F18XD2 Solutions 7: Eigenvalues and Eigenvectors

7.1. The characteristic equation for A is

 
 8 3 
0 = det(I A) =   = ( 8)( + 3) + 30
10 + 3 
= 2 5 + 6 = ( 2)( 3) .

Therefore the eigenvalues are 2 and 3.

 
a
= 2. An eigenvector x = satisfies
b
          
8 3 1 0 a 6 3 a 0
(A 2I)x = 2 = = .
10 3 0 1 b 10 5 b 0
Therefore the equations
 are
 6a + 3b = 0, 10a 5b = 0. Both  give 2a
 + b = 0, so b = 2a.
1 1
An eigenvector is and the general eigenvector is .
2 2
 
a
= 3. An eigenvector x = satisfies
b
          
8 3 1 0 a 5 3 a 0
(A 3I)x = 3 = = .
10 3 0 1 b 10 6 b 0
Therefore the equations are 5a
 + 3b= 0, 10a 6b = 0. Both give 5a + 3b
 = 0, so
3 3
b = 5a/3. An eigenvector is and the general eigenvector is .
5 5

The characteristic equation for B is

 
 3 5 
0 = det(I B) =   = ( 3)2 25
5 3 
= 2 6 16 = ( + 2)( 8) .

Therefore the eigenvalues are 2 and 8. (Calculations simplified by noting difference of

two squares.)
 
a
= 2. An eigenvector x = satisfies
b
          
3 5 1 0 a 5 5 a 0
(B (2)I)x = +2 = = .
5 3 0 1 b 5 5 b 0
 
1
Therefore both equations give a + b = 0, so b = a. An eigenvector is and the
  1
1
general eigenvector is .
1

1
  
a
= 8. An eigenvector x = satisfies
b
          
3 5 1 0 a 5 5 a 0
(B 8I)x = 8 = = .
5 3 0 1 b 5 5 b 0
 
1
Therefore both equations give a b = 0, so b = a. An eigenvector is and the
  1
1
general eigenvector is .
1

 
x
7.2. Setting x = , the system is
y
dx
= Ax . (S7.1)
dt
Look for a solution x = vet with v a constant vector. Substituting into (S7.1),
dx d
= (vet ) = vet = Avet so Av = v ,
dt dt
since et 6= 0. Hence is an eigenvalue and v is an
 eigenvector
 of A. From the results
 of

1 3
the previous problem, we have 1 = 2 with v 1 = or 2 = 3 with v 2 = .
 2
   5
1 3
Thus there there are special solutions x1 = e2t and x2 = e3t .
2 5
The general solution is given by combining these:
   
2t 1 3t 3
x(t) = C1 x1 + C2 x2 = C1 e + C2 e .
2 5

7.3. The characteristic equation for D is

 
 3 5 7 

0 = det(I D) =  5 3 7 
 0 0 2 
 
 3 5 
 = ( 2) ( 3)2 52


= ( 2)  
5 3 
= ( 2)( 3 + 5)( 3 5) = ( 2)( + 2)( 8)

so the eigenvalues are 1 = 2, 2 = 2 and 3 = 8.

1 = 2. An eigenvector x1 = (a b c)T satisfies

5 5 7 a
(D + 2I)x1 = 5 5 7 b = 0 .
0 0 4 c

2
The last equation (component) clearly gives c = 0 then
either
there first or second is used
1
to get a + b = 0. Hence a = b, an eigenvector is 1 and the general eigenvector
0
1
is 1 .

0
2 = 2. An eigenvector x2 = (a b c)T satisfies

1 5 7 a
(D 2I)x1 = 5 1 7 b = 0.
0 0 0 c
The row operation R2 R2 5R1 and then scaling leads to

1 5 7 a 1 5 7 a
0 24 42 b = 0 and 0 4 7 b = 0 .
0 0 0 c 0 0 0 c
The second equation gives 4b + 7c =0 andsubtracting from the first gives a+ b =0.
7 7
7
Hence a = b = 4 c, an eigenvector is 7 and the general eigenvector is 7 .

4 4
3 = 8. An eigenvector x3 = (a b c)T satisfies

5 5 7 a
(D 8I)x1 = 5 5 7 b = 0 .
0 0 6 c
The last equation clearly gives c = 0 then either
there first or second is usedto get

1 1
a b = 0. Hence a = b, an eigenvector is 1 and the general eigenvector is 1 .
0 0
The characteristic equation for E is
 
 1 1 0 
 
0 = det(I E) =  1 1
 0 
 0 0 2 
 
 1 1 
 = ( 2) ( 1)2 1


= ( 2) 
1 1 
= ( 2)(2 2) = ( 2)2
so the eigenvalues are 1 = 0 and 2 = 2.

1 = 0. An eigenvector x1 = (a b c)T satisfies

1 1 0 a
(E + 0I)x1 = 1 1 0 b = 0 .
0 0 2 c

3
 The last equation (component) clearly gives c = 0 then
either
there first or second is used
1
to get a + b = 0. Hence a = b, an eigenvector is 1 and the general eigenvector
0
1
is 1 .

