Beruflich Dokumente
Kultur Dokumente
Outline
- Eigenvalues and Eigenvectors - Diagonalization of Matrices - Orthogonal and Symmetric Matrices - Quadratic Forms - Unitary, Hermitian, and Skew-Hermitian Matrices
Vectors have directions associated with them. Depending on A, the direction of AE will generally be different from that of E. It may happen that for some vector E, AE and E are parallel. In this event, there is a number such that AE = E. Then is called an eigenvalue of A, with E an associated eigenvector.
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Eigenvalues contain important information about the solution of systems of differential equations, and in models of physical phenomena.
A real or complex number is an eigenvalue of A if there is a nonzero n*1 matrix (vector) E such that AE =E Any nonzero vector E satisfying this relationship is called an eigenvector associated with the eigenvalue .
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Eigenvalues are also known as characteristic values of a matrix, and eigenvectors can be called characteristic vectors.
We will typically write eigenvectors as column matrices and think of them n as vectors in R . If an eigenvector has complex components, we may think n of it as a vector in C . Since an eigenvector must be a nonzero vector, at least one component is nonzero.
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If is a non zero scalar and AE =E, then A(E) = (AE) = (E) = (E) This mean that nonzero scalar multiples of eigenvectors are again eigenvectors.
Example
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Example
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This make E a nontrivial solution of the n*n system of linear equations (In - A)X = 0 This system can have nontrivial solution if and only if the coefficient matrix has determinant zero.
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|In A| = 0
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When the determinant is expanded, it is a polynomial degree n in , called the characteristic polynomial of A. The root of this polynomial are eigenvalues of A. Corresponding to any root , any nontrivial solution E of (In - A)X = 0 is an eigenvector associated with .
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Theorem 8.1
Let A be an n*n matrix of real or complex numbers. Then, 1. is an eigenvalue of A if and only if |In A| = 0. 2. If is an eigenvector of A, then any nontrivial solution of (In - A)X = 0 is an associated eigenvector.
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Example
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Example
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Let Ck be a circle of radius rk centered at (k,k), where kk = k+ik. Then each eigenvalue of A, when plotted as a point in the complex plane, lies on or within one of the circles C1,...,Cn.
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The circles Ck are called Gerschgorin circle. For the radius of , read across row k and add the magnitudes of the row elements, omitting the diagonal element kk. The center of Ck is kk, plotted as a point in the complex plane. If the Gerschgorin circles are drawn and the disks they bound are shaded, then we have a picture of a region containing all of the eigenvalues of A.
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Example
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It is not clear what the roots of this polynomial are. Form the Gerschgorin circles. Their radii are
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Gerschgorin circles
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Gerschgorin's theorem is not intended as an approximation scheme, since the Gerschgorin circles may have large radii. For some problem, however, just knowing some information about possible locations of eigenvalues can be important.
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Diagonalization of Matrices
The elements aii of a square matrix is called main diagonal elements. All other elements are called off-diagonal elements.
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A square matrix having all offdiagonal elements equal to zero is called a diagonal matrix
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Theorem 8.3
Let
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Then 1.
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2. |D| = d1d2 ... dn 3. D is nonsingular if and only if each main element is non zero 4. If each dj 0,then
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5. The eigenvalues of D are its main diagonal elements. 6. An eigenvector associated with dj
is
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An n*n matrix A is diagonalizable if there exists an n*n nonsingular -1 matrix P such that P AP is a diagonal matrix. When such P exists, we say that P diagonalizes A
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Suppose 1,...,n are the eigenvalues of A, and V1,...,Vn are corresponding eigenvectors. If these eigenvectors are linearly independent, we can form a nonsingular matrix P using Vj as column j.
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Example
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Example
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Example
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Example
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that diagonalizes A :
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Theorem 8.5
Let A be an n*n diagonalizable matrix. Then A has n linearly independent eigenvectors. Further, -1 if Q AQ is a diagonal matrix, then -1 the diagonal elements of Q AQ are the eigenvalues of A and the columns of Q are corresponding eigenvectors.
