initial conditions

x(0) = 3
y(0) = 2

i.e. x = 3 at t = 0
i.e. y = 2 at t = 0

dx
dy
, y =
)
dt
dt
Recall, from your course on dierential equations, that the general solution of
dy
the dierential equation
= Ky is y = y0 eKt .
dt

(The notation is that x =

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22.2: Eigenvalues and Eigenvectors

Your solution

From the given initial condition

Using the hint:

x = x0 e2t

x0 = 3
y = y0 e5t

y0 = 2

so nally x = 3e2t

y = 2e5t .

where x0 = x(0) and y0 = y(0).

In the above example although we had two dierential equations to solve they were really quite
separate. We needed no knowledge of matrix theory to solve them.
However, we should note that the two dierential equations here can be written in matrix form.

x
x
2
0

Thus if X =
X=
A=
y
y
0 5
the 2 equations (*) can be written as

x
2
0
x
=
y
0 5
y
i.e. X = AX.

Write the pair of coupled dierential equations


x = 4x + 2y
y = x + y

()

in matrix form.

Your solution

x
y

AX

4 2
1 1

x
y

The essential dierence between the two pairs of dierential equations just considered is that
the rst pair () were really separate equations, the rst equation of () involving only the
unknown x, the second involving only y. In matrix terms this corresponded to a diagonal
matrix A in the system X = AX. The second system () of equations were coupled in that
7

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22.2: Eigenvalues and Eigenvectors

both equations involved both x and y. This corresponded to the non-diagonal matrix A in
the system X = AX.
Clearly the second system here is more dicult to deal with than the rst and there is where
we can use our knowledge of diagonalisation.

Example

Find the solution of the coupled dierential equations

with initial conditions

Here x

x = 4x + 2y
y = x + y
x(0) = 1
y(0) = 0

dx
dy
and y
.
dt
dt

Solution
Dening as above

x(t)
X=
y(t)

and

X =

x
y

the original system of dierential equations can be written, as we have seen,

4
2
X = AX
where
A=
in the present example.
1 1

r(t)
We now introduce a new column vector of unknowns Y =
through the relation
s(t)
X = PY
where P is the modal matrix of A. Then, since P is a matrix of constants:
X = P Y
so X = AX becomes P Y = AX = A(P Y )
Then, multiplying by P 1 on the left,
Y = (P 1 AP )Y
But, because of the properties of the modal matrix, we know that P 1 AP is a diagonal
matrix. Thus if 1 , 2 are distinct eigenvalues of A then:

1 0
1
P AP =
0 2
Hence Y = (P 1 AP )Y becomes

r
1 0
r
=
.
0 2
s
s

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22.2: Eigenvalues and Eigenvectors

Solution (contd.)
That is, when written out we have
r = 1 r
s = 2 s.
These equations are de-coupled. The rst equation only involves the unknown function r(t)
and has solution r(t) = Ce1 t . The second equation only involves the unknown function s(t)
and has solution s(t) = Ke2 t where C, K are arbitrary constants.
Once r, s are known the original unknowns x, y can be found from the relation X = P Y .
Note that the theory outlined above is applicable to any system of dierential equations of the
form
X = AX
where A is an n n matrix with distinct eigenvalues 1 , 2 , . . . , n .
Consider the present example in which

4 2
A=
.
1 1
It is easily
that
checked

A has

distinct eigenvalues 1 = 3 2 = 2 and corresponding eigenvectors

2
1
, X2 =
. Therefore, if
X1 =
1
1

2
1
3 0
1
P =
then
P AP =
1 1
0 2
and (from above),
r(t) = Ce3t
So

s(t) = Ke2t .

x
y

X = PY

2
1
1 1
2
1
1 1

r
s

Ce3t
=
Ke2t

2Ce3t + Ke2t
.
=
Ce3t Ke2t

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22.2: Eigenvalues and Eigenvectors

Solution (contd.)
Therefore
x = 2Ce3t + Ke2t
y = Ce3t Ke2t .
We can now impose the initial conditions x(0) = 1 and y(0) = 0 to give
1 = 2C + K
0 = C K.
Thus C = K = 1 and the solution to the original system of dierential equations is
x(t) = 2e3t e2t
y(t) = e3t + e2t .