0
2 = 2. An eigenvector x2 = (a b c)T satisfies

1 1 0 a
(E 2I)x1 = 1 1 0 b = 0.
0 0 0 c

Thus a + b = 0 so a = b, with c being additionally free, and the general eigenvector is

a 1 0
a = a 1 + c 0 .
c 0 1

7.4. Trying x(t) = veit , with v a constant vector,

d2 x d2
= (veit ) = 2 veit = Bx = Bveit .
dt2 dt2
Hence Bv = 2 v so 2 = is an eigenvalue of B with v as corresponding eigenvector.
(Trying a real function x(t) = v cos t or x(t) = v sin t would have given the same
result.)
satisfies the characteristic equation
 
 +2 2 
det(I B) =   = ( + 2)( + 3) 2 = 2 + 5 + 4 = ( + 1)( + 4) = 0
2 +3 

so = 1 or 4.

= 1. The angular frequency is given by 2 = = 1 so = 1, taking it positive.

An eigenvector v = (a b)T satisfies
  
1
2 a
(B + I)v = = 0.
2 2 b
 
2
Both equations give a + 2 b = 0. Hence a = 2 b, an eigenvector is and
1
 
2
a special solution in complex form is eit . Taking the real and imaginary parts,
1
special solutions in real form are
   
2 2
cos t and sin t .
1 1

4
 = 4. The angular frequency is given by 2 = = 4 so = 2, taking it positive.
An eigenvector v = (a b)T satisfies
  
2 2 a
(B + 4I)v = = 0.
2 1 b

 
1

Both equations give 2 a + b = 0. Hence b = 2 a, an eigenvector is and a
2
 
1

special solution in complex form is e2it . Taking the real and imaginary parts,
2
special solutions in real form are
   
1
1

cos(2t) and sin(2t) .
2 2

Summing up the 4 (real) solutions we get the general solution of the system of differential
equations:
   
2 1

x(t) = (C1 cos t + C2 sin t) + (C3 cos(2t) + C4 sin(2t)) .
1 2

7.5. With m/k = 1, the system becomes

dx1 dx1
= 2x1 + x2 , = x1 2x2 ,
dt dt
which can be written as
        
d x1 2 1 x1 dx x1 2 1
= or = Ax for x = , A= .
dt x2 1 2 x2 dt x2 1 2

Trying x(t) = veit , with v a constant vector,

dx d
= (veit ) = 2 veit = Ax = Aveit .
dt dt
Hence Av = 2 v so 2 = is an eigenvalue of A with v as corresponding eigenvector.
(Trying a real function x(t) = v cos t or x(t) = v sin t would have given the same
result.)
satisfies the characteristic equation
 
 + 2 1 
det(I A) =   = ( + 2)2 1 = ( + 2 + 1)( + 2 1) = ( + 3)( + 1) = 0
1 + 2 

so = 1 or 3.

5
 = 1. The angular frequency is given by 2 = = 1 so = 1, taking it positive.
An eigenvector v = (a b)T satisfies
  
1 1 a
(A + I)v = = 0.
1 1 b
 
1
Both equations give a + b = 0. Hence a = b, an eigenvector is and a special solu-
  1
1
tion in complex form is eit . Taking the real and imaginary parts, special solutions
1
in real form are    
1 1
cos t and sin t .
1 1
This eigenmode is in-phase oscillation:

= 3. The angular frequency is given by 2 = = 3 so = 3, taking it positive.
An eigenvector v = (a b)T satisfies
  
1 1 a
(A + 3I)v = = 0.
1 1 b
 
1
Both equations give a + b = 0. Hence b = a, an eigenvector is and a special
  1
1
solution in complex form is e 3 it . Taking the real and imaginary parts, special
1
solutions in real form are

   
1 1
cos( 3 t) and sin( 3 t) .
1 1

This eigenmode is out-of-phase oscillation:

Summing up the 4 (real) solutions we get the general solution of the equations of motion:
 

 
2 1
x(t) = (C1 cos t + C2 sin t) + C3 cos( 3 t) + C4 sin( 3 t) .
1 1

6
7.6. Characteristic equation for Sx :
 
 1 
  
2 1 1 1
0 = det(I Sx ) =  1
 2  = = + .
2  4 2 2

Characteristic equation for Sy :

    
 i  2 1 1 1
0 = det(I Sy ) =  i 2  = = + .
2
 4 2 2

Characteristic equation for Sz :

  
 1
 
0 = + 1 1

0 = det(I Sz ) =  2 .
0 + 12  2 2

Therefore the eigenvalues, which is to say, the possible spins, are 12 for each direction.

7.7. The characteristic equation is

 
 2 75 0   
 = ( 2)  2 0
   
det(I E) =  0
 2 0  = ( 2)3 .
  0 2 
 0 0 2 

Therefore the only eigenvalues is the triple root = 2: = 2 has algebraic multiplicity 3.

a
An eigenvector x = b satisfies
c

0 75 0 a 0
(E 2I)x = 0 0 0 b = 0 ,
0 0 0 c 0

which simply gives b = 0. Therefore the general eigenvector is

a 1 0
x= 0 =a 0 +c 0 .

c 0 1

As we have two arbitrary constants (multiplying two independent vectors), the eigenvalue
= 2 has geometric multiplicity 2.

