14 views

Uploaded by narendra

Nice article

- finite element programming with MATLAB
- Eigenvalues and Eigenvectors and Their Applications
- An Introduction to Observers
- Matlab LMI Toolbox Erkus_lee_2004a
- Eigenvalues and Eigenvectors
- Total Quality Improvement
- State Space Design
- Vectors and Matrices.pdf
- Managing Diversification SSRN-id1358533
- 12. Conception of Air Transport Services of Perintis to Encourage the Acceleration of the Regional Development (Jamaluddin Rahim)
- 173_cis.pdf
- Chapter11
- HO-06
- Blindly Combined Energy Detection for Spectrum Sensing in Cognitive Radio
- dsuhgfrg
- pg625-26
- Chapter 3
- Dynamics of Urban Bike Sharing Systems.pdf
- eigen vector.docx
- mm-10

You are on page 1of 4

The subject of eigenvalues and eigenvectors will take up most of the rest of

the course. We will again be working with square matrices. Eigenvalues are

special numbers associated with a matrix and eigenvectors are special vectors.

A matrix A acts on vectors x like a function does, with input x and output Ax.

Eigenvectors are vectors for which Ax is parallel to x. In other words:

Ax = x.

In this equation, x is an eigenvector of A and is an eigenvalue of A.

Eigenvalue 0

If the eigenvalue equals 0 then Ax = 0x = 0. Vectors with eigenvalue 0 make

up the nullspace of A; if A is singular, then = 0 is an eigenvalue of A.

Examples

Suppose P is the matrix of a projection onto a plane. For any x in the plane

Px = x, so x is an eigenvector with eigenvalue 1. A vector x perpendicular to

the plane has Px = 0, so this is an eigenvector with eigenvalue = 0. The

eigenvectors of P span the whole space (but this is not true for every matrix).

0 1

1

The matrix B =

has an eigenvector x =

with eigenvalue 1

1 0

1

1

and another eigenvector x =

with eigenvalue 1. These eigenvectors

1

span the space. They are perpendicular because B = B T (as we will prove).

det( A I ) = 0

An n by n matrix will have n eigenvalues, and their sum will be the sum of the

diagonal entries of the matrix: a11 + a22 + + ann . This sum is the trace of the

matrix. For a two by two matrix, if we know one eigenvalue we can use this

fact to nd the second.

Can we solve Ax = x for the eigenvalues and eigenvectors of A? Both

and x are unknown; we need to be clever to solve this problem:

= x

( A I )x = 0

Ax

det( A I ) = 0. We can solve this characteristic equation for to get n solutions.

1

If were lucky, the solutions are distinct. If not, we have one or more repeated

eigenvalues.

Once weve found an eigenvalue , we can use elimination to nd the

nullspace of A I. The vectors in that nullspace are eigenvectors of A with

eigenvalue .

Calculating eigenvalues and eigenvectors

3 1

Let A =

. Then:

1

det( A I )

1

3

= (3 )2 1

= 2 6 + 8.

Note that the coefcient 6 is the trace (sum of diagonal entries) and 8 is the

determinant of A. In general, the eigenvalues of a two by two matrix are the

solutions to:

2 trace( A) + det A = 0.

Just as the trace is the sum of the eigenvalues of a matrix, the product of the

eigenvalues of

equals its determinant.

any matrix

3 1

For A =

, the eigenvalues are 1 = 4 and 2 = 2. We nd the

1 3

1

1

1

eigenvector x1 =

for 1 = 4 in the nullspace of A 1 I =

.

1

1 1

1 1

x2 will be in the nullspace of A 2I =

. The nullspace is an entire

1 1

1

line; x2 could be any vector on that line. A natural choice is x2 =

.

1

0 1

Note that these eigenvectors are the same as those of B =

. Adding

1 0

0 1

3I to the matrix B =

added 3 to each of its eigenvalues and did not

1

A caution

Similarly, if Ax = x and Bx = x, ( A + B)x = ( + )x. It would be nice if

the eigenvalues of a matrix sum were always the sums of the eigenvalues, but

this is only true if A and B have the same eigenvectors. The eigenvalues of the

product AB arent usually equal to the products ( A)(b), either.

Complex eigenvalues

0 1

The matrix Q =

rotates every vector in the plane by 90 . It has

1

0

trace 0 = 1 + 2 and determinant 1 = 1 2 . Its only real eigenvector is the

zero vector; any other vectors direction changes when it is multiplied by Q.

How will this affect our eigenvalue calculation?

det( A I ) =

1

= 2 + 1.

det( A I ) = 0 has solutions 1 = i and 2 = i. If a matrix has a complex

eigenvalue a + bi then the complex conjugate a bi is also an eigenvalue of that

matrix.

Symmetric matrices have real eigenvalues. For antisymmetric matrices like

Q, for which A T = A, all eigenvalues are imaginary ( = bi).

