3. Eigenvalues and Eigenvectors.

3.1. General
Many dynamic physical systems can be
modeled by systems of linear differential
equations. The dynamic nature of the system
arises from energy storage elements (rotating
masses, springs, capacitors, pressurized
containers) within the system.
Eigenvalue or characteristic value, problems
are special class of boundary-value problems that
are common in engineering problems such as
vibration, elasticity and other oscillating systems
consisting of the above elements.
Consider a set of linear algebraic equations
of the form
[A] {X} = {C} (1)
The above system of equations are called
non-homogenous (right hand side vector {C}
is present). They will have a unique solution.
In contrast,
[A] {X} = 0 (2)
This is a homogeneous equation. The
solutions are generally unique. The
simultaneous equations establish relationship
among the xs that can be satisfied by various
combinations of values.
Homogenous equations of the following type
are often encountered in certain kinds of
physical problems.
a
11
x
1
+ a
12
x
2
+ a
13
x
3
+ .+ a
1n
x
n
= x
1
(3a)
a
21
x
1
+ a
22
x
2
+ a
23
x
3
+ .+ a
2n
x
n
= x
2
(3b)

a
n1
x
1
+ a
n2
x
2
+ a
n3
x
3
+ + a
nn
x
n
=
xn
(3n)
Where is undetermined parameter.
The x values of for which non-zero roots
of the homogenous equations (3) exist, (i.e.),
for which determinant = 0 are called the
eigenvalues or the characteristic values of
parameters . When the n eigenvalues are
distinct, to each eigenvalue there
corresponds a set of n roots, called an
eigenvector.
Steps in the determination of eigenvalues and
eigenvectors:
1.For a given matrix, say A, form an equation.
A x = x (i.e.) (A I) = 0.
2.Set the determinant of the coefficient matrix
(A I ) = 0 and obtain polynomial equation in .
This equation is called characteristic polynomial.
3.Determine the roots of this equation. They give
the eigenvalues. They equal the size of the
matrix.
4.Substitute these eigenvalues one by one in the
equation ( A I) x = 0 and obtain the associated
eigenvectors.
Example: 3.1
Determine the eigenvalues and the
corresponding eigenvectors.
Solution:
(

(
` `
(

(
) )
1 1
2 2
3 3
10 2 1 x x
2 10 1 x = x
2 1 10 x x
(
(
(
(

10 - 2 1
= 2 10 - 1
2 1 10 -
( )
| | | | | |
| | |
\ . \ . \ .
10 - 1 2 1 2 10 -
= 10 - - 2 +1
1 10 - 2 10 - 2 1
2
= (10 - ){(10 - ) - 1} - 2{2(10 - ) - 2} +1{2 - 2(10 - )} = 0
3
= (10 - ) - 7(10 - ) + 6 = 0


`

)
-3
(10 -) = 1 ;
2
1 = 13;
2 = 9;
3 = 8;
Substituting
1
= 13,
3 x
1
+ 2 x
2
+ x
3
= 0
2 x
1
3x
2
+ x
3
= 0
2 x
1
+ x
2
3 x
3
= 0
Solutions of the first two equations for x
1
, x
2
with x
3
= 1, gives the eigenvector.
(1)
1
x =1
(1)
2
x =1
(1)
3
x =1
When
2
= 9,
x
1
+ 2 x
2
+ x
3
= 0
2 x
1
+ x
2
+ x
3
= 0
2 x
1
+ x
2
+ x
3
= 0
With , the second eigenvector becomes
(2)
3
1 x =
(2)
1
1
x = - ;
3
(2)
2
1
x = - ;
3
(2)
3
x =1;
When
3
= 8,
2x
1
+ 2 x
2
+ x
3
= 0
2 x
1
+ 2 x
2
+ x
3
= 0
2 x
1
+ x
2
+ 2 x
3
= 0
With , the third eigenvector becomes
(3)
3
x =1
;
(3)
1
3
x = -
2
(3)
2
x =1;
(3)
3
x =1;
Physical Background:
A two mass system is shown in Fig. Assume
each spring has an initial length l and spring
constant k. The masses are displace by x
1
, x
2
from initial position as shown in the figure.
Using the Newtons second law,
(1)
(2)
The above equation can be expressed as,
(3)
(4)
2
1
1 1 2 1
2
d x
m = -kx + k(x - x )
dt
2
2
2
2 2 1
2
d x
m = -k(x - x ) - kx
dt

