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Eigenvalues

Eigenvalues and Eigenvectors


 Let A be an nxn matrix and consider the vector
equation:
Ax = x
 A value of  for which this equation has a solution
x≠0 is called an eigenvalue of the matrix A.
 The corresponding solutions x are called the
eigenvectors of the matrix A.
 where  is a scalar.
Solving for eigenvalues
Ax=x
Ax - x = 0
(A- I)x = 0
 This is a homogeneous linear system, homogeneous
meaning that the RHS are all zeros.
 For such a system, a theorem states that a solution
exists given that det(A- I)=0.
 The eigenvalues are found by solving the above
equation.
Eigenvalue and Eigenvector)
 The primary problem of interest for linear systems of
the form is to determine those values of for which

the system has a nontrivial solution ; such a value of

is called a characteristic value or an eigenvalue of A.

 If  is an eigenvalue of A, then the nontrivial solutions


are called the eigenvectors of A corresponding to .

Example
1
 The vector x= is an eigenvector of
2
A= 3 0
8 -1

3 0 1 3
Since Ax = 8 –1 2 = 6 =3x.

The eigenvalue =3.


How to find :
 Recall that Ax=x. Then (A-I)x=0.
 Eigenvalues can be found be solving the
characteristic equation det(A-I)=0.

3 0 3- 0
 Example : A= 8 -1 A-I = 8 -1-

3- 0
8 -1-
 Det( ) =(3-)(-1-)=0
=3 or =-1
Finding eigenvectors associated with
eigenvalues.
 Using the example =3 or =-1. There is an eigenvector
associated with each eigenvalue.

 Let’s find the eigenvector x= x1 associated with 3.


x2
 Recall that Ax=x. Then Ax=3x or A-3I=0.
3 0 0 0
 A= 8 -1 A-3I = 8 -4
 Solve A-3I=0. We get that x2 is free and that x1=.5x2.
Thus the solution is .5
.5x2
 The eigenvector is 1 x2
Finding eigenvectors associated with
eigenvalues.


x
Let’s find the eigenvector x= 1 associated with -1.
x2

 Then Ax=-x or A+I=0.


4 0
3 0
8 -1 80
 A= A+I =
 Solve A+I=0. We get that x2 is free and that x1=0. Thus
0
the solution is 0 and the eigenvector is
x2 1
Example 2: Find Eigenvalues and Eigenvectors

1 2 1
A= 6 -1 0
-1 -2-1

Solution:
To expand the determinant in the characteristic equation.

1-  2 1
det (A-  I)= 6 -1-  0 =0
-1 -2 -1- 
- -
3 2+12=0 or (+4)(-3)=0. Hence the
eigenvalues are: 1=o, 2=-4, 3=3.

To find the eigenvectors we must reduce(A-I 0), three times


corresponding to three eigenvalues.

For 1=0 , we have


1- 0 2 1 -6R1+R2 1 2 1
R1 +R3 -6
det (A- 0 I)= 6 -1- 0 0 0 -13
-1 -2 -1- 0 0 0 0
-1/13R2 1 2 1 -2R2 +R1 1 0 1/13
0 1 6/13 0 1 6/13
0 0 0 0 0 0

Thus, we see that k1=-1/13k3 and k2=-6/13k3.


Choosing k3=- 13 gives the eigenvector,
1
K1= 6
-13

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