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    Department of Mathematics

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    1) The document discusses eigenvalues and eigenvectors of matrices. It defines the eigenvalue problem and explains how to find the eigenvalues and eigenvectors of a given matrix A. 2) Several properties of eigenvalues are listed, including that the eigenvalues of the transpose of A are the same as A, and the product of the eigenvalues is equal to the determinant of A. 3) The Cayley-Hamilton theorem is introduced, which states that every square matrix satisfies its own characteristic equation.

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    Department of Mathematics

    Uploaded by

    sanket
    26 views6 pages
    1) The document discusses eigenvalues and eigenvectors of matrices. It defines the eigenvalue problem and explains how to find the eigenvalues and eigenvectors of a given matrix A. 2) Several properties of eigenvalues are listed, including that the eigenvalues of the transpose of A are the same as A, and the product of the eigenvalues is equal to the determinant of A. 3) The Cayley-Hamilton theorem is introduced, which states that every square matrix satisfies its own characteristic equation.

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    AOD LAB

    Original Title

    EXP_2A

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    1) The document discusses eigenvalues and eigenvectors of matrices. It defines the eigenvalue problem and explains how to find the eigenvalues and eigenvectors of a given matrix A. 2) Several properties of eigenvalues are listed, including that the eigenvalues of the transpose of A are the same as A, and the product of the eigenvalues is equal to the determinant of A. 3) The Cayley-Hamilton theorem is introduced, which states that every square matrix satisfies its own characteristic equation.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    26 views6 pages

    Department of Mathematics

    Uploaded by

    sanket
    1) The document discusses eigenvalues and eigenvectors of matrices. It defines the eigenvalue problem and explains how to find the eigenvalues and eigenvectors of a given matrix A. 2) Several properties of eigenvalues are listed, including that the eigenvalues of the transpose of A are the same as A, and the product of the eigenvalues is equal to the determinant of A. 3) The Cayley-Hamilton theorem is introduced, which states that every square matrix satisfies its own characteristic equation.

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    of 6

    Winter Semester 2020-21

    DEPARTMENT OF MATHEMATICS
    SCHOOL OF ADVANCED SCIENCES
    Properties of Eigen values and Eigen vectors, Cayley Hamilton theorem.

    Course Code: MAT2002 Experiment: 2-A


    Course Name: Application of Differential and Difference Equations

    Eigenvalues and Eigenvectors

    We study the problem


    AX = λX
    where A is given n × n square matrix, X is an unknown n × 1column vector, and λ is an scalar.
    given an n × n matrix A, find the value of λ such that [A − λI]X = 0 admits non-trival solution, and find those
    non-trival solution.
    This is called the Eigenvalue Problem
    Solving characterstic equation |A−λI| = 0, we get n values of λ. These values are known as eigenvalues.
    The vectors corresponding to each of these n values of λ are known as eigenvectors.

    Properties of Eigenvalues

    1) Any square matrix A and its transpose AT have the same eigen values.

    2) The eigenvalues of triangular matrix are just the diagonal elements of the matrix.

    3) The eigenvalues of an idempotent matrix are either 0 or 1.

    4) The sum of the eigen values of a matrix is the sum of the elements of the principal diagonal.

    5) The product of the eigenvalues of a matrix A is equal to its determinant.

    6) If λ is an eigenvalues of a matrix A, then 1


    λ is the eigenvalue of A−1 .
    1
    7) If λ is an eigenvalue of an orthogonal matrix, then λ is also its eigenvalue.

    8) If λ1 , λ2 , · · · , λn are the eigenvalues of a matrix, then Am has the eigenvalues λm m m


    1 , λ2 , · · · , λn (m being
    a positive integer).

    Cayley-Hamilton Theorem

    Every square matrix satisfies its own characteristic equation.


    1. Find the eigenvalues and eigenvectors of the following matrices:
     
    3 4
    (a)
    4 −3
     
    7 −2 2
    (b) −2 1 4
    −2 4 1

    MATLAB CODE
    clc
    clear

    A=input(’Enter the Matrix: ’);

    %Characteristic Equation
    cf=poly(A);
    disp(’Characteristic Equations’)
    disp(cf)

    %Eigenvalues
    EV=eig(A);
    disp(’Eigenvalues’)
    disp(EV)

    %Eigenvectors
    [P D]=eig(A);
    disp(’Eigenvectors’)
    disp(P)

    INPUT
    Enter the Matrix: [3 4;4 -3]
    OUTPUT
    Eigenvalues
    -5
    5

    Eigenvectors
    0.4472 -0.8944
    -0.8944 -0.4472

    INPUT
    Enter the Matrix: [7 -2 2;-2 1 4;-2 4 1]

    OUTPUT
    Characteristic Equations
    1.0000 -9.0000 -1.0000 105.0000
    Eigenvalues
    7.0000
    5.0000
    -3.0000

    Eigenvectors
    0.5774 0.0000 -0.2709
    -0.5774 -0.7071 -0.7450
    -0.5774 -0.7071 0.6096

    2. Prove the following statement by MATLAB


    The product of the eigenvalues of a matrix A is equal to its determinant.
    MATLAB CODE
    clc
    clear
    A=input(’Enter the Matrix: ’);

    %Determinant
    detA=det(A);
    disp(’Determinant of A:’)
    disp(detA)

    %Eigenvalues
    EV=eig(A);
    disp(’Eigenvalues:’)
    disp(EV)

    %Product of eigenvalues
    prev=prod(EV);
    disp(’Product of Eigenvalues:’)
    disp(prev)

    INPUT
    Enter the Matrix: [7 -2 2;-2 1 4;-2 4 1]

    OUTPUT
    Determinant of A:
    -105

    Eigenvalues:
    7.0000
    5.0000
    -3.0000

    Product of Eigenvalues:
    -105.0000
     
    1 4
    3. Verify Cayley-Hamilton theorem for the matrtix A = and find its inverse.
    2 3
    MATLAB CODE
    clc
    clear

    A=input(’Enter the Matrix: ’);

    %Verification of Cayley-Hamilton theorem


    cf=poly(A);
    n=length(cf);
    CHT=cf(1)*Aˆ (n-1);
    for i=2:n
    CHT=CHT+cf(i)*Aˆ (n-i);
    end
    disp(’R.H.S of C-H Theorem: ’)
    disp(round(CHT))

    %To find the inverse


    INV=cf(1)*Aˆ (n-2);
    for i=2:n-1
    INV=INV+cf(i)*Aˆ (n-i-1);
    end
    INV=INV/(-cf(n));
    disp(’Inverse of A: ’)
    disp(INV)

    INPUT

    Enter the Matrix: [1 4;2 3]

    OUTPUT

    R.H.S of C-H Theorem:


    0 0
    0 0
    Inverse of A:
    -0.6000 0.8000
    0.4000 -0.2000

    Exercise

    4. Prove the following statements:


    (a) The sum of the eigen values of a matrix is the sum of the elements of the
    principal diagonal.
    (b) If λ is an eigenvalues of a matrix A, then 1
    λ is the eigenvalue of A−1 .
    (c) If λ1 , λ2 , · · · , λn are the eigenvalues of a matrix, then Am has the eigenval-
    ues λm m m
    1 , λ2 , · · · , λn (m being a positive integer).

    5. Using Cayley-Hamilton theorem,


     
    1 1 3
    (a) find the inverse of A =  1 3 −3.
    −2 −4 −4
     
    1 2
    (b) find A8 , if A = .
    2 −1

    ————————————–

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