Eigenvalues Eigenvectors and Diagonalization

Vibrating String
Displacement at point x at time t is given by a function y(x; t).
The set of all displacement functions for the string can be modeled by a
vector space
k+m
V = fy : R2 ! Rj all partial derivatives @ @xk @t
y(x;t)
m exist}.
The concavity and the acceleration of the string at the point (x; t) are
@2y @2y
@x2 (x; t) and @t2 (x; t), respectively.

The string’s behavior in time and space can be modeled by a wave equation
@2y @2y
@t2 = @x2
Write this wave equation as a linear equation
Wy = 0
2
@2y
W = ( @@t2y + @x 2) : V ! V

Some examples of solutions are

y1 (x; t) = sin t sin x, y2 (x; t) = 3 sin 2t sin 2x
y3 (x; t) = sin t sin x + 3 sin 2t sin 2x
For homogeneous linear equation, linear combinations of solutions are also
solutions.
Fix the ends of the string, the string would prefer to vibrate at certain
frequencies
y(x; t) = sin(!t)v(x)
The sin function accounts for the string’s vibration motion, and the function
v(x) gives the shape of the string at any …xed instant of time.
2
W (sin(!t)v(x)) = sin(!t)(! 2 f + @@xf2 )
Introduce a new vector space
k
U = fv : R ! Rj all derivatives ddxfk existg
Linear function
d2
L := dx 2 : U ! U.

De…ne := ! 2
d2 f 2
dx2 = ! f ! L(v) = v
This is the eigenvalue-eigenvector equation. We need to solve for and v.
is the eigenvalue, and v is the eigenvector.

Invariant Directions
1 4 0 3
Ex: L = ;L =
0 10 1 7
4 3
L=
10 7
3 4 3+3 5 3
L = =
5 10 3 + 7 5 5
3
L …xes the direction of the vector v1 =
5

1
 1 4 3 1 2 1
L = = =2
2 10 7 2 4 2
1
L …xes the direction of but stretches v2 by a factor of 2.
2

Given a linear transformation L, sometimes it is possible to …nd a vector

v 6= 0 and constant 6= 0 such that Lv = v. The direction of v is called an
invariant direction.
L(cv) = cL(v) = cv
More generally,
L(v) = v
v is the eigenvector of L.

L(w) = L(rv1 + sv2 ) = rL(v1 ) + sL(v2 ) = rv1 + 2sv2

1 0 s
0 2 t
x a b x ax + by
L = =
y c d y cx + dy
This process is called diagonalization.

How to …nd eigenvectors and their eigenvalues?

Ex: Let L : R2 ! R2 such that L(x; y) = (2x + 2y; 16x + 6y). First, …nd the
matrix of L
x 2 2 x
!
y 16 6 y
x
Find an invariant direction v = such that
y
Lv = v
2 2 x x
=
16 6 y y
2 2 x 0 x
=
16 6 y 0 y
2 2 x 0
=
16 6 y 0
2 2
det =0
16 6
(2 )(6 ) 32 = 0
2
8 20 = 0 characteristic polynomial
( 10)( + 2) = 0
= 10; 2

For any square n n matrix M , the polynomial in given by

PM ( ) = det( I M ) = ( 1)n det(M I)
this is called the characteristic polynomial of M .

2
 = 10
solve the linear system
8 2 x 0 x 1
= ; v1 = =x
16 4 y 0 4x 4

= 2
4 2 x 0 1
= ; v2 =
16 8 y 0 2

Algorithm to …nd eigenvectors and eigenvalues

1. Find the characteristic polynomial of the matrix M for L, given by
det( I M ).
2. Find the roots of the characteristic polynomial; they are the eigenvalues
of L.
3. For each eigenvalues i , solve the linear system (M i I)v = 0 to obtain
an eigenvector v associated to i .

Fundamental Theorem of Algebra:

Any polynomial can be factored into a product of …rst order polynomial over
C.

The fundamental theorem of algebra implies that there exists a collection of

n complex number i such that
PM ( ) = ( 1 )( 2 ):::( n ) ! PM ( i ) = 0

2 3 2 3
x 2x + y z
Ex: L 4y 5 = 4 x + 2y z 5
z x y + 2z
2 3
2 1 1
L=4 1 2 15
1 1 2
det(L
2 I) = 0 3
2 1 1
det 4 1 2 1 5= 3
+6 2 9 +4
1 1 2
2
= ( 4) ( 1) = 0
1 = 4; 2 = 1
but 2 has multiplicity 2; 1 has multiplicity 1.

Find the eigenvectors associated to each eigenvalue

21 = 4 32 3
2 1 1 1 x
4 1 2 1 1 5 4y 5 = 0
1 1 2 1 z

3
 2 32 3
2 4 1 1 x
4 1 2 4 1 5 4y 5 = 0
1 1 2 4 z
2 32 3
2 1 1 x
41 2 15 4 y 5 = 0
1 1 2 z
2 row2 + row1
2 row3 row13
2
1 2 1
40 3 35 = 0
0 0 0
row2 : y + z = 0 ! y = z
row
2 31 : x2 2y3 z = 20! 3 x = 2y + z = 2z + z = z
x z 1
4y 5 = 4 z 5 = z 4 15
z 2 3 z 1
1
v1 = 4 15 is the eigenvector associated to 1 = 4
1

22 = 1 3
2 2 1 1
4 1 2 2 1 5=0
1 1 2
2 3 2 2 3
2 1 1 1 1 1 1
4 1 2 1 1 5=4 1 1 15 = 0
1 1 2 1 1 1 1
row1 row2
row1 + row3 2 3
1 1 1
row echelon form: 40 0 0 5 = 0
0 0 0
x + y
2 3 2 z = 0 ! 3x = 2y +3z 2 3
x y+z 1 1
4y 5 = 4 y 5 = y 4 1 5 + z 405
z 2 3z 2 3 0 1
1 1
v2 = 4 1 5 ; v3 = 405
0 1
The multiplicity 2 eigenvalue has two independent eigenvectors that deter-
mine an invariant plane.

Ex: Let V be a vector space of in…nitely di¤erentiable functions f : R ! R.

d
Then the derivative is a linear operator dx : V ! V . What are the eigenvectors
of derivative?
d
dx f = f

4
f =e x
df x
dx = e ; 2R

Exercise
L : R2 ! R2
x x cos y sin
L =
y x sin y cos
1 0
a. Write the matrix of L in the basis ;
0 1
b. When 6= 0, explain how L acts on the plane.
c. Does L have invariant directions?
d. Try to …nd real eigenvalues for L by solving the equation L(v) = v
e. Are there complex eigenvalues for L?