Triangular matrices and repeated eigenvalues

3 1

For triangular matrices such as A =

, the eigenvalues are exactly the

0

3

1

det( A det I ) =

3

0

= (3 )(3 )

= ( a11 )( a22 )

= 0,

so 1 = 3 and 2 = 3. To nd the eigenvectors, solve:

0 1

( A I )x =

x=0

0 0

1

. There is no independent eigenvector x2 .

to get x1 =

0

MIT OpenCourseWare

http://ocw.mit.edu

Fall 2011

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

- finite element programming with MATLABUploaded bybharathjoda
- Eigenvalues and Eigenvectors and Their ApplicationsUploaded byDr. P.K.Sharma
- An Introduction to ObserversUploaded byapi-3826450
- Matlab LMI Toolbox Erkus_lee_2004aUploaded byAnonymous rTRz30f
- Eigenvalues and EigenvectorsUploaded byvg_mrt
- Total Quality ImprovementUploaded byMar Diyan
- State Space DesignUploaded byeuticus
- Vectors and Matrices.pdfUploaded bydanishia09
- Managing Diversification SSRN-id1358533Uploaded bymshuffma971518
- 12. Conception of Air Transport Services of Perintis to Encourage the Acceleration of the Regional Development (Jamaluddin Rahim)Uploaded byalfian553159
- 173_cis.pdfUploaded byAnasaziX
- Chapter11Uploaded byprasanth_223
- HO-06Uploaded byspiderman0000
- Blindly Combined Energy Detection for Spectrum Sensing in Cognitive RadioUploaded byMohamed Tharwat Waheed
- dsuhgfrgUploaded byJohannes Maputsi
- pg625-26Uploaded byLeonard Gonzalo Saavedra Astopilco
- Chapter 3Uploaded byyouyou700
- Dynamics of Urban Bike Sharing Systems.pdfUploaded byGabriel Souza Pontes
- eigen vector.docxUploaded bykirti
- mm-10Uploaded bySomasekhar Chowdary Kakarala
- 2005-2.pdfUploaded byMuhammad Al Kahfi
- Procrustes Distance READMEUploaded byMirQuinto
- SanUploaded byseelan9
- 1-s2.0-S0020768302004122-mainUploaded byrosen95713
- 20160504.pdfUploaded byAliOuchar
- TercerControl_solucionesUploaded byAlejandro Ortega Perez
- r059210101 Mathematics IIUploaded bySrinivasa Rao G
- Lec40 2 OrderUploaded byPatran
- Peters en Matrix CookbookUploaded byHannes Nickisch
- 07_R059210101-MATHEMATICS-IIUploaded byandhracolleges

- README.txtUploaded byJohn Smith
- Autos Wimp 01Uploaded bynarendra
- scr3Uploaded bynarendra
- Fruit Vegetables ReportUploaded byJithendra Babu
- ch 6 ADCUploaded bynarendra
- scr1.pdfUploaded bynarendra
- scr.pdfUploaded bynarendra
- Sniffing Network Traffic in PythonUploaded bynarendra
- Index_finUploaded bynarendra
- ch 1 IAR for STM8.docxUploaded bynarendra
- STM8A-Discovery User ManualUploaded bynarendra
- ch 1 IAR for STM8Uploaded bynarendra
- Time LinitedUploaded bynarendra
- readme.txtUploaded bynarendra
- ExamUploaded bynarendra
- Fuh Distribute IntUploaded bynarendra
- readme.txtUploaded bynarendra
- ms_agcseUploaded bynarendra
- BeapUploaded bynarendra
- App_cUploaded bynarendra
- Debug.txtUploaded bynarendra
- Sex and Sexual FunctionUploaded byimanolkio
- basic english sentence patternsUploaded byylyutza
- 101 American English IdiomsUploaded bytranduckyhut
- Automotive CAN Bus System Explained _ Kiril Mucevski _ Pulse _ LinkedInUploaded bynarendra
- 2006acc_0362_fiUploaded bynarendra
- IELTS Information for Candidates March 2015Uploaded byJesús Frías
- fceUploaded byMộc Hà
- 1003351_BrochureUploaded bynarendra
- APPAP Workshop Ansaldo 0Uploaded bynarendra

- SampleUploaded byLev
- Integration and Its ApplicationsUploaded byjaydee_atc5814
- FIELDWORK-REVERSE-CURVE.docxUploaded byJan Hênrý Talisayan
- gt7Uploaded bySaranya Thangaraj
- computational methods and statisticsUploaded byChiko Red
- Agent-Based Economics and EconophysicsUploaded bymnbvghjk
- Outliers and Influential ObservationsUploaded bySaurav Dutt
- syl_06_3Uploaded bySD Banner
- Presentación Louis Mattar Testing - SPEUploaded byADWINDT
- tlbmimoUploaded byShriram Swaminathan
- AIC BIC HQUploaded byEhab Zuiter
- 12_MathUploaded byKuldeep Lamba
- intpolyUploaded byAndrei Catalin Ilie
- 05_compsim_2014_phaseii (1)Uploaded bybob
- MATH3175-fa10-sol4Uploaded byoscura
- Analysis-of-Curved-Beams.pdfUploaded bydarkkimi
- hw feb 20-24Uploaded byapi-325782732
- shigley's mechanical engineering design 9th edition solutions manual ch 20Uploaded byأبو البراء
- Math FormulaUploaded byJames Ho
- On Fuzzy Soft Matrix Based on Reference FunctionUploaded byAnonymous 0U9j6BLllB
- Bezier curvesUploaded bySamKtk
- A level Mathematics _ Practice Paper _ 7.5 _ Differential equations.docUploaded byZaka Ahmed
- MS12 07aUploaded byKirul Nizam Aziz
- 1. Ijamss - Family of Poisson Distribution and Its ApplicationUploaded byiaset123
- mws_gen_pde_txt_parabolic.docUploaded byJoan Mary
- 1995_Book_ComplexAnalysisAndSpecialTopic.pdfUploaded byHolman Ayala
- partial diff with scilab.pdfUploaded byafiqjenoba
- Chapter 1 Algebra.pdfUploaded bymohsen123
- simplexUploaded bychauhan_88
- 241 Final Exam Solution Fa01Uploaded bybd87gl