LECTURE: 4

Eigen Values and Eigen Vectors

The system of linear equations can be written as follows:

Where, A is a given matrix, λ is an unknown scalar and x is an unknown

vector.

In a matrix eigenvalue problem, the task is to determine λ’s and x’s that
satisfy the above equation with x ≠ 0

The solutions to Ax = λx are given the following names: The λ’s are
called eigenvalues of A and the corresponding nonzero x’s are called
eigenvectors of A.

Indeed, eigenvalue problems come up all the time in engineering, physics,

geometry, numerics, theoretical mathematics, biology, environmental
science, urban planning, economics, psychology, and other areas. .

Eigenvalue Problem
Let the equation :

Where λ is a scalar (a real or complex number) to be determined and x is

a vector to be determined.

A scalar λ such that Ax = λx holds for some vector x ≠ 0 is called an

eigenvalue of A, and this vector is called an eigenvector of A corresponding
to this eigenvalue .
These are n linear algebraic equations in the n unknowns x1, … , xn (the
components of x).

For these equations to have a solution x ≠ 0 , the determinant of the

coefficient matrix A - λI must be zero. For n = 2:
Example : Determine the eigenvalue and eigenvector of A given below.

a. eigenvalues:
Example: Determine the eigenvalue and eigenvector of A given below.
H.W. : Determine the eigenvalue and eigenvector of the following
matrices: