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qxd

11/9/10

3:07 PM

Page 323

Consider multiplying nonzero vectors by a given square matrix, such as

dc d

5

1

c d,

33

27

dc d

3

4

c d.

30

40

We want to see what influence the multiplication of the given matrix has on the vectors.

In the first case, we get a totally new vector with a different direction and different length

when compared to the original vector. This is what usually happens and is of no interest

here. In the second case something interesting happens. The multiplication produces a

vector [30 40]T 10 [3 4]T, which means the new vector has the same direction as

the original vector. The scale constant, which we denote by l is 10. The problem of

systematically finding such ls and nonzero vectors for a given square matrix will be the

theme of this chapter. It is called the matrix eigenvalue problem or, more commonly, the

eigenvalue problem.

We formalize our observation. Let A [ajk] be a given nonzero square matrix of

dimension n n. Consider the following vector equation:

......(1)

.Ax lx

AX X 0

( A I )X 0

(2)

To have a non-zero solution of this set of homogeneous linear equation (2) | A-I | must

.be equal to zero i.e

A I 0

(3 )

.The following procedure can find the eigen values & eigen vector of n order matrix A

P() = det

[AI ]

1.

2.

to find the roots of the characteristic equations the roots are eigen

values that we required

3.

P( ) 0

[]=0

.To find n- eigen vectors

wallaa alebady

wallaa.alebady@yahoo.com

the matrix

4

A

3

1

2

Solution:

4 1 0

A I 0

0

3 2 0

4

0 (4 )(2 ) 3 0

2 6 5 0 ( 1)( 5) 0

1 ,& 5

To find the eigen vector for 1

4 1 x1 x1

1 4 x1 x2 x1 3x1 x2 0

3 2 x2 x2

3x1 2 x2 x2 3x1 x2 0

AX X

The eigen vector corresponding to 1 is

a

X1

eigenvector may be normalized to unit length the normalized eigenvector

3a

X is defind by

X

length

for X1 length a 1 32

1 1/ 10

a 10 3 3/ 10

a

x

4 1 x1

5 1

3 2 x2

x2

4 x1 x2 5x1 x1 x2 0

for 5 AX X

3x1 2 x2 5x1 x1 x2 0 x1 a , x2 a

the eigen vector corresponding to 2 5 is

1/ 2

a

1

X 2 a length a 2 X 2

the eigenvectors

a

1

1/ 2

1/ 10 1/ 2

3/ 10 1/ 2

wallaa alebady

wallaa.alebady@yahoo.com

the matrix

6

A 2

2

2

5

0

2

0

7

P ( ) A I 0

6

2

2

2

5

0

2

0

0

7

Simplifyin g we have

P ( ) 3 18 2 99 162 0 ( 9 )( 2 9 18 ) 0

1 3 , 2 6 , 3 9

( distinct )

case 1 3

( A 1 I ) X 0

2 2 x1

3 x1 2 x 2 2 x 3 0

3

2

x 0 2x 2x

0

2

0

1

2

2

2

4 x3 0

0

4 x 3

2 x1

let

x 3 c x1 x 2 2 c

the eigenvecto rs is

X1

length

2c

2

X 1 2 c c 2

c

1

, length c 4 4 1 3 c

2 2/3

c

X

2

/

3

2

3c

1 1 / 3

case : 2 6 ( A 2 I ) X 2 0

case : 3 9 ( A 3 I ) X 3 0

2/3

X 2 / 3

1 / 3

1/3

2/3

2/3

2 / 3

1 / 3

2 / 3

wallaa alebady

wallaa.alebady@yahoo.com

c08.qxd

10/30/10

10:56 AM

Page 329

1.

3.0

0

5.

0

0.6

2.

3. D0

6T

13

4. D 2

8T

wallaa alebady

wallaa.alebady@yahoo.com

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