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Eigenvalues and Eigenvectors
1.
2.
3.
4.
m1
m2
x1
x2
Assume each of the two mass-displacements to be denoted by x1 and x 2 , and let us assume
each spring has the same spring constant k . Then by applying Newtons 2nd and 3rd law of
motion to develop a force-balance for each mass we have
d 2x
m1 21 = kx1 + k ( x2 x1 )
dt
d 2 x2
m2
= k ( x2 x1 )
dt 2
04.10.1
04.10.2
Chapter 04.10
d 2 x1
15(2 x1 + x2 ) = 0
dt 2
d 2 x2
15( x1 x2 ) = 0
dt 2
From vibration theory, the solutions can be of the form
xi = Ai sin (t 0/ )
where
Ai = amplitude of the vibration of mass i ,
= frequency of vibration,
0/ = phase shift.
then
d 2 xi
= Ai w 2 Sin(t 0/ )
2
dt
d 2 xi
Substituting xi and
in equations,
dt 2
10 A1 2 15(2 A1 + A2 ) = 0
20 A2 2 15( A1 A2 ) = 0
gives
(10 2 + 30) A1 15 A2 = 0
20
or
15 A1 + (20 2 + 15) A2 = 0
( 2 + 3) A1 1.5 A2 = 0
0.75 A1 + ( 2 + 0.75) A2 = 0
In matrix form, these equations can be rewritten as
2 + 3
1.5 A1 0
=
2
0.75 + 0.75 A2 0
A
1.5 A1
3
0
2 1
0.75 0.75 A A = 0
2
2
2
Let =
1.5
3
[ A] =
0.75 0.75
04.10.3
A
[X ] = 1
A2
[ A][ X ] [ X ] = 0
[ A][ X ] = [ X ]
In the above equation, is the eigenvalue and [ X ] is the eigenvector corresponding to .
As you can see, if we know for the above example we can calculate the natural frequency
of the vibration
=
Why are the natural frequencies of vibration important? Because you do not want to have a
forcing force on the spring-mass system close to this frequency as it would make the
amplitude Ai very large and make the system unstable.
What is the general definition of eigenvalues and eigenvectors of a square matrix?
0.75 0.75
04.10.4
Chapter 04.10
Solution
1.5
3
[ A] [ I ] =
0.75 0.75
det([A] [I ]) = (3 )(0.75 ) (0.75)(1.5) = 0
2.25 0.75 3 + 2 1.125 = 0
2 3.75 + 1.125 = 0
Example 2
Find the eigenvectors of
1.5
3
A=
0.75 0.75
Solution
The eigenvalues have already been found in Example 1 as
1 = 3.421, 2 = 0.3288
Let
x
[X ] = 1
x2
be the eigenvector corresponding to
1 = 3.421
Hence
([ A] 1 [ I ])[ X ] = 0
If
then
3
1.5
1 0 x1
3.421
= 0
0 1 x2
0.75 0.75
0.421 1.5 x1 0
0.75 2.671 x = 0
x1 = s
0.421s 1.5 x 2 = 0
x 2 = 0.2808s
The eigenvector corresponding to 1 = 3.421 then is
04.10.5
[X ] =
0.2808s
1
= s
0.2808
The eigenvector corresponding to
1 = 3.421
is
1
0.2808
Example 3
Find the eigenvalues and eigenvectors of
0
1
1.5
=1
as substitution of = 1 gives
(1) 3 + 2(1) 2 1.25(1) + 0.25 = 0
0=0
So
04.10.6
Chapter 04.10
( 1)
is a factor of
3 + 22 1.25 + 0.25 .
To find the other factors of the characteristic polynomial, we first conduct long division
2 + + 0.25
1 3 + 22 1.25 + 0.25
3 + 2
______________________
2 1.25 + 0.25
2
0.25 + 0.25
0.25 + 0.25
Hence
3 + 22 1.25 + 0.25 = ( 1)(2 + + 0.25)
To find zeroes of 2 + + 0.25 , we solve the quadratic equation,
to give
2 + + 0.25 = 0
1 0
2
= 0.5,0.5
=
So
giving
2 + + 0.25 = ( 0.5)( 0.5)
Hence
3 + 22 1.25 + 0.25 = 0
can be rewritten as
( 1)( 0.5)( 0.5) = 0
04.10.7
= 1, 0.5, 0.5
These are the three roots of the characteristic polynomial equation and hence the eigenvalues
of matrix [A].
Note that there are eigenvalues that are repeated. Since there are only two distinct
eigenvalues, there are only two eigenspaces. But, corresponding to = 0.5 there should be
two eigenvectors that form a basis for the eigenspace corresponding to = 0.5 .
Given
[( A I )][ X ] = 0
then
0
1 x1 0
1.5
0.5 0.5 0.5 x = 0
2
0.5
0
x3 0
For = 0.5 ,
0
1 x1 0
1
0.5 0 0.5 x = 0
2
0.5 0 0.5 x3 0
Solving this system gives
x1 = a, x2 = b, x3 = a
So
x1 a
x = b
2
x3 a
a 0
= 0 + b
a 0
1 0
= a 0 + b 1
1 0
1
0
So the vectors 0 and 1 form a basis for the eigenspace for the eigenvalue = 0.5 and
1
0
are the two eigenvectors corresponding to = 0.5 .
