You are on page 1of 19

# Finding

Eigenvectors
Some Examples
General Information
Eigenvalues are used to find eigenvectors.
The sum of the eigenvalues is called the trace.
The product of the eigenvalues is the
determinant of the matrix.
An EIGENVECTOR of an n x n matrix A is a
vector such that , where v is the
eigenvector.

Av v =
Eigenvectors
An eigenvector is a direction for a matrix.
What is important about an eigenvector is
its direction.
Every square matrix has at least one
eigenvector.
An n x n matrix should have n linearly
independent eigenvectors.
Homogeneous Linear Systems
Distinct Eigenvalues
1 2 3
1 0 1
0 1 0 gives, after solving det ( ) 0, 1, 0, 2
1 0 1
X X A I
| |
|
' = = = = =
|
|
\ .
1 0 1 0 1 0 1 0
Consider 0. 0 0 1 0 0 0 1 0 0
1 0 1 0 0 0 0 0
A I
| | | |
| |
= =
| |
| |
\ . \ .
Note 0 (second row) and 0 .
-1
If 1, one eigenvector is 0 .
1
-1
The generalized eigenvector may be written 0 , .
1
y x z x z
z
s s
= + = =
| |
|
=
|
|
\ .
| |
|
e9
|
|
\ .
Distinct Eigenvalues (cont)
For

so that x=0 (row 3), z=0 (row 1), y can be anything.

If y=1, one eigenvector is

The generalized eigenvector may be written

0 0 1 0
1, 0 0 0 0 0
1 0 0 0
A I
| |
|
= =
|
|
\ .
0
1
0
| |
|
|
|
\ .
0
1 ,
0
r r
| |
|
e9
|
|
\ .
Distinct Eigenvalues (cont)
For

so that y=0 (row 3), -x+z=0.

If x = 1, one eigenvector is

The generalized eigenvector may be written

1 0 1 0
2, 0 0 1 0 0
0 0 0 0
A I

| |
|
= =
|
|
\ .
1
0
1
| |
|
|
|
\ .
1
0 ,
1
t t
| |
|
e9
|
|
\ .
Solution-Distinct Eigenvalues
The general solution may be written

OR

2
1 2 3
1 0 1
0 1 0
1 0 1
t t
y c c e c e

| | | | | |
| | |
= + +
| | |
| | |
\ . \ . \ .
2
1
2
2
3
1 0
0 0
1 0
t
t
t
e c
Y e c
e c
| |
| |
|
|
=
|
|
|
|
\ .
\ .
Complex Eigenvalues

For
1
4 0 1
0 6 0 , after solving det ( ) 0, 6, 4 2
4 0 4
2 0 1 0
For = 6, 0 0 0 0 0
0 0 4 0
0 (row 3), 0, can be anything.
0
If 1, one eigenvector is 1
0
X X A I i
A I
z x y
y

| |
|
' = = = =
|
|

\ .

| |
|
=
|
|

\ .
= =
| |
|
=
|
|
\ .
Complex Eigenvalues (cont)
Now for

Multiplying row 1 by 2i and adding to row three
gives

Solving, we get z = ( 2i )x and y=0. If x = i, the
eigenvector is
2 0 1 0
4 2 , 0 0 2 2 0 0
4 0 2 0
i
i A I i
i

| |
|
= + =
|
|

\ .
2 0 1 0
0 2 2 0 0
0 0 0 0
i
i
| |
|

|
|
\ .
0 1
0 0 0
2 2 0
i
i
| | | | | |
| | |
= +
| | |
| | |

\ . \ . \ .
Complex Eigenvalues (cont)
The eigenvector was written with a real part
and a complex part:

Let be the real part and be the imaginary
part.
The eigenvectors corresponding to the
complex conjugate pair of eigenvalues may be
written:

0 1
0 0 0
2 2 0
i
i
| | | | | |
| | |
= +
| | |
| | |

\ . \ . \ .
1
B
2
B

1 1 2

2 2 1
( cos sin )
( cos sin )
t
t
X B t B t e
X B t B t e
o
o
| |
| |
=
= +
Complex Eigenvalues (cont)

Dont forget Eulers Formula:
For the eigenvectors are

4 2i =
4 t
1
4 t
2
0 1
0 cos 2 0 sin 2
2 0
1 0
0 cos 2 0 sin 2
0 2
X t t e
X t t e
(
| | | |
( | |
=
( | |
| |
(

\ . \ .

(
| | | |
( | |
= +
( | |
| |
(

\ . \ .

cos sin
i
e i
u
u u = +
Complex Eigenvalues (cont)
The solution for the given system is

6 t 4 t 4 t
1 2 3
0 sin 2 cos 2
1 0 0
0 2cos 2 2sin 2
t t
X c e c e c e
t t

| | | | | |
| | |
= + +
| | |
| | |

\ . \ . \ .
Repeated Eigenvalues
Solving the
characteristic
equation, we find that

Note that there is a
repeated eigenvalue.

3 2 4
2 +2
4 2 3
dx
x y z
dt
dy
x z
dt
dz
x y z
dt
= + +
=
= + +
1 2 3
8, 1, 1 = = =
Repeated Eigenvalues (cont)
For , one eigenvector is

For we are able to find two linearly
independent eigenvectors:

as eigenvectors.

Solution:

1
8 =
2
1
2
| |
|
|
|
\ .
1 =
2 1 2 0 0 1
0 0 0 0 0 2 and 2
0 0 0 0 1 0
A I
| | | | | |
| | |
=
| | |
| | |
\ . \ . \ .

8
1 2 3
2 0 1
1 2 + 2
2 1 0
t t t
X c e c e c e

| | | | | |
| | |
= +
| | |
| | |
\ . \ . \ .
Repeated Eigenvalues (cont)
What happens if it is not possible to find two
linearly independent eigenvectors when there
is a repeated eigenvalue?
As an example, consider an eigenvalue of
multiplicity two with only one eigenvalue
associated with this value. A second solution
of the form may be found
with K and P the required eigenvectors.
t t
2
X Kte Pe

= +
Repeated Eigenvectors (cont)
K must be an eigenvector of the matrix A
associated with the eigenvalue. To find the
second solution, we need to solve

This process may be extended if necessary.
For example, if an eigenvalue has multiplicity
three and one eigenvalue, K, has been found,
then solve and

( ) A I P K =
( ) A I P K =
( ) A I Q P =
An Example of Repeated Eigenvalues
1 0 0
0 3 1
0 1 1
X X
| |
|
'
=
|
|

\ .
1 2 3
1, 2, 2 = = =
1
For 1, an eigenvector is 0
0

| |
|
=
|
|
\ .
An Example of Repeated Eigenvalues
For

It is not possible to find two linearly
independent eigenvectors associated with

Solve where P is a column
vector.
0
2, an eigenvector is 1
1

| |
|
=
|
|
\ .
2 =
0
( 2 ) 1
1
A I P
| |
|
=
|
|
\ .
An Example of Repeated Eigenvalues
With

P=

The solution is

NOTE THE FORM OF THE SOLUTION.
0 1 0 0 0
( 2 ) 1 0 1 1 1
1 0 1 1 1
x
A I P y
z

| | | || | | |
| | | |
= =
| | | |
| | | |

\ . \ .\ . \ .
0
1
0
| |
|

|
|
\ .
2 2 2
1 2 3
1 0 0 0
0 1 1 1
0 1 1 0
t t t t
X c e c e c te e
(
| | | | | | | |
( | | | |
= + + +
( | | | |
| | | |
(
\ . \ . \ . \ .