Mathematical Foundations

for Data Science

BITS Pilani
Pilani|Dubai|Goa|Hyderabad
 Eigen value & Eigen Vector
 Let A be an nxn square matrix.
 Consider the Vector Equation
AX=λX (1)
X=0, is a solution of equation (1). It is called
zero vector.
A non-zero solution of equation (1), that is
X≠0, is called eigen vector or characteristic
vector of matrix A.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

The scalar λ in equation (1), is called
eigen value or characteristic value or latent
root of the matrix A.
Geometrically we want a vector X, for which
the multiplication by A has the same effect as
the multiplication by a scalar λ.
The transpose 𝐴𝑇of a square matrix A has the
same eigen values as A.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

The set of all eigen values of a matrix A is
called the spectrum of A.
The largest absolute eigen values of matrix A
is called the spectral radius of A.
The set of all eigen vectors corresponding to
an eigen value λ of A together with 0 forms a
vector space called eigen space of A
corresponding to that λ.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

• The order 𝑀𝜆 of an eigen value λ as a root of
the characteristic polynomial is called the
algebraic multiplicity of λ.
• The number 𝑚𝜆 of linearly independent eigen
vectors corresponding to λ is called geometric
multiplicity of λ. Hence 𝑚𝜆 is the dimension of
eigen space.
• In general 𝑚𝜆 ≤ 𝑀𝜆
•The difference ∆𝜆= 𝑀𝜆 − 𝑚𝜆is called defect of λ.
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Procedure To Find Eigen Values
First find characteristic matrix (A-λI)
Now find characteristic determinant or
characteristic polynomial D(λ)= |A-λI|
 Determine the characteristic equation
D(λ)= |A-λI|=0.
The solution of the above equation are the
eigen values of the matrix A.
To find eigen vector consider the
homogeneous equation (A-λI)X=0.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

 Example
 Find eigen values and eigen vectors of
 5 2 
A
2  
 2 
 Characteristic matrix is given by
 5 2    1 0
A  I    0 1 
 2  2   
 5   2
A  I  
 2  2   
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 Characteristic equation is D(λ)=|A- λ I|=0.
D(  )  A  I |
5 2
 0.

2  2 

D(  )    7  6  0
2

 The roots of the above equation are

  1,   6.
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 Eigen Vector
 Consider the homogeneous equation
(A- λI)X=0.
 Eigen Vector of A corresponding to λ=-1.
that is, (A+I)X=0.
 4x  2 y  0
2x  y  0
 On solving the above equation we get the eigen
vector
1
X  
2
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 Eigen Vector of A corresponding to λ=-6.
that is, (A+6I)X=0.
x  2y  0
2x  4 y  0
 on solving the above equations we get,
the eigen vector
2 
X  
1
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 Exercise

• Find the spectrum and eigenvectors of the

following matrices.
1 0 0   4 2 3
5  2 2 4 0 2 1 6
(i) 9 (ii) (iii)
  6     
6 4 2 1 2 2

 6 2 2 4 0 0   2 2  3
(iv) 2 5 0 (v) 0 0 0  (vi)  2 1  6 
    
2 0 7  0 0 1 1 2 0 

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

 Applications of Eigen Values
• Principal direction:
The direction of the position vector X, before and
after transformation is the same or exactly opposite,
is called as principal direction.

u  5x  4 y
• Example
v  x  2y
X 1  1,1 X 2  4,1

• X 1 & X 2 are eigen vectors of above

transformation.
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Stretching of an elastic membrane
• Find the principal directions and
corresponding factors of extension or
contraction of elastic deformationY  AX with
5 3
A 
3 5
• We are looking for vectors X, such that Y  X
AX  X  A  I X  0

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

 Characteristic equation is D(λ)=|A- λ I|=0.

D()  A  I |  0
5  3
 0.
3 5  
D(  )  2  10  16  0
 The roots of the above equation are
  2,   8.
 These are the eigen values of matrix A.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

• For   2 , the corresponding eigen vector is
1 
X1   
1
• For   8, the corresponding eigen vector is
1
X2   
1
• The eigen values show that in the principal
direction the membrane is stretched by
factors 2 and 8, respectively.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

 Exercise
• Find the principal directions and
corresponding factors of extension or
contraction of elastic deformation y  AX with

5 4  A
2.5 1.5 
(i) A  (ii) 1.5 6.5
 4 11  

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Thank you

30

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956