1 1 1 2
m x - k(-2x + x ) = 0

2 2 1 2
m x - k(x - 2x ) = 0
The solution of Eqn.(3) can take the form
(5)
Where,
Ai in amplitude of vibrating mass i.
is frequency of vibration = 2 / t
(6)
Substituting in Eqn.(3) and (4)
(7)
(8)
i i
x = A sin( t)

2
i
i
x = -A sin(t)
| |
|
\ .
2
1 2
1 1
2k k
- A - A = 0
m m
| |
|
\ .
2
1 1
2 2
k 2k
- A + - A = 0
m m
Example: 3.2
Evaluate the eigenvalues and eigenvectors where
m
1
= m
2
= 40 kg and k = 200 N/m
Solution:
Substituting the values in Eqn. (7) and (8)
(10
2
) A
1
5 A
2
= 0
5 A
1
+ (10-
2
) A
2
= 0
The determinant of this system is
( )
2
2 2
- 20 + 75 = 0
Solving
2
= 15 and 5

1
= 3.873 / s

2
= 2.236 / s
These values can be used to determine the periods
of vibration.
For the first mode t
1
= 1.62 s
Second mode t
2
= 2.81 s
Unique set of values cannot be obtained for
unknowns A
1
and A
2
.
Their ratios can be obtained by substituting 1 and

2
.
For the first mode A
1
= A
2
Second mode A
1
= A
2
The mode shapes are shown in the next .
Mode shapes
3.2 Leverrier-Faddeev method of generating a
characteristic polynomial:
Leverrier-Faddeev method is an efficient
method to generate the characteristic
polynomial based on the traces as explained
below.
(1) Make matrix A
1
= A
| |
|
|
|
\ .
1 2 1
A = 2 3 2
1 2 4
| |
|
|
|
\ .
1
1 2 1
A = 2 3 2
1 2 4
(2) Calculate the trace T
1
of this matrix (Trace
is defined as the sum of the diagonal
elements).
T
1
= 1 + 3 + 4 = 8
(3) Obtain matrix A by subtracting T
1
= 8 from
diagonal elements. Calculate A
2
= AA
(4) Calculate the trace of A
2
and let
T
2
= (1/2) (trace of A
2
) = (1/2) (2711) =10
2
1 2 1 7 2 1 2 6 1
2 3 2 2 5 2 6 7 0
1 2 4 1 2 4 1 0 1 1
A

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

\ .\ . \ .
(5) Obtain matrix A by subtracting T
2
= 10
from the diagonal elements of A
2
and
calculate A
2
and calculate A
3
= AA.
(6) Finally obtain T
3
= (1/3) (trace of A3)
= (1/3) (333) = 3
(7) The characteristic polynomial is given by
(8) Find the roots of this equation to obtain
3
1 2 1 8 6 1 3 0 0
2 3 2 6 3 0 0 3 0
1 2 4 1 0 1 0 0 3
A

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

\ .\ . \ .
3 2
1 2 3 T T T
3 2
8 10 3 + +
3.3. Power Method:
The power method is an iterative approach
that can be employed to determine the largest
eigenvalue. With a minor modification, it can also
be employed to determine the smallest and the
intermediate values. It has the additional benefit
that the corresponding eigenvector is obtained as
a by-product of the method.
(a) Determination of the Largest Eigenvalue.
In order to implement the power method, the
system being analyzed must be expressed in the
form
| |{ } { }
A X = X
Example 3.3: The system is given by
Then, assuming the x s on the left-hand side
of the equation are equal to 1
1 2 1
1 2 3 2
2 3 3
+3.556x -1.778x = x
-1.778x +3.556x -1.778x = x
-1.778x +3.556x = x
+3.556(1) -1.778(1) =1.778
-1.778(1) +3.556(1) -1.778(1) = 0.000
-1.778(1) +3.556(1) =1.778
Next, the right-hand side is normalized by
1.778 to make the largest element equal to 1.
Thus, the first estimate of the eigenvalue is
1.778. This iteration can be expressed
concisely in matrix form as


` `

) )
1.778 1
0 =1.778 0
1.778 1
( (

( (
` `
( (

( (
) )
3.556 -1.778 0 1 1.778 1
-1.778 3.556 -1.778 1 = 0 =1.778 0
0 -1.778 3.556 1 1.778 1
The next iteration consists of multiplying [A] by
to give
Therefore, the eigenvalue estimate for the
second iteration is 3.556 which can be
employed to determine the error estimate
The process can then be repeated.
| |
T
1 0 1
( (

( (
` `
( (

( (
) )
3.556 -1.778 0 1 3.556 1
-1.778 3.556 -1.778 0 = -3.556 = 3.556 -1
0 -1.778 3.556 1 3.556 1
0 0
0 0
3.556 - 1.778
= 100 = 50
3.556
a

