MATH ZC234

LINEAR ALGEBRA &OPTIMIZATION

BITS Pilani
Hyderabad Campus

Dipak Kumar Satpathi

Department of Mathematics
dipak@hyderabad.bits-pilani.ac.in
Linear Algebra & Optimization MATH
ZC234

Eigenvalue & Eigenvector

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A matrix eigenvalue problem considers the vector equation

A matrix eigenvalue problem considers the vector equation
(1)
Ax = x.
(1)
Ax = x.
Here A is a given square matrix, an unknown scalar, and x an
Here A is a given square matrix, an unknown scalar, and x an
unknown vector. In a matrix eigenvalue problem, the task is to
unknown vector. In a matrix eigenvalue problem, the task is to
determine s and xs that satisfy (1).
determine s and xs that satisfy (1).
Since x = 0 is always a solution for any and thus not interesting, we
Since x = 0 is always a solution for any and thus not interesting, we
only admit solutions with x 0.
only admit solutions with x 0.
The solutions to (1) are given the following names: The s that
The solutions to (1) are given the following names: The s that
satisfy (1) are called eigenvalues of A and the corresponding
satisfy (1) are called eigenvalues of A and the corresponding
nonzero xs that also satisfy (1) are called eigenvectors of A.
nonzero xs that also satisfy (1) are called eigenvectors of A.

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characteristic equation of A is
det(A I) = 0
Its roots determine the eigenvalues of A.
Characteristic polynomial of A is det(A I)
NOTE: EVERY SQUARE MATRIX SATIESFIES ITS
CHARCTERISTIC EQ
Once eigenvalues are found, to find eigenvectors
we have to solve the homogenous equation
(A I)x = 0
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Ex

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Ex.

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Note that eigenvalues are 2, 2, 9

row reduce the augmented matrix for

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Example
Let

Find the eigenvalues of A. Find the

eigenspace of A.

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QUESTIONS?
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