ece sso | LecTURE 3 We are now prepared te discuss the important subject of eigenvalues and eigenvectors, which will lead te one of the canonical Forma ive- the Terdan form Let A be a linear eperater that maps Cc%\c) inte itself. Then a scolar Ain C is called an eigenvalue of A if there exists anen-tere vector 1 wh C™ such that Ax 22x. Any nen-tere vector x sobre h ying Ax AX a on eigenvector of A associated with the ergenvaloe A. In order to £ vad an eigenvalue of A, we need to solve. CA-alyx =O OO where Tie an Ndentiby, matin of order n. We know thet @ has a non-trivial solution iff det CA-AT)=0. T+ follows that Ala) & det CA=AZ)=0, where ACAI Ga polynomial of degree mith A and sd called the charactenishe Belunomial of A, The roots of ACK) comespend to the eigenvalues of A. Since Ala) 5 of ender ny the mate A has n cigenvaloes Cnet necessarily. all distinct DeEck §50 | LecTuRE 3 rs Lets fet consider the case where allof the engenveloes of Aare distnet. Theos, let %,,%25 Aq be the distinct eigenvalues of A and let vi be on ewgenvector of A associated with Ac, vi) Then the set for bthy2, te qualifies as a basis. Fromearlier, we recall ny hes Ay nae” Die Uncorly independent and that A ve the representation of A with respect fo anew bars, If we cheese the exgenvecters os Glee bere een ee eeclomn e A vs the! representation of Ay with reapect to Evtiyt yy} sce Lovonzor 0), where 2, stands at the ithcamponent. Thos, Oo Or: ay -® Note Asia diagonal matrix whose diagonal ele- ments are the n distinct eigenvalues of & We can alse ebtain ® bya similarity trans fenmLEcTORE 3 Thes, A= &aQ 3) If we now consider the case where the eigenvalues of Aare not all distinct, then we must introduce. the generalised eigenvector. A vector y ue said te bea geveralined engenvector of rank k assocs- ated with » fF Cae eo and Garand y #0 @® Note that if kal wehave thet CA-AT)Y =o and V#O , which ia the definition ofan eigenvector. Hence, the term “generalined eigenvector "& appropriatee ECE 550 | i LECTURE 3 Let y bea generolized eigenvector of rank k associated with the ergenvalue 2, we define the following |] ¥ y"® Ca-at)y 2 Canandy® = 2 Pa fee Cao aay CA xT) Pa vi & Caran) ’y = Cara) y” .® Then foreach Lim 12 ik , v's a generalized eigenvector of rank 2. The set of generalined poy ve defined 4® obeve 1 linearly Independent. Furthermore, the eigenvectors v! generclined eigenvectors of A asssciated with different eigenvalues are linearly independent Let us consider a numerical example Ge Aso 3) eo 2 det (Ana d= Cant)*Ca-2) 20 4ECE 550 | Lecture 3 Thon, the eigenvalues are a, Finst consider Ay, chon on 3 eo 0 Se thet [3] Now consider >, , eae eo 8 oot Note thet the renk of CA-%,D 018 2, andte we can only Find one ergenveeter associated with A,. Thos, we must use. grreraliaed exgen- vectors. Let y bea non-acre vector such thet ce Ca-aty = foo3 lyte Bas oo| LECTURE 3 Ios cosy te see that cs [ ° ] 1 ° 13 thot vector. 14 tba generalined eigenvector of rank 2. Thos secon (S23 ]2) [8] We now have our base je. EvivSy*}. Hence, be coe deleiae AO bee stan| Eck 550 | LEcTORE 3 ee et A ed tobe 7 the oe canonical form. We can also check this resul+ veing the similarity transform fea — oo coe Poo oo- o-0 con (es it ou eo Or, te averd taking @ mater inverse, simply evaloate gangform, if te principal diagonal consists of Jomlan hing elements are tron, "The mats A in 2-3) fh Hnee Jordon blocks awacated with by and one Jordan bloe ss fiat with Xs A dagonal mata sles a special ease of the Jordan Form: al of ts Jontan bloeks are of dor We dhaim that every liner tratsformation whieh maps ( rm repetition by «proper ehoice of basis. ‘The ite has Jordan bss vectors xonerilyeomirt of eigenvectors an ertors Before giving 6 eneral procedure for computing the required bss vectors, we need he following haze Letw and v be the generalized eigenvetor of rank and i, respectively sscciaed with the tne eigenvalue A. Define ut = (A — AD? for rr rand v= (A— MD), forj = 1,2, 7° yk Ut the foro veel wand wwe Iineely independent, then the generalized Seenvectors a Vico are linearly independent Bl The set [ow 1] fa liner independent st, x0 Ue st Inv =, ¥) Gee Theorem 2-10). Hence what islet to be proved That each wis linearly independent om the st fe, w= => and teach vis linearly independent on the set [w= =, ut. "This ean be proved by the arguments used inthe proof of Theorees 2-11; the proof [A procedure for computing a Jordan-form representation. We give in the folowing a procedure for computing wae of asx vectors for alinene operator A that maps (2, C) int elf such thatthe ness representation Cf Aisin the Jordan eanoneal A. Compute the cgenvalues of A by solving det (A— AD) = 0 Let ns te the dstnet eigenvalues of A with mult plies, reepective 2. Compu linetty independent generalized cigenvectons of 1B acuociated ith y as follns: compute (A AY, for t= sy until the tank of (A — Ag} 6 equal to the rank of fa — ips Find e genera eigenvector of rank say Define a3 (AMD, for t= 2 rer proeed to step 8. If F< my wo try to nd ‘another finest Independent generalized eigenvector (sce Theorem 2-12) with the largest posible rank; that iy try to Bind. another generalized igenvector with rank fifths i not posible, try E~, and s0 forth until mliwealy independent generalized eigenvectors ar found. "Note that ptA — il) = a then tow ae totally (1 — a) chains of generated eigenvectors sociated withon A has Jordan bloks on the diagonal nd ero throwers Each chsin of generalized eigenvectors generates a Tondan bloc whose order is equa t the Fg ofthe ein ‘8 ao desc, we may check the eeult by using the sina traneforeation A= AQ, oF one easly, QA = AQ, where The repent ent . ranaorm she following mats intothe Jordan form B-1 1 1 0 0 tol 1-1 0 0 rr) 1 1 1. Compute the eigenvnlies of A a= yt = dot (A = a) = (8 == 9) HO — Hence A has eigenvalue 2 with malliplicty 5 and eigenvalue 0 with malty 1 2 Compute (A — a) for = 1 os fallow syns tees teshiseg Ben) yf 2 9 8 1 1) yaaeg @-m=15 0 09 0-1 1p Am*® 0 0 2 20 0 EEE | otek oe oMEORH0 | BEM Cilag cr @-m-lh 6 0 0 0 of 00 0 0 2