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Example
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Theorem 8.6
Let the n*n matrix A have n distinct eigenvalues. Then corresponding eigenvectors are linearly independent.
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Corollary 8.1
Let the n*n matrix A have n distinct eigenvalues. Then A is diagonalizable.
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Example
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Example
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Theorem 8.7
A is an orthogonal matrix if t and only if A is an orthogonal matrix .
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Theorem 8.8
If A is an orthogonal matrix, then |A| = 1.
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A set of vector in R is said to be orthogonal if any two distinct vectors in the set are orthogonal (that is, their dot product is zero. The set is orthonormal if, in addition, each vector has length 1. We claim that the row of the orthogonal matrix form an orthonormal set of vectors, as do the columns.
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These each have length 1. and each is orthogonal to each other two.
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Theorem 8.9
Let A be a real n*n matrix. Then, 1. A is orthogonal if and only if the row vectors form an orthonormal set n of vectors in R . 2. A is orthogonal if and only if the column vectors form an orthonormal n set of vectors in R .
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First, the two row vectors must be orthogonal and must have length 1.
= 0 = 1 = 1
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ab+cd
= 0
(8.4)
Final, |Q| = 1
ad-bc = 1
This lead to two cases.
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acd+bd2 = 0
Substitute ad =1+bc into this equation to get
c(1+bc)+bd2 = 0 c+b(c2+d2) = 0
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ab - bd = 0
Then b = 0 or a = d, leading to two subcases.
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But each row vector has length 1, so a2 = d2 = 1. Further, |Q| = ad = 1 in the present case so a = d = 1 or a = d = -1. In these case,
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Case 1(b) b 0
Then a = d, so
Since a2 + b2 = 1, there is some in [0,2 ) such that a = cos() and b = sin(). Then,
Case 1 ad-bc = -1 By an analysis similar to that just done, we find now that, for some ,
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This two cases give all the 2*2 orthogonal matrices. For example, with = /4 we get the orthogonal matrices.
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If the positive x, y system is rotated counterclockwise radian to form a new x', y' system. The coordinates in the two systems are related by
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Theorem 8.10
The eigenvalues of a real, symmetric matrix are real numbers.
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Theorem 8.11
Let A be a real symmetric matrix. Then eigenvectors associated with distinct eigenvalues are orthogonal.
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Example
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Theorem 8.12
Let A be a real symmetric matrix. Then there is a real, orthogonal matrix that diagonalizes A.
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Example
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Quadratic Forms
DEFINITION 8.7 A (complex) quadratic form is an symmetric.
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Example
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Lemma 8.1
Let A be an n*n matrix of real or complex numbers. Let be an eigenvalue with eigenvector Z. Then.
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Example
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Example
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DEFINITION 8.8 Unitary Matrix An n*n complex matrix U is unitary if and only if
or
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Example
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If U is a real matrix,then the unitary t t condition U =In become UU = In, which makes U an orthogonal matrix. Unitary matrix are the complex analogues of orthogonal matrices. Since the rows(or column) of an orthogonal matrix form an orthonormal set of vectors, we will develop the complex analogue of the concept of orthonormality.
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DEFINITION 8.9 Unitary System of Vectors Complex n-vectors F1,...,Fr form a unitary system if Fj Fk = 0 for j k, and each Fj Fj = 1
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THEOREM 8.14
Let U be n*n complex matrix. Then U is unitary if and only if its row vectors form a unitary system.
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Example
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THEOREM 8.15
Let be an eigenvalue of the unitary matrix U. Then ||= 1.
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matrix
is
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Example
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THEOREM 8.16
Let
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THEOREM 8.17
1. The eigenvalues of a hermitian matrix are real. 2. The eigenvalues of a skew-hermitian matrix are zero or pure imaginery.
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0 0 0 3 0 2
]
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0 1 P AP = 1 0
5 1 0
0 3 / 2 1
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