CHAPTER –ONE

1, INTRODUCTION

1.1, HISTORICAL BACKGROUND

The word “Eigen” adopted from German word “Eigen wert” in

which Eigen means characteristic and wert means value. So that
Eigen vector means characteristic vector and Eigen value means
characteristic value. And also Eigen vectors are called proper vector
and Eigen values are called proper value.

An Eigen value of a square matrix A is usually represented by

the Greek letter λ (pronounced Lambda).

That Eigen values are played central in solving linear algebra to

solve system of linear equations (functions).
 1.2, EIGEN VALUES AND EIGEN VECTORS

DEFINITION – 1:- Let A be any square matrix. A scalar λ is

called an Eigen value of A, if there exists a nonzero (column) vector
V. such that

AV = λV

Every vector satisfying this relation is called an Eigen vector of A

belonging to the Eigen value λ.

We note that each scalar multiplier kV of an Eigen vector V

belonging to λ is also an Eigen vector.

Since;- A(kV) = k(AV) = k(λV) = λ(kV)

Example – 1, Let A = * +

Solution:- I -A = * + = λ2-5λ+4

λ1 = 1 and λ2 =4

Now we use λ1 to get belonging vector (v1) and λ2 to get associated

vector (v2) such as;

Iλ1 –A = * +=0
But this matrix can be changed to system of linear equation like:-

Then x = 1 and y = 2

Therefor V1 = ( ) =( ) and

Iλ2 –A =* +=0

→ {

Then x = 1 and y = 1

Therefor V2 = ( ) = ( ) then

AV1 = * + ( ) =( ) = V1

AV2 =* + ( ) = ( ) = 4V

Thus V1 and V2 are Eigenvectors of A belonging to the Eigenvalues

λ1 = 1 and λ2 =4 respectively.
DEFINITION -2:- Let A : V→V be a linear transformation of a
dimensional vector space V in to itself, then the number Lambda is
called Eigenvalue of A, their exists nonzero vector x in V. Such that

A(x) =λ(x)

From the definition number λ can be real or complex and a vector

also can have real or complex components.

EXAMPLE:- Let L : R2 → R2 be the linear operator defined by

L(( )) =( )
Then find Eigen value and Eigen vector of L.

Solution:- Now we have L(( )) =( ) ------------(1)

But L(x) = λ(x)

Then L(( )) = λ( ) substitute this in (1) and we get,

→ λa1 = -a2

→ a1 = - --------------------------------------- (2)

→ λa2 = a1 --------------------------------------- (3)

From (2) and (3)

 λa2 = -

→ -a2 = λ2a2

If a2≠ 0 then λ2 = -1

→ λ =±√

λ1 =i and λ2 = -i

This means that there is no vector ( ) in R2 such that L(( )) is

parallel to ( ).

For the Eigen value λ1 = i the associated Eigenvector is ( ) and λ2 =-

i the associated Eigenvector is ( ).

CAPTER –TWO
 2, APPLICATION OF EIGEN VALUES AND

EIGENVECTORS

2.1, INTRODUTION

Many applications of matrix in both engineering and science utilize

Eigenvalue and Eigenvectors and also they are applicable in the
process of transforming a given matrix in to a diagonal matrix and
solving the system of linear equations. Therefor we have interested
to discuss about diagonallization of matrix and solving the system of
linear equations in this section.

2.2, DIAGONALIZATION OF MATRIX WITH DISTINICT

EIGENVALUES

Diagonalization means transforming a non-diagonal matrix into an

equivalent matrix which is a diagonal and hence is simple to deal
with matrix A.

Example:- 1, Let A = * + obtain the modal matrix P and

calculate

The product P-1AP.

Solution:- The matrix A has two distinct Eigen values λ1=-1 and
λ2=5 with corresponding Eigenvectors,

V1 = ( ) and V2 = ( )

:- P = * +, P-1 = .adj(P)
 = * +T

= * +

Now we can construct the product P-1AP.

P-1AP = * +* +* +

= * +* +

= * +

Which is a diagonal matrix with entries the Eigenvalues as

expected.

EXAMPLE:- 2, Consider the matrix

A=* +

a, find all Eigenvalues and corresponding Eigenvectors.

b, find a nonsingular matrix P such that :-

D = P-1AP is diagonal.

Solution:- a, Δ(t) = t2 –tr(A)t +| |

= t2 - 4t - 5
 = (t-5)(t+1)

The roots λ1 = 5 and λ2 = -1 of Δ(t) are the Eigenvalue of A.

We find corresponding Eigenvectors,

i, Subtract λ1 = 5 down the diagonal of A to obtain the new matrix,

M=* +

Corresponding to {

Or x – y = 0

Since above equations are called the system of linear equation.

Thus the system has only one free variable with nonzero
solution x = 1, y = 1

Hence v1 = (1, 1) is an Eigenvector belonging to λ = 5.

ii, Subtract λ = -1 (or equivalently add 1) down the diagonal of A to

obtain

M=* + corresponding to

2x + 4y = 0

2x + 4y = 0 or x + 2y = 0

The system has only one free variable and x = 2 , y = -1 is nonzero

solution. Thus V2 = (2,-1) is an Eigenvectors belonging to λ = -1
 b, Let P be the matrix whose columns are v1 and v2.Then

P=* + and

D = P-1AP = [ ]* +* +

=* +

2.3, CHARACTERISTIC AND MINIMAL POLYNOMIALS

OF BLOCK

MATRIX

Suppose M is a block triangular matrix say:-

M=[ ] where A1 and A2 are square

matrix, then ti–M is also a block triangular matrix with diagonal
block tI-A1 and tI-A2.

Thus |ti-M| = | |

=|ti – A1||ti – A2|

That is the characteristic polynomial of M is the product of the

characteristic polynomial of the diagonal blocks A1 and A2

EXAMPLE:- Consider the matrix

 M = || ||

Then M is a block triangular matrix with diagonal blocks

A=* + and B = * + here

tr(A) = 9 + 3 = 12 det(A) = 27 + 8 = 35

tr(B) = 3 + 8 = 11 det(B) = 24 + 6 =3

and ΔA(t) =t2 - 12t + 35 = (t - 5)(t - 7)

ΔB(t) = t2 – 11t + 30 = (t - 5)(t - 6)

Accordingly the characteristic polynomial of M is the product

ΔM(t) = ΔA(t)ΔB(t)

= (t-5)2(t-6)(t-7)

Therefor the characteristic polynomial of ΔM(t) = (t – 5)2(t – 6)(t–7