Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

EIGENVALUES AND EIGENVECTORS.

By :

Majid Khan

Department of Basic Sciences FAST University Hayat Abad Peshawar, Pakistan

July 20, 2013

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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Outline
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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Denition
Let A be an n n matrix. A scaler is called an eigenvalue of a matrix A if there is a nontrivial solution v of Av = v Such a v is called an eigenvector corresponding to the eigenvalue What does this mean geometrically? Suppose that A is the standard matrix for a linear transformation T : R n R n . Then if Ax = x , it follows that T (x ) = x . This means that if x is an eigenvector of A, then the image of x under the transformation T is a scalar multiple of x and the scalar involved is the corresponding eigenvalue . In other words, the image of x is parallel to x. Note that an eigenvector cannot be 0, but an eigenvalue
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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Denition cont...
Suppose that 0 is an eigenvalue of A. What does that say about A? There must be some nontrivial vector x for which Ax = 0x = 0 which implies that A is not invertible by Invertible Matrix Theorem. Invertible Matrix Theorem : The n n matrix A is invertible if and only if 0 is not an eigenvalue of A. If v is an eigenvector then any scalar multiple of v is also an eigenvector. In fact, If u and v are two eigenvectors for the same eigenvalue , then any linear combination a u + b v is also an eigenvector with eigenvalue .
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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Denition cont...
The dening equation Av Av = = v Iv = = 0 0

Av Iv (A I )v

where I is the identity matrix. Since v = 0 (by denition), Thus v is an eigenvector of A corresponding to the eigenvalue if and only if v and satisfy (A I )v = 0. The equation det (A I ) = 0 is called characteristic equation. And the polynomail obained from P () = det (A I ) = 0 is called characteristic polynomial of the matix A.
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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Procedure for computing eigenvalues and eigenvectors

Compute the characteristic polynomial Find its roots these are the eigenvalues For each of these eigenvalues, compute the corresponding eigenvectors. Sometimes there may be many different eigenvectors. Denation The eigenvectors corresponding to an eigenvalue form a subspace called the eigenspace corresponding to that eigenvalue.
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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Example
Example Let A= 17 42 9 22

To compute the eigenvalues of A compute the characteristic polynomial P () = det (AI ) =

17 43 = 2 5+4 = (1)( 9 22

The roots of this polynomial are 1 and 4.

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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

For the eigenvalue = 1 the corresponding eigenvector is the solution of 18 42 x1 17 1 43 x1 v = 0. = 9 21 x2 9 22 1 x2 21 7 x1 = x1 9 3 This tells us that the eigenvectors corresponding to the eigenvalue 1 are precisely the set of scalar multiples of the vector 3 7 In other words,the eigenspace corresponding to the eigenvalue 1 is 3 span 7 so x2 =
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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

For the eigenvalue = 4 the corresponding eigenvector is the solution of 17 4 43 9 22 4 18 42 x1 = x2 9 21 x1 v = 0. x2

This tells us that the eigenvectors corresponding to the eigenvalue 4 are precisely the set of scalar multiples of the vector 2 1 In other words,the eigenspace corresponding to the eigenvalue 4 is 2 span 1
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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Denition: The multiplicity of an eigenvalue is the number of times the factor l appears in the characteristic polynomial. In the above example the characteristic polynomial is ( 1)( 4). Each of the factors ( 1) and ( 4) appeared once in the factorization so we say that the corresponding eigenvalue ,has multiplicity 1.

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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Mona Lisa picture

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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Contributions of Mathematicians

Euler Lagrange Cauchy Fourier, Hermite, Liouville,Laplcae etc

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Denition computing eigenvalues and eigenvectors Example multiplicity of an eigenvalue Applications History

Questions

Questions? Thank you

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Appendix

For Further Reading

References I

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