Third iteration:
Where (which is high because of the
sign change).
Fourth iteration:
Where (again inflated because of the
sign change).
( (

( (
` `
( (

( (
) )
3.556 -1.778 0 1 5.334 -0.75
-1.778 3.556 -1.778 -1 = -7.112 = -7.112 1
0 -1.778 3.556 1 5.334 -0.75
a
=150%
( (

( (
` `
( (

( (
) )
3.556 -1.778 0 -0.75 -4.445 -0.714
-1.778 3.556 -1.778 1 = 6.223 = 6.223 1
0 -1.778 3.556 -0.75 -4.445 -0.714
a
=214%
Fifth iteration:
Where (which is high because of the sign change).
Sixth iteration:
Where (again inflated because of the sign change).
Thus the normalizing factor is converging on the value of 6.074.
Hence 6.074 is eigenvalue and [0.707 1 0.707]T is
eigenvector.
a
=2.1%
a
=0.35%
( (

( (
` `
( (

( (
) )
3.556 -1.778 0 -0.714 -4.317 -0.708
-1.778 3.556 -1.778 1 = 6.095 = 6.095 1
0 -1.778 3.556 -0.714 -4.317 -0.708
( (

( (
` `
( (

( (
) )
3.556 -1.778 0 -0.708 -4.296 -0.707
-1.778 3.556 -1.778 1 = 6.074 = 6.074 1
0 -1.778 3.556 -0.708 -4.296 -0.707
(b) Determination of the smallest Eigenvalue
There are often cases in engineering where we are
interested in determining the smallest eigenvalue. This
can be done by applying the power method to the
matrix inverse of [A]. For this case, the power method
will converge on the largest value of 1 / , in other
words, the smallest value of .
Example 3.4: Power method for Lowest eigenvalue.
Employ the power method to determine the lowest
eigenvalue for
| |
(
(
(
(

3.556 -1.778 0
A = -1.778 3.556 -1.778
0 -1.778 3.556
Solution: The matrix inverse is
Using the same format as in Example (3.3), the
power method can be applied to this matrix.
First iteration:
| |
(
(
(
(

-1
0.422 0.281 0.141
A = 0.281 0.562 0.281
0.141 0.281 0.422
(

(
` ` `
(

(
) ) )
0.422 0.281 0.141 1 0.844 0.751
0.281 0.562 0.281 1 = 1.124 =1.124 1.000
0.141 0.281 0.422 1 0.844 0.751
Second iteration:
where
Third iteration:
where
(

(
` ` `
(

(
) ) )
0.422 0.281 0.141 0.751 0.704 0.715
0.281 0.562 0.281 1.000 = 0.984 = 0.984 1.000
0.141 0.281 0.422 0.751 0.704 0.715
a
=14.6%
(

(
` ` `
(

(
) ) )
0.422 0.281 0.141 0.715 0.684 0.709
0.281 0.562 0.281 1.000 = 0.964 = 0.964 1.000
0.141 0.281 0.422 0.715 0.684 0.709
a
=4%
Thus, after only three iterations, the
result is converging on the value of 0.955,
which is the reciprocal of the smallest
eigenvalue 1.0472.
3.4. Other methods:
A wide variety of additional methods are
available for solving eigenvalue problems. Most of
them are based on a two-step process involving
transformation of the original matrix to a simpler form
(e.g. tridiagonal) which retains all original eigenvalues
and iterative methods to determine these eigenvalues.
Jacobi method:
It transforms a symmetric matrix to a diagonal
matrix by eliminating off-diagonal terms in a
symmetric fashion. It is an iterative approach to
obtain off-diagonal terms sufficiently small.
Givens method:
This method also produces tridiagonal matrix in
finite number of steps compared to iterative method
as Jacobi. This method uses rotation matrix for
orthogonal transformation. It is more efficient than
Jacobi.
Householders method:
It is also similar to Givens approach, but more
efficient as it reduces whole rows and columns of
off-diagonal elements to zero.
Once the tridiagonal system is obtained from
Givens method or Householders method, the
remaining steps involve finding the eigenvlaues. A
direct way to do this is to expand the determinant.
The result is a sequence of polynomial which can
be evaluated iteratively for the eigenvalues.
Strum sequence, Gram Schmidt Deflation,
Simultaneous iteration method, Subspace iteration,
Lanczos method are other methods used for
solving eigenvalue problems.
In many practical problems, first few natural
frequencies are of interest to designer. Lanczos
method serves this purpose saving time by
computing the frequencies of interest only.