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EIGENVALUES AND EIGENVECTORS 1 Introduction

The eigenvalue problem is a problem of considerable theoretical interest and wide-ranging application. For example, this problem is crucial in solving systems of differential equations, analyzing population growth models, and calculating powers of matrices (in order to dene the exponential matrix). Other areas such as physics, sociology, biology, economics and statistics have focused considerable attention on eigenvalues and eigenvectors-their applications and their computations. Before we give the formal denition, let us introduce these concepts on an example. Example 1 Consider the matrix 1 2 1 0 A = 6 1 1 2 1 Consider the three vectors 1 1 2 x1 = 6 x2 = 2 x3 = 3 13 1 2 We have 0 4 6 Ax1 = 0 Ax2 = 8 Ax3 = 9 0 4 6

In Other words, we have Ax1 = 0x1 , Ax2 = 4x2 and Ax3 = 3x3 In this case we say 0, 4 and 3 are eigenvalues of the matrix A, and x1 , x2 and x3 are eigenvectors of A. Denition 1 Let A = (aij ) be any square matrix of order n. If there exists a non-zero column vector x and a scalar such that Ax = x then is called an eigenvalue of the matrix A and x is called the eigenvector of the corresponding to the eigenvalue .

To nd the eigenvalues and the corresponding eigenvectors of a square matrix A of order n we proceed as follows. Let be an eigen value of A and x be the corresponding eigen vector. Then, by denition, Ax = x = I x, where I is the unit matrix of order n. It follows that (A I )x = O (1)

Equation (1) is a system of homogeneous linear equations in unknown x1 , . . . , xn . Since x = [x1 , . . . , xn ]T is to be non-zero vector, |A I | = 0, by Cremers theorem. Thus, we solve this equation to get n values of .

Method of Finding Eigenvalues and Eigenvectors


To nd eigenvalues and eigenvectors of a given matrix we proceed as follows: 1. Form the matrix A I , that is, subtract from each diagonal element of A. 2. Solve the characteristic equation |A I | = 0 for . 3. Take each value of in turn, substitute it into Equation (1) and solve the resulting homogeneous system for x using Gaussian elimination. Note that, since the determinant of the coecient matrix is zero, row reduction of the augmented matrix must always lead to at least one row of zeros.

Examples
5 4 1 2

Example 2 Find the eigenvalue and eigenvectors of A =

Solution: We have

5 4 1 2

=0

That is, (5 )(2 ) 4 = 0, which implies that 2 7 + 6 = 0. Hence, the eigenvalue of A are = 1, 6. The eigenvector corresponding to any is given by (A I ) = 0. That is, 5 4 1 2 2 x1 x2 = 0 0

When = 1, the eigenvector is given by the system 51 4 1 21 So the augumement of the system is 4 4 0 1 1 0 1 1 0 0 0 0 1 1 x1 x2 = 0 0

So, x1 = x2 . Taking x1 = 1, x2 = 1 Thus, the eigenvector corresponding to 1 = 1 is When 2 = 6, the eigenvector is given by the system 56 4 1 26 So the augumement of the system is 1 4 0 1 4 0 1 4 0 0 0 0 x1 x2 = 0 0

So, x1 = 4x2 . Taking x2 = 1, x1 = 41. Therefore, the eigenvector corresponding to 1 = 1 is 1 . 4 1 1 3 Example 3 Find the eigenvalue and eigenvectors of A = 1 5 1 . 3 1 1 Solution Let be an eigenvalue of A. It follows that 1 1 3 1 5 1 3 1 1 = 0.

Then we have (1 ){2 6 + 4} (1 3) + 3(1 15 + 3) = 0. That is, 3 72 + 36 = 0 Then, eigenvalue of A are = 2, 3, 6. Case = 2

The eigenvector is given by 3 1 3 x1 0 1 7 1 x2 = 0 3 1 3 x3 0 3

The augumentend matrix is 3 1 3 0 1 7 1 0 3 1 3 0 That is, x1 + 7x2 + x3 = 0 3x1 + x2 + 3x3 = 0 Here we have three unknown with two equations. Solve this problem by the rule of cross-multiplication, we have x2 x3 x1 = = 21 1 33 1 21 That is, That is, x2 x3 x1 = = 20 0 20 3 1 3 0 1 7 1 0 0 0 0 0

x1 x2 x3 = = 1 0 1 1 Hence, eigenvector corresponding to 1 = 2 is 0 1 Case = 3 The eigenvector is given by 2 1 3 x1 0 1 2 1 x2 = 0 3 1 2 x3 0 The augumentend matrix is 2 1 3 0 1 2 1 0 1 2 1 0 2 1 3 0 3 1 2 0 3 1 2 0 By the rule of cross-multiplication, we have x2 x3 x1 x2 x3 x1 = = or = = 5 5 5 1 1 1 1 Therefore, the eigenvector corresponding to 1 = 3 is 1 1 4

