Finding Eigenvectors and Eigenvalues of a Matrix, Study notes of Applied Mathematics

Information on how to find eigenvectors and eigenvalues of a matrix. The concept of eigenvectors and eigenvalues, and provides an example of how to find them. It also discusses the strategy for finding eigenvectors by first finding eigenvalues, and the use of the characteristic equation to determine eigenvalues.

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Math311-102 June14, 2005: slide #1
Math 311-102
Harold P. Boas
Math311-102 June14, 2005: slide #2
Eigenvectors and eigenvalues
A non-zero vector
vis an eigenvector of a matrix Aif A
vis a
scalar multiple of
v.
Example. If A

3
1 1
1 1
1
1
1 4

and
v

1
1
0

,
then A
v

2
2
0

2
v.
Thus
vis an eigenvector of Awith eigenvalue equal to 2.
How can you find eigenvectors?
The strategy is to find the eigenvalues first.
Math311-102 June14, 2005: slide #3
Finding eigenvalues
Given a matrix A, the goal is to find a non-zero vector
vand a
scalar λsuch that A
v
λ
v. An equivalent equation is
A
λI
v
0, where Iis the identity matrix.
There can be such a non-zero vector
vonly if the matrix
A
λIfails to be invertible.
The equation det
A
λI
0determines the eigenvalues; it is
called the characteristic equation of the matrix A.
Example. Find the eigenvalues of
13 5
30 12
.
Solution. Solve det
13
λ5
30 12
λ
0or
13
λ
12
λ
150
0or λ2
λ
6
0or
λ
3
λ
2
0. The eigenvalues are 2and
3.
Math311-102 June14, 2005: slide #4
Finding eigenvectors
Continuing the example: the matrix A
13 5
30 12
has
eigenvalues 2and
3. Find corresponding eigenvectors.
Solution. The eigenvector
vcorresponding to eigenvalue 2
satisfies
A
2I
v
0or
15 5
30 10
v1
v2
0. Row
reducing gives
3 1
0 0
v1
v2
0, so
v1
v2
1
3
.
Check:
13 5
30 12
1
3
2
6
2
1
3
.
Similarly solving
A
3I
v
0or
10 5
30 15
v1
v2
0gives
1
2
as an eigenvector with eigenvalue
3.
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Math 311-

June 14, 2005: slide #

Math 311-102^ Harold P. Boas^ [email protected]

Math 311-

June 14, 2005: slide #

Eigenvectors and eigenvalues^ A non-zero vector

v is an

eigenvector

of a matrix

A^ if^ A

v is a

scalar multiple of

v.

Example

. If^ A

^3  

  and 4

 (^1)   v 1 0

then^

A v

 ^2

v.

Thus

v is an eigenvector of

A^ with

eigenvalue

equal to

How can you find eigenvectors?The strategy is to find the eigenvalues first.

Math 311-

June 14, 2005: slide #

Finding eigenvalues^ Given a matrix

A , the goal is to find a non-zero vector

v and a

scalar

λ^ such that

A v

 λ v. An equivalent equation is

 A λ I v  0 , where

I^ is the identity matrix.

There can be such a non-zero vector

v only if the matrix

 A λ I^ fails to be invertible. The equation

det^ A

 λI

 0 determines the eigenvalues; it is

called the

characteristic equation

of the matrix

A.

Example

. Find the eigenvalues of

^13

^30

Solution

. Solve

det

^ ^13

λ^

^30

 12 λ

^0 or

^ ^13

λ^^12

^  λ

 0 or^

 (^2) λ  λ 6  0 or

 λ 3 λ

  1. The eigenvalues are

2 and

Math 311-

June 14, 2005: slide #

Finding eigenvectors^ Continuing the example: the matrix

 A

^30

has

eigenvalues

2 and

 3. Find corresponding eigenvectors.

Solution

. The eigenvector

v corresponding to eigenvalue

satisfies

A

 2 I v  0 or

v^1 v^2

^0. Row

reducing gives

^3 1 0

v^1 v^2

^0 , so

v^1 v^2

Check:

^13

^30

Similarly solving

A

 3 I v  0 or

v^1 v^2

^0 gives

^ ^1 as an eigenvector with eigenvalue^2

Math 311-

June 14, 2005: slide #

Change of basis^ The matrix

 A

^30

represents a linear transformation

with respect to the standard basis

^ ^ ^1 ,^0

^ ^ ^0.^1

What matrix represents the same transformation with respectto the basis

^ ^ ^1 ,^3

^ ^ ^1 of eigenvectors?^2

Answer

. The diagonal matrix

 D

^2 0 ^0

 whose diagonal

entries are the eigenvalues.The matrix

 U

^ 1 1 (whose columns are the eigenvectors)3 2^

translates from eigenvector coordinates to standardcoordinates. The matrix

^1 U

^   2

 1 translates from  3 1

standard coordinates to eigenvector coordinates.Then

 A

UDU

^1 and

^1 U AU

 D. (Check!)

We can

diagonalize

a matrix by using a basis of eigenvectors.