7.8. The characteristic equation is

 
 4 2 
0 = det(I B) =   = ( 4)( + 1) 6 = 2 3 10 = ( 5)( + 2) .
3 + 1 

7
 The eigenvalues are 1 = 5 and 2 = 2.

1 = 5. An eigenvector x1 = (a b)T satisfies

  
1 2 a
(B 5I)x1 = = 0.
3 6 b
 
2
This gives a + 2b = 0 so a = 2b and an eigenvector is . (As the matrix B is
1
asymmetric, we do not bother with scaling.)

2 = 2. An eigenvector x2 = (a b)T satisfies

  
6 2 a
(B + 2I)x2 = = 0.
3 1 b
 
1
This gives 3a + b = 0 so b = 3a and an eigenvector is .
3
Other choices for the eigenvectors are possible but ours give
 
2 1
X = (x1 |x2 ) = .
1 3

Then det(X) = 2 3 (1) 1 = 7,

 
1 3 1
X 1
= ,
7 1 2

and    
1 0 5 0
X BX =
1
= .
0 2 0 2

7.9. The characteristic equation for C is

 
 3 1 0 

0 = det(I C) =  1 3 0 
 0 0 3 
 
 3 1 
 = ( 3) ( 3)2 1


= ( 3) 
1 3 
= ( 3)( 3 1)( 3 + 1) = ( 3)( 4)( 2)

so the eigenvalues are 1 = 3, 2 = 4 and 3 = 2.

1 = 3. An eigenvector x1 = (a b c)T satisfies

0 1 0 a
(C 3I)x1 = 1 0 0 b = 0 .
0 0 0 c

8

0
The first two components give a = b = 0 so an eigenvector is 0 , which clearly has
1
magnitude one.

2 = 4. An eigenvector x2 = (a b c)T satisfies

1 1 0 a
(C 4I)x2 = 1 1 0 b = 0 .
0 0 1 c
The first or second
equation
gives a b = 0 so a = b, while the last gives c = 0. This gives
1
an eigenvector 1 . As C is symmetric, we normalise the eigenvector by dividing by
0

its magnitude,
|(1, 1, 0)| = 1 2 + 12 + 02 = 2 to give the normalised (unit) eigenvector
1/2
x2 = 1/ 2 .
0
3 = 2. An eigenvector x3 = (a b c)T satisfies

1 1 0 a
(C 2I)x3 = 1 1 0 b = 0 .
0 0 1 c
The first or second equation
gives a + b = 0 so a = b, while the last gives c = 0.
1
This gives an eigenvector 1 . As C is symmetric, we normalise the eigenvector
0

by dividing by its magnitude,
|(1,
1, 0)| = 1 2 + 12 + 02 = 2 to give the normalised
1/ 2
(unit) eigenvector x3 = 1/ 2 .
0
Hence
0 1/2 1/ 2
X = (x1 |x2 |x3 ) = 0 1/ 2 1/ 2 ,
1 0 0

1 0 0 3 0 0
X1 CX = 0 2 0 = 0 4 0
0 0 3 0 0 2
and
0 0 1
X1 = XT = 1/2 1/ 2 0 .
1/ 2 1/ 2 0
6. The characteristic equation for D is
 
 5 1 
0 = det(I D) =   = ( 5)2 1 = ( 5 + 1)( 5 1) = ( 4)( 6)
1 5 

9
so the eigenvalues are 1 = 6 and 2 = 4.

1 = 6. An eigenvector x1 = (a b)T satisfies

  
1 1 a
(D 3I)x1 = = 0.
1 1 b
 
1
Thus a b = 0, a = b, an eigenvector is , and we get a normalised eigenvector (D
1
 
1/2
is symmetric) by dividing by the magnitude |(1, 1)| = 2: x1 = .
1/ 2
2 = 4. An eigenvector x2 = (a b)T satisfies
  
1 1 a
(D 3I)x2 = = 0.
1 1 b
 
1
Thus a + b = 0, a = b, an eigenvector is , and we get a normalised eigenvector
1



1/ 2
(D is symmetric) by dividing by the magnitude |(1, 1)| = 2: x2 = .
1/ 2
Then  
1 1 1
X = (x1 |x2 ) = , X1 = XT = X ,
2 1 1
since X is also symmetric (taking the eigenvectors and eigenvalues the other way around,
X would not have been symmetric!), and
 
6 0
D=X 1
X.
0 4

Hence
   54  54
54 6 0 6 0
D = X 1
X =X 1
X
0 4 0 4
   54     
1 1 1 6 0 1 1 1 1 1 1 654 654
= =
2 1 1 0 454 1 1 2 2 1 1 454 454
 
1 654 + 454 654 454
= .
2 654 454 654 + 454

10