Contents

(1) INTRODUCTION
(2) EIGEN VALUES AND EIGEN VECTORS
 Definition
 Example and solution
(3) PROPERTIES OF EIGEN VALUES AND
EIGEN VECTORS
(4) SOLVING A PROBLEM ON THE CONCEPT
(5) APPLICATIONS OF EIGEN VALUES AND
EIGEN VECOTRS
 Applications differential equations to find
voltage varying with line
 Applications to a predator-prey system to
find population growth

1. INTRODUCTION
 Many applications of matrices in both engineering and
science utilize eigen values and eigen vectors. For example the eigen
values are used in structural designing, control theory multivariate
statistics, communication technology and for analysis of financial data
in the following ways.

 The eigen values are used to determine the natural frequencies

(or eigen frequencies) of vibration, and the eigen vectors
determine the shapes of this vibrational modes.
 In control theory, the eigen values of the system matrix of linear
system tell you information about the stability and response of
your system. For a continuous system , the system is stable if all
eigen values have negative real part(located in the left half
complex plane). For a discrete system, the system is stable if all
eigen values have magnitude less than 1 (inside the unit circle in
the complex plane.
 In multivariate statistics and the clustering of data , spectral
clustering techniques make the use of the eigen values of
similarity matrix of the data to perform dimensionality reduction
before clustering in fewer dimensions.
 Eigen values were used by claudeshannon to determine the
theoretical limit to how much information can be transmitted
through a communication medium like your telephone line or
 through the air. This is done by calculating the eigen vectors and
eigen values of the communication channel (expressed a matrix )
and then water filting on the eigen values.
 The eigen values and eigen vectors of a matrix are often used in
the analysis of financial data and are integral in extracting useful
information from the raw data. They can be used for predicting
stock prices and analyzing correlations between various stocks,
corresponding to different companies.

2. Eigen values and Eigen vectors

Definition :-

Let *A* be a square matrix of order *n* and *X* be a non

zero vector satisfying the condition AX = λ X , here the scalar λ is
called the eigen value corresponding to the eigen vector X .
similarly the non zero vector X is called the eigen vector
corresponding to the eigen value λ .

Example:-

Let A = (15 62 ) , U= [−56 ] and V = [−23 ] are U and V eigen vectors of

A?

Solution:-

⇒ AU = [ 15 62 ][−56 ]=[−24
20 ] = -4 [−56 ] = - 4U
⇒ AV = 5[ 1 62 ][−23 ]=[−911] ≠ λ [−23 ]
Thus U is an eigen vector corresponding to an eigen value -4 ,
but V is not an eigen vector of A , because AV is not a multiple of V.

The matrix A- λ Ι is called the characteristic matrix and

|A- λ Ι |= 0 is called the characteristics equation of A . Roots of the
equation are the eigen vectors of the matrix A . the eigen vectors are
obtained from the equation AX= λ X .
3. the properties of eigen valuE and eigen vectors

 The eigen vector corresponding to an eigen value Is not

unique where as the eigen value corresponding to an
eigen vector is unique.
 Any square matrix and its transpose have the save eigen
values.
 The eigen values of a triangular matrix are just the
diagonal elements of the matrix.
 The eigen values of an idempotent matrix are either zero
or unity.
  The sum of the eigen values of a matrix is its trace.
1
 If λ is an eigen value of the matrix A Then λ is the eigen

value of A-1.
Zero is an eigen value ⇔ A is a singular matrix.

4. SOLVING A PROBLEM

Let us consider an example for finding eigen values and eigen

vectors

−2 2 −3
Take A = [ 2 1 −6
−1 −2 0 ]
The characteristic equation of A is |A- λ Ι |= 0,

−2−λ 2 −3
|
i.e., 2
−1
1−λ −6
−2 −λ | =0

⇒ λ 3+ λ 2-21 λ -45=0

Solving this equation, We get λ =5, -3 ,-3

  To find eigen vectors , we apply the Gauss Elimination method
to the system of equations in the matrix form (A- λI )X = 0.

Case-1:- let λ =5

x1
Let X = [] x2
x3
be the eigen vector corresponding to the eigen value

5.

−7 2 −3 x 1 0
Than the equation becomes [ ][ ] [ ]
2 −4 −6 x 2
−1 −2 −5 x 3
= 0
0

