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APMA 2130 / Lecture 32

Section 7.6: Complex Eigenvalues


Professor Bernard Fulgham
University of Virginia
November 12, 2010

Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
How to Solve. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
How to Solve (slide 2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Example 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exa. 1 (slide 2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Example 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exa. 2 (slide 2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exa. 2 (slide 3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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3
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9

Introduction
Conjugate: z

a

bi

z

 a  bi.

If A is a real matrix (i.e., all entries are real numbers) and  a


eigenvector ~v, then ~v must also be complex.

bi is a complex eigenvalue with

Furthermore: A~v  ~v pA~vq  p~vq


A~v  ~v A~v  ~v
 is also an eigenvalue for A with eigenvector ~v .
Theorem Complex eigenvalues (and their respective eigenvectors) occur in conjugate pairs:
if is an eigenvalue for A with eigenvector ~v,
then  is also an eigenvalue for A with eigenvector ~v .
APMA 2130

Lecture 32 2 / 9

How to Solve
Theorem

~x  ~vet ~v  ~0 is a solution of ~x1  A~x
is an eigenvalue for A with eigenvector ~v.
What if is complex?

Then ~vet and ~v e t are both complex solutions.
Label ~z  ~vet

 ~xp1q

i~xp2q where ~xp1q , ~xp2q are real vectors, then

 ~vet   ~xp1q i~xp2q   ~xp1q  i~xp2q  ~z 


~z  ~xp1q i~xp2q and ~z   ~xp1q  i~xp2q are solutions.


~v e t

APMA 2130

Lecture 32 3 / 9

How to Solve (slide 2)


~z  ~xp1q

i~xp2q and ~z 

 ~xp1q  i~xp2q

are complex solutions.

Use ~z and ~z  to construct real solutions:




p~z ~z  q  12 ~xp1q

1
 q  1 ~xp1q
~
~
z
z
p

2i
2i
1
2

Theorem
If ~z  ~xp1q i~xp2q is a complex solution of ~x1
then ~xp1q and ~xp2q are real solutions.

i~xp2q

~xp1q  i~xp2q



 ~xp1q ,


i~xp2q  ~xp1q  i~xp2q  ~xp2q .

 A~x,

APMA 2130

Lecture 32 4 / 9

Example 1
~x1 

0 1
1 0 ~x
loooomoooon

x11
x12

Equivalent to:

 x2 ,
 x 1 .

Find the eigenvalues for A :




 1
2


detpA  Iq 
1  

10

 1  i.

Now find the eigenvectors for  i :




i 1
i
A  I  A  iI 
1 i 0
iv1 v2  0 v2  iv1


~v  icc  c 1i , c  0.
R2

1
0

iR1

APMA 2130

Lecture 32 5 / 9

Exa. 1 (slide 2)
 i, ~v 

1
i

t
 cos
sin t
~xp1q , ~xp2q are linearly independent because


W ~xp1q , ~xp2q

~x  c1~xp1q

~vet

i sin t
i cos t

1 it
e
i

1
i

t
 cos
sin
t
loooomoooon

~
xp1q

sin t   cos2 t
  cossint t cos
t
p
2
q
1
c2~x is the general solution of ~x  A~x.

General solution:
~x  c1

cos t
 sin t

APMA 2130

c2

pcos t

i sin tq

sin t
cos
t
looomooon
~
xp2q

sin2 t  1  0

sin t
.
cos t
Lecture 32 6 / 9

Example 2
~x1 

1 1
2 3 ~x
loooomoooon

Equivalent to:

x11
x12

 x1 x2 ,
 2x1 3x2 .

Find the eigenvalues for A :




1 
1

detpA  Iq 
2 3   p1  qp3  q

 3  4 2 2  2  4 5  0
p2  4 4q p5  4q  0
p  2q2 1  0  2  i  2  i.
Now find the eigenvectors for  2 i.
APMA 2130

Lecture 32 7 / 9

Exa. 2 (slide 2)
Remember: z

a

bi

z  z   pa

A  I  A  p2


biqpa  biq  a2

iqI 

b2 .

1  p2 iq
1
2
3  p2


p q
10 i
 12 i 1 1 i
p1 iqv1 v2  0 v2  p1 iqv1


c
1
~v  p1 iqc  c 1 i , c  0
R2

1 i R1

iq

1
0

APMA 2130

Lecture 32 8 / 9

Exa. 2 (slide 3)
2




i, ~v 


1
1




e2t

pcos t

i sin tq 

cos t i sin t
cos t  sin t ipcos t

~vet

ep2

i t

cos t i sin t
2t
p1 iqpcos t i sin tq e

sin tq

e2t

t
sin t
 cos cos
e2t i
e2t

sin
t
sin
t
t
cos
t
loooooooooomoooooooooon
loooooooooomoooooooooon
~
xp1q

General solution:

~x  c1

~
xp2q

cos t
e2t
cos t  sin t

APMA 2130

c2

sin t
e2t .
cos t sin t
Lecture 32 9 / 9

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