You are on page 1of 4

c08.

qxd

11/9/10

3:07 PM

Page 323

Eigenvalues and Eigenvectors

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.

to find the characteristic polynomial

2.

to find the roots of the characteristic equations the roots are eigen
values that we required

3.

P( ) 0

To solve the homogenous system

[]=0
.To find n- eigen vectors

Example: Determine the eigen value and corresponding eigen vector at

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

let x1 a , x2 3a where a is arbitrary constant

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

Example: Determine the eigen values and corresponding eigen vectors of

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

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