EIGENVALUES

Definition
Eigenvalues are a special set of scalars associated with a linear system of
equations (i.e., a matrix equation) that are sometimes also known as
characteristic roots, characteristic values, proper values, or latent roots.

The eigenvalue for a given factor measures the variance in all the
variables which is accounted for by that factor. The ratio of eigenvalues
is the ratio of explanatory importance of the factors with respect to the
variables. If a factor has a low eigenvalue, then it is contributing little to
the explanation of variances in the variables and may be ignored as
redundant with more important factors. Eigenvalues measure the
amount of variation in the total sample accounted for by each factor.

Eigenvalues
To select how many factors to use, consider eigenvalues from a
principal components analysis
Two interpretations: eigenvalue equivalent number of variables
which the factor represents
eigenvalue amount of variance in the data described by the
factor.
Rules to go by:
number of eigenvalues> 1

History
In the 18th centuryEulerstudied the rotational motion of arigid bodyand
discovered the importance of theprincipal axes.
At the start of the 20th century,Hilbertstudied the eigenvalues ofintegral
operatorsby viewing the operators as infinite matrices. He was the first to
use theGermanword Eigen, which means "own", to denote eigenvalues and
eigenvectors in 1904,though he may have been following a related usage
byHelmholtz. For some time, the standard term in English was "proper
value", but the more distinctive term "eigenvalue" is standard today.

Uses
The determination of the eigenvalues and eigenvectors
of a system is extremely important in physics and
engineering,

where

it

is

equivalent

to

matrix

diagonalization and arises in such common applications

as stability analysis, the physics of rotating bodies, and
small oscillations of vibrating systems, to name only a
few.

Uses Cont.
Also used in the development of computer programs and
the graphic design and other objects such as the objects
developed in the 3D Studio Max, Adobe Photoshop,
Primavera, Flash, AutoCAD, Dreamweaver etc.

Eigenvector
In linear algebra, aneigenvectoror characteristic vector of a
square matrix is a vector that does not change its direction under
the associated linear transformation. In other wordsif v is a
vector that is not zero, then it is aneigenvectorof a square
matrix A if Av is a scalar multiple of v.
Each eigenvalue is paired with a corresponding so-called
eigenvector (or, in general, a corresponding right eigenvector and
a corresponding left eigenvector; there is no analogous distinction
between left and right for eigenvalues).

In thisshear mappingthe red arrow changes direction but the blue arrow does not.
The blue arrow is an eigenvector of this shear mapping because it doesn't change
direction, and since its length is unchanged, its eigenvalue is 1.

 In general, a matrix acts on a vector by changing both its

magnitude and its direction. However, a matrix may act
on certain vectors by changing only their magnitude, and
leaving their direction unchanged (or possibly reversing
it). These vectors are the eigenvectors of the matrix.
A matrix acts on an eigenvector by multiplying its
magnitude by a factor, which is positive if its direction is
unchanged and negative if its direction is reversed.This
factor is the eigenvalue associated with that
eigenvector.

Properties of Eigenvalues and

Eigenvectors
Property 1: The sum of the eigenvalues of a matrix equals the
trace of the matrix.
Property 2: A matrix is singular if and only if it has a zero
eigenvalue.
Property 3: The eigenvalues of an upper (or lower) triangular
matrix are the elements on the main diagonal.
Property 4: If is an eigenvalue of A and A is invertible, then
1/ is an eigenvalue of matrix A-1.

 Property 5: If is an eigenvalue of A then k is an eigenvalue

of kA where k is any arbitrary scalar.
Property 6: If is an eigenvalue of A then k is an eigenvalue
of Ak for any positive integer k.
Property 8: If is an eigenvalue of A then is an eigenvalue
of AT.
Property 9: The product of the eigenvalues (counting
multiplicity) of a matrix equals the determinant of the matrix.

QUESTIONS PLZzzZZZzzzZzzzzzZ

THE END

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