1 2 1 0 5 5 0 0 0 5 5 0

1 2 1 0 0 5 5 0 0 0 0 0

Case = 6

1 Therefore, the eigenvector corresponding to 1 = 6 is 2 , 1 Remarks

1. For given a matrix A of order n, the determinant of A I is a polynomial of degree n in . 2. The equation |A A| is called the characteristic equation of A. 3. Corresponding to an eigenvalue, the non-trivial solution of the system will be one value of the solutions. Hence the eigenvectors corresponding to an eigenvalue is not unique. 4. If all the eigenvalues 1 , . . . , n of a matrix A are distinct, then the corresponding eigenvectors are linearly independent.

Properties of Eigenvalues
1. A square matrix A and its transpose have the same eigenvalues 2. The sum of the eigenvalues of the a matrix is equal to the sum of the principal diagonal elements of A. 3. The product of the eigenvalues of a matrix A is equal to |A|. 4. If 1 , 2 , . . . , n are the eigenvalues of a matrix A, then (a) k1 , k2 , . . . , kn are the eigenvalue of the matrix kA. (b)
1 , 1 , . . . , 1n 1 2

are the eigenvalue of the matrix A1 .

5. The eigenvalues of the real symetric matrix are real. 6. The eignvectors corresponding to distict eigenvalues of real symetric matrix are orthogonal. 0 1 1 Example 4 Find the eigenvalues and eigenvectors of the matrix A = 1 0 1 1 1 0

Solution The characteristic of A is 1 1 1 1 1 1 =0

This implies that 3 3 2 = 0. That is, ( + 1)2 ( 2) = 0. Hence, = 1, 1, 2 When eigenvector = 1. The eigenvector is given by 1 1 x1 1 1 x2 = 1 1 x3 Thus, setting = 1, we obtain 1 1 1 x1 0 1 1 1 x2 = 0 1 1 1 x3 0 All the tree equations reduce to one and the same equation x1 + x2 + x3 = 0. There is one equation in three unknown. Therefore, two of the unknown, say, x1 and x2 are to be treated as free variables. Taking x1 = 1 and x2 = get x3 = 1 x1 = 0 and x2 = 1, we get x3 = 1. Thus, 0 we and taking 1 0 the eigenvectors x1 = 0 and x2 = 1 correspond to the eigenvector 1 = 1. 1 1 When = 2, we have 2 1 1 x1 0 1 2 1 x2 = 0 1 1 2 x3 0 1 The eigenvector corresponding to 2 = 2 is x3 = 1 . 1 Note that though two of the eigenvalues are equal, the eigenvectors x1 , x2 , x3 are found to be linearly independent.

0 0

Cayley-Hamilton Theorem

This theorem provides an alternative method for nding the inverse of a matrix A. The theorem can be also to express any positive integer intergral power of A as a linear combination of those of lower degree. 6

Theorem 2 (Cayley-Hamilton Theorem) Every square matrix satises its own characteristics equation. This means that, if cn n + c1 n1 + . . . + cn1 + cn = 0 is the characteristic equation of a square matrix A of order n, then co An + c1 An1 + . . . + cn1 + A1 + cn I = 0 (2)

Note that when is replaced by A in the characteristic equation, the constant term cn is replaced by cn I to get the result of Cayley-Hamilton theorem. Corollary 3 If A is non-singular matrix of oder n, then A 1 = 1 (co An1 + c1 An2 + . . . + cn I ) cn

1 3 7 Example 5 Given that A = 4 2 3 . Use the Cayley-Hamilton to nd A1 . 1 2 1 Solution: The characteristic equation of A is 3 42 20 35 = 0. By Calley-Hamilton we have A3 4A2 20A 35I = 0 (3) Premultiplying the above equation to obtain A2 4A 20I 35A1 = 0 Thus, 1 2 (A 4A 20I ). 35 1 3 7 1 3 7 20 23 23 A2 = A A = 4 2 3 4 2 3 = 15 22 37 1 2 1 1 2 1 10 9 14 A 1 = 20 23 23 4 12 28 20 0 0 1 15 22 37 16 8 12 0 20 0 = 35 10 9 14 4 8 4 0 0 20 4 11 5 1 1 6 25 = 35 6 1 10

Hence, A 1