By applying row operations the system reduces to the form

−1 −2 −5 x 1 0

[ 0
0
1
0
2 x2
0 x3 ][ ] [ ]
= 0
0

⇒-x1-2x2-5x3=0 and x2+2x3 = 0

⇒ x1= -x3 and x2= -2x3

1
Therefore a characteristic vector corresponding to λ = 5 is X= []2
−1

Case-2:- let λ = -3

x1
Let X = []
x2
x3
be the eigen vector corresponding to the eigen value -3

.
 Then the equation becomes

1 2 −3 x 1 0

[ 2
][ ] [ ]
4 −6 x 2
−1 −2 3 x 3
= 0
0

By applying row operations this system reduces to the form

1 2 −3 x 1 0

[ 0 0 0 x2
0 0 0 x3 ][ ] [ ] = 0
0

⇒x1+2x2-3x3 = 0

⇒x1 = -2x2+3x3

Choose x2 = 1, x3= 0 then x1 = -2

Choose x2 = 0, x3 = 1 then x1 = 3

Therefore the linearly independent vector corresponding to λ = -3

are

−2 3
[]
x1 = 1
0
and x2 = []
0
1
5. APPLICATIONS OF EIGEN VALUES AND

EIGEN VECTORS

(1) Applications to Differential equations to find the

voltage varying with line :-

This section describes continuous analogues of the difference

equations. In many applied problems, several quantities are varying
continuously in time and are related by a system of differential
equations.
X1I = a11x1+ … … … … +a1nxn
X2I = a21x1+ … … … … +a2nxn
XnI = an1xn+ … … … … +annxn
Here x1 ... … … xn are differentiable functions of t , with derivatives xnI
… … … xnI , and the aij are constants. The crucial features of this
system is that is linear. To see this, write the system as matrix
differential equation
∴XI = AX ….……............. (1)
X 1(t ) X 1(t)
Where, X(t) =
[ ]
:
:
Xn(t )
; XI(t) =
[ ]
:
:
Xn(t )
and

a 11 … … a 1n
A=
[ :
:
an 1
…
…
…
…
…
:
:
… ann
]
A solution of (1) is a vector valued function that satisfies (1) for
all t in some interval of real numbers. Such as t ≥ 0.
Equation (1) is linear because both differentiation of functions
and multiplication of vectors by a matrix are linear transformation.
Thus U and V are solutions of XI= AX. Then cu+dv is also a solution,
because
⇒(cu+dv)I = cuI + dvI

= cAu+dAv
= A(cu+dv)
Standard texts on differential equations show that there
always exists what is called a fundamental set of solutions to (1). If A
is n×n, then there are n linearly independent functions in a
fundamental set.
If a vector X0 is specified then the initial value problem is to
construct the (unique) function X, such that
 XI = AX and X(0) = X0.
When A is a diagonal matrix, the solution of (1) can be
produced by elementary calculus. For instance, consider
i.e. , X1I(t) = 3x1(t) and X2I(t) = -5x2(t) …..…………. (3)
The system (2) is said to be decoupled because each
derivative of a function depends only on the function itself, not on
the value combination or coupling of both X1(t) and X2(t).
For calculus, the solutions of (3) are
∴X1(t) = C1e3t and X2(t) = C2e-5t, for any constants C1 and C2.
Each solution of (2) can be written in the form of following
x 1(t) C1e 1
∴ [ ] = [ ] = C [ ]e
x 2(t) C2e 1 0
3t
[ 0]
+C2 1 e-5t.

This example suggests that the general equation XI = AX, a solution

might be a linear combination of functions of the form.
∴ X(t) = Ve t ……………..………… (4)
For some scalar λ and some fixed non zero vector V, (if
V=0, the function X(t) is identically zero and hence satisfies X I= AX. )
observe that

 XI(t) = λ e t (by calculus, since V is constant vector).

 AX(T)=Ave t (multiplying both sides of (4) by A ).
Since e t is never zero, XI will equal AX(t) if and only if λ v = AV,
that is, if and only if λ is an eigen value of A and V is a corresponding
eigen vector. Thus each eigen value-eigen vector pair provides a
solution (4) of XI =AX. Such solutions are sometimes called Eigen
functions of the differential equations. Eigen functions provide the
key to solving systems of differential equations.
Example:-

The circuit in figure (1) can be described by the differential

equation

( R11 + R12 )
[ ]
−
V 1(t) 1 V 1(t)
 [ ]=
V 2(t) C1
1
R 2C 1
−1
[ ]
V 2(t)
R2C2 R 2C 2

Where V1(t) and V2(t) are the voltages across the two capacitors at
time t. Suppose resistors R1 is 1 ohm and R2 is 2 ohms, capacitor
there is an initial charge 5 volts on capacitor C1 and 4 volts on
capacitor C2.Then find formulae for V1(t) and V2(t) that describe how
the voltages change overtime.
Solution :-
For the data given,
5 V1 5
Let A = [−1.5
1 −1 ] ; X = [ V2 ] and X =[ 4] 6
The vector X0 is lists the initial values of X. From A, we obtain eigen
values λ 1= -5 and λ 2= -2 with corresponding eigen vectors

V1 = [ 12] and V = [−11]

2

The eigen functions X1(t) = V1e t and X2(t) = V2e t both

satisfy XI = λ X, and so does any linear combination of X1 and X2. Set
X(t) = C1V1e t+C2V2e t = C1 2 e-5t+C2 [ 1] [−11]e -2t
.