The approach we have demonstrated in this example can be extended to

(a) Systems of rst order dierential equations containing more than 2 unknowns
(b) systems of second order dierential equations
The only restriction, as we have said, is that the matrix A in the system X = AX has distinct
eigenvalues.

Systems of second order differential equations

The decoupling method discussed above can be readily extended to this situation which could
arise, for example, in a mechanical system consisting of coupled springs.
A typical example of such a system with two unknowns has the form
x = ax + by
y = cx + dy
or, in matrix form,
= AX
X

x
where X =
y

A=

a b
c d

x =

d2 x
,
dt2

y =

d2 y
dt2

r(t)
Make the substitution X = P Y where Y =
and P is the modal matrix
s(t)
of A, A being assumed here to have distinct eigenvalues 1 and 2 . Solve the
resulting pair of decoupled equations for the case, which arises in practice,
where 1 and 2 are both negative.

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22.2: Eigenvalues and Eigenvectors

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22.2: Eigenvalues and Eigenvectors

Exactly as with a rst order system putting X = P Y into the second order system
gives

Y = P 1 AP Y
In full

r
s

that is Y = DY

1 0
0 2

r
s

That is, r = 1 r = 12 r

where

D=

11
= AX
X

1 0
0 2

and s = 2 s = 22 s

(for the case where 1 and 2 are both negative.) The two uncoupled equations are of the form
of the dierential equation governing simple harmonic motion. Hence the general solutions are
r = A cos 1 t + B sin 1 t
s = C cos 2 t + E sin 2 t
The solutions for x and y are then obtained by use of
X = P Y.
Note that in this second order case four initial conditions, two each for both x and y, are
required because four constants A, B, C, E arise in the solution.

Your solution

Exercises
1. Solve by decoupling each of the following systems:

dX
3
4
1
= AX where A =
, X(0) =
(a)
4 3
3
dt
(b) x 1 = x2
x 2 = x1 + 3x3
x 3 = x2
with x1 (0) = 2,

2
dX
(c)
= 1
dt
1
(d) x 1 = x1

x2 (0) = 0, x3 (0) = 2

1
2 1
3 1 X with X(0) = 0
0
2 2

x 2 = 2x2 + x3
x 3 = 4x2 + x3
with x1 (0) = x2 (0) = x3 (0) = 1
2. Matrix methods can also be used as we have discussed to solve systems of second-order
dierential equations such as might arise with coupled electrical or mechanical systems.
For example the motion of two masses m1 and m2 vibrating on coupled springs, neglecting
damping and spring masses, is governed by
m1 y1 = k1 y1 + k2 (y2 y1 )
m2 y2 = k2 (y2 y1 )
where dots denote derivatives with respect to time. Write this system as a matrix equation
Y = AY and use the decoupling method to nd Y if
(i) m1 = m2 = 1, k1 = 3, k2 = 2

and the initial conditions are y1 (0) = 1, y2 (0) = 2, y(0)

= 2 6, y 2 (0) = 6
(ii) m1 = m2 = 1, k1 = 6, k2 = 4
and the initial conditions are y1 (0) = y2 (0) = 0, y 1 (0) =

2, y 2 (0) = 2 2

Verify your solutions by substitution in each case.

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22.2: Eigenvalues and Eigenvectors

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22.2: Eigenvalues and Eigenvectors

Answers

5t
2e e5t
1. (a)X =
e5t + 2e5t

13

2 cosh 2t
(b) X = 4 sinh 2t
2 cosh 2t

e5t + 3et
5e
1
1
(c)X = e5t et
(d) X = 2e2t + 3e3t
4
5
e5t et
8e2t 3e3t

cos t 2 sin 6t
sin 2t

(ii) Y =
2 cos t + sin 6t
2 sin 2t

2. (i) Y =