For = 1 ,
0
1 x1 0
0.5
0.5 0.5 0.5 x = 0
2
0.5
0
1 x3 0
04.10.8
Chapter 04.10
x1 = a, x 2 = 0.5a, x3 = 0.5a
The eigenvector corresponding to = 1 is
1
a
0.5a = a 0.5
0.5
0.5a
Hence the vector
1
0.5
0.5
is a basis for the eigenspace for the eigenvalue of = 1 , and is the eigenvector corresponding
to = 1 .
What are some of the theorems of eigenvalues and eigenvectors?
Theorem 1: If [ A] is a n n triangular matrix upper triangular, lower triangular or
diagonal, the eigenvalues of [ A] are the diagonal entries of [ A] .
Theorem 2: = 0 is an eigenvalue of [ A] if [ A] is a singular (noninvertible) matrix.
Theorem 3: [ A] and [ A]T have the same eigenvalues.
Theorem 4: Eigenvalues of a symmetric matrix are real.
Theorem 5: Eigenvectors of a symmetric matrix are orthogonal, but only for distinct
eigenvalues.
Theorem 6: det( A) is the product of the absolute values of the eigenvalues of [ A] .
Example 4
What are the eigenvalues of
0
6 0 0
7 3 0
0
[ A] =
9 5 7.5
0
2 6 0 7.2
Solution
Since the matrix [ A] is a lower triangular matrix, the eigenvalues of [ A] are the diagonal
elements of [ A] . The eigenvalues are
1 = 6, 2 = 3, 3 = 7.5, 4 = 7.2
Example 5
One of the eigenvalues of
5 6 2
[ A] = 3 5 9
2 1 7
04.10.9
is zero. Is [ A] invertible?
Solution
[B] = 3.5 5
1
6
2 8.5
Solution
Since [ B] = [ A]T , the eigenvalues of [ A] and [B] are the same. Hence eigenvalues of [B]
also are
1 = 1.547, 2 = 12.33, 3 = 4.711
Example 7
Given the eigenvalues of
2 3.5 6
[ A] = 3.5
5
2
8
1
8.5
are
1 = 1.547, 2 = 12.33, 3 = 4.711
Calculate the magnitude of the determinant of the matrix.
Solution
Since
det[ A] = 1 2 3
= 1.547 12.33 4.711
= 89.88
04.10.10
Chapter 04.10
largest eigenvalues is repeated, this method will not work. Also this eigenvalue needs to be
distinct. The method is as follows:
1. Assume a guess [ X ( 0 ) ] for the eigenvector in
[ A][ X ] = [ X ]
equation. One of the entries of [ X ( 0 ) ] needs to be unity.
2. Find
[Y (1) ] = [ A][ X ( 0 ) ]
3. Scale [Y (1) ] so that the chosen unity component remains unity.
[Y (1) ] = (1) [ X (1) ]
4. Repeat steps (2) and (3) with
[ X ] = [ X (1) ] to get [ X ( 2 ) ] .
5. Repeat the steps 2 and 3 until the value of the eigenvalue converges.
If E s is the pre-specified percentage relative error tolerance to which you would like the
answer to converge to, keep iterating until
(i +1) (i )
100 E s
( i +1)
where the left hand side of the above inequality is the definition of absolute percentage
relative approximate error, denoted generally by E s A pre-specified percentage relative
tolerance of 0.5 10 2 m implies at least m significant digits are current in your answer.
When the system converges, the value of is the largest (in absolute value) eigenvalue of
[ A] .
Example 8
Using the power method, find the largest eigenvalue and the corresponding eigenvector of
0
1
1.5
[X
(0)
1
] = 1
1
[ A][ X
(0)
0
1 1
1.5
Y (1)
04.10.11
2.5
= 0.5
0.5
1
= 2.5 0.2
0.2
(1) = 2.5
We will choose the first element of [ X ( 0 ) ] to be unity.
1
(1)
[ X ] = 0.2
0.2
[ A][ X
[X
( 2)
(1)
0
1 1
1.5
] = 1.3 0.3846
0.3846
( 2) = 1.3
[ X ] = 0.3846
0.3846
The absolute relative approximate error in the eigenvalues is
( 2) (1)
a =
100
( 2)
( 2)
1.3 1.5
100
1.5
= 92.307%
Conducting further iterations, the values of (i ) and the corresponding eigenvectors is given
in the table below
=
(i )
[ X (i ) ]
a (%)
04.10.12
Chapter 04.10
1 2.5
2 1.3
3 1.1154
1
0.2
0.2
1
0.38462
0.38462
1
0.44827
0.44827
0.47541
4 1.0517
0.47541
1
0.48800
5 1.02459
0.48800
The exact value of the eigenvalue is = 1
and the corresponding eigenvector is
1
[ X ] = 0.5
0.5
Key Terms:
Eigenvalue
Eigenvectors
Power method
_____
92.307
16.552
6.0529
1.2441