And note X(0) = C1V1+C2V2. Since V1 and V2 are obviously linearly

independent and hence span R2, C1 and C2 can be found to make X(0)
equal to X6. In fact, the equation

[ 1] [−11] = [ 54 ]
C1 2 +C2

↑ ↑ ↑

V1 V2 V3
Leads easily to C1 = 3 and C2 = -2. Thus the desired solution of
differential equation XI = AX is

[1]
X(t) = 3 2 e-5t - 2 [−11]e -2t

V 1(t ) 3 e+ 2 e
[ ] [
(or) V 2(t ) = 6 e−2 e ]
Fig (2) shows the graph or trajectory of X(t) for t>0, along with
trajectories for some other initial points. The trajectories of two
eigen functions X1 and X2 lie in the eigen spaces of A.
The functions X1 and X2 both decay to zero at t⟶ ∞, but the
values of X2 decay faster because its component is more negative.
The entries in the corresponding eigen vectors V2 show that the
voltage across the capacitors wile decay to zero as rapidly as
possible if the initial voltages are equal in magnitude but opposite in
sign.
In fig (2) the origin is called attractor, sink of the dynamical
system because all trajectories are drawn into the origin. The
direction of greatest attraction is along the trajectory of the eigen
function X2(along the line through 0 and V2) corresponding to the
more negative eigen value, λ = -2. Trajectories that begin that points
not on this lines become asymptomic to the line through 0 and V1
because they components in the V2 direction decay to rapidly.
If the eigen values in example (1) we get positive instead of
negative, the corresponding trajectories would be similar in shape,
but trajectories would be traversed away from the origin. In such a
case, the origin is called a repellor, or source, of the dynamical
system and the direction of greatest repulsion is the line containing
the trajectory of the eigen function corresponding to the more
positive eigen value.
 (2) Applications to a predator-prey system to find
population growth:-
Deep in the red wood forests California dusky footed wood rats
provide upto 80% of the diet for the spotted owl, the main predator
of the wood rat. Example 1 uses a linear dynamical system to model
the physical of the owls and rats (admittedly, the model is
unrealistic in several respects, but it can provide a starting point for
the study of more complicated non liner models used by
environmental scientists).
Example:-

Denote the owl and wood rat population at time k by Xk = [ OkRk ],

where k is the time in the months, 0k is the number of owls in the
region studied, and Rk is the number of rats (measured in
thousands).
Suppose,
 Ok+1 = (0.5)Ok + (0.4)Rk and Rk+1 = -(P)Ok + (1.1)Rk ……………….
(1)
Where, P is a positive parameter to be specified. The (0.5)O k in the
first equation says that with no wood rats for food, only half of the
owls will survive each month, while the (1.1)Rk in the second
equation says that with no owls as predators, the rats population
will grow by 10% per month if rats are plentiful, (0.4)Rk will tend to
make the owl population rise, while the negative term -(P)Ok
measures the deaths of rats due to prediction by owls. (In fact 1000
P is the average number of rats eaten by one owl in one month).
Determine the evolution of this system when the prediction
parameter P is 0.104.
Solution:-
When P=0.104, the eigen values of the coefficient matrix A for (B)
turn out to be λ 1 = 1.02 and λ 2 = 0.58 corresponding eigen vector are

V1 = [ 1013] ; V = [ 51]
2

An initial X0 can be written as X0 = C1V1+C2V2. Then for k≥0,

Xk = C1(1.02)kV1+C2(0.58)kV2

=C1(1.02)k [ 1013 ] + C (0.58) [ 51]

2
k

As k ⟶∞, (0.58)k rapidly approaches zero. Assume C1>0. Then, for

all sufficiently large k , Xk is approximately the same as C1(1.02)kV1,
and we write

Xk ≈ C1(1.02)k 13 [ 10] …………………………..(2)

The approximation in (2) improves as k increase and so for large k.

Xk+1=C1(1.02)k+1 [ 1013] = (1.02) C (1.02) [ 1013] ≈ 1.02X

k
1
k
k …………..(3)

The approximation in (3) says eventually both entries of Xk ( the

number of owls and rats) grow by a factory of almost 1.02 each
month, 2% monthly growth rate. By (2), Xk is approximately a
multiple of (10,13) so the entries in Xk are nearly in the same ratio
as 10 to13. That is, for every 10 owls there are about 13000 rats.
Example (1) illustrates two general facts about a dynamical
system Xk+1 = AXk in which A is nXn, its eigen values satisfy | λ 1| ≥ 1
and 1 >| λ j| for j = 2,……..,n and V1 is an eigen vector corresponding to
λ 1. If X0 is given by (1), with C1 ≠ 0, then for all sufficiently large k

⇒ Xk+1 ≈ λ 1Xk .……………….(4)

⇒ Xk ≈ C1¿1)kV1 …………………(5)

The approximations in (4) and (5) can be made as close desired by

taking k sufficiently large. By (4), the Xk eventually grow almost by a
factor of λ 1 each time, so λ 1 determines the eventual growth rate of
the system. The ratio of any two entries in Xk (for a large k) is nearly
the same as the ratio of the corresponding entries in V1(the case
when λ 1 is illustrated by example S in section 5.