Eigenvalues & Eigenvectors

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 Eigenvalue
Introduction Contents
• It’s just a number.
• This number may be of any type:
• What ? (i.e. definition)
+ve, -ve, zero, integer, fraction, • How ? ( i.e. computation)
irrational, even imaginary, complex.
• Properties
• It’s associated with square matrices.
• An nxn square matrix must have n
eigenvalues, neither more, nor less. Computation of Evs is a
• EVs of a matrix may be (all) distinct, sequential process. So, it’s
(all) same, (some) repeated.
• A synonym for eigenvalue is
being illustrated by means
characteristic value. of an example.

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 An all-covering
question ❶ Find the characteristic matrix of M
❷ Find the characteristic polynomial of M
❸ Find the characteristic equation of M
Suppose ❹ Find the characteristic values of M
❺ Find a spectrum of M
❻ Classify M
4 6 6 ❼ Find |M|
M   1 3 2  ❽ Find a spectrum of MT
❾ Find a spectrum of M3
 1 4 3 ❿ Find a spectrum of M-1
⓫ Find a spectrum of M-3
Answer the following questions ⓬ Find the trace of M-3
listed on the RHS. ⓭ Find |M-3|.
N.B. This Q covers all of the contents mentioned in the
previous page.

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 Answer to the problem (sld-3)
Theory Solution
Let λ be an eigenvalue of
If λ be an eigenvalue (or, M. Therefore its:
characteristic value) of M, ❶ Characteristic matrix :
then 4 6 6 1 0 0 
 1 3 2    0 1 0 
   
 1 4 3 0 0 1 
❶ M – λ In is called the
4   6 6 
characteristic matrix of M ;
  1 3 2 
 1 4 3   

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 Answer to the problem (sld-3)
Theory (contd): Solution (in progress):
❷ characteristic polynomial :
❷ |M – λ In | is called the characteristic 4 6 6
polynomial of M ; 1 3 2
1 4 3

3 2 1 2 1 3
 (4   ) 6 6
4 3   1 3   1 4
❸ the characteristic equation of
M is obtained by putting zero   3  4 2    4
equal to the characteristic
❸ characteristic equation :
polynomial ; ∴ | M – λ I𝑛 | = 0  3  4 2    4  0

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 Answer to the problem (sld-3)
Theory (contd): Solution (in progress):

❹ roots of the characteristic Characteristic equation:  3  4 2    4  0

equation are called the
eigenvalues of M ; ❹ eigenvalues :
we solve the characteristic equation and
get:
λ = 4, 1, -1

❺ a set of eigenvalues is called a ❺ specrum = { 1, -1, 4 }

spectrum of M ;

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 Answer to the problem (sld-3)
Theory (cont.…): Solution (in progress):

❻ M is nonsingular iff all ❻ λ ≠ 0

eigenvalues are nonzeroes ; ⤇ M is nonsingular.

❼ M = (Product of evs of M ) ❼ | M | = (1)(−1)(4) = −4 .

& tr(M) = Σ ( evs of M) & tr M = 1 + −1 + 4 = 4

❽ M & MT posses same ❽ An Spectrum of MT is { 1, -1, 4 }.

spectrums.

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 Answer to the problem (sld-3)
Theory (contd):
❾ If M has an ev λ , then Mk has an ev
λk , when k = 2,3, …., r ;
❿ If M has ev λ & M is nonsingular,
then 1/λ is an ev of M-1.
⓫ The result follows when ❾ & ❿
are combined.
Solution (in progress):
❾ Here k = 3 & λ = 4, -1, 1
⇒ M3 has evs λ3 = 43 , (-1)3 , 13
⇒ M3 has a spectrum { 64, -1, 1 }.
❿ M is nonsingular [ see ❻ at sld-7 ].
∴ M has ev : 4 , -1, 1
∴ spectrum of M-1 is {¼, -1, 1 }.
⓫ A spectrum of M-3 is { 1/64, -1, 1 }.
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 Answer to the problem (sld-3)
⓬ tr(M-3) = (1/64) +1+(-1) = 1/64 . [ see sld-7 ]
⓭ |M-3| = (1/64) (1) (-1) = -1/64 . [ see sld-7 ]

Without formal proof, the theory has been described in slds 4-8 ; if you need to
learn the proof you may go to
(ii). https://www.academia.edu/34775699/schaum_outline_linear_algebra_4th_edition.pdf

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 Practice ⇢ Perfection
SQ BQ
• Answer all questions mentioned in the sld-3,
1. How many evs may a 13x13 matrix with respect to the following matrices:
have ?  4 3  1 4  0 3
2. How many evs do belong to a 17x18 a.  ,  ,  
 2 5   9 1   3 0 
matrix ? 5 7 1  6 3 3   0 2 2 
3. A singular matrix as a spectrum { -4, 0 2 6  ,  2 1 2  ,  2 0 1 
b. 
1, 7 } : True or False ? 0 0 3   16 8 7   2 1 0 

4. A nonsingular matrix must have only 5 0 4  3 4 0
0 2 1  ,  4 5 9 
nonzero evs : True or False ? c. 
4 1 3   0 8 6 
5. Since tr(M) = Σ(evs of M) , then evs 
• In some cases, your answer may be undefined.
of M are diagonal elements of M : • In some cases c-numbers may occur as
True or False ? answers.

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