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    riddhip patel
    The document discusses eigen-values and eigen-vectors of matrices. It defines that an eigen-value is a scalar for which the matrix equation Ax = λx has a non-trivial solution, where λ is the eigen-value and x is the corresponding eigen-vector. It provides methods to determine the eigen-values and eigen-vectors of matrices, including properties of eigen-values and the Cayley-Hamilton theorem.

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    88 107

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    riddhip patel
    32 views14 pages
    The document discusses eigen-values and eigen-vectors of matrices. It defines that an eigen-value is a scalar for which the matrix equation Ax = λx has a non-trivial solution, where λ is the eigen-value and x is the corresponding eigen-vector. It provides methods to determine the eigen-values and eigen-vectors of matrices, including properties of eigen-values and the Cayley-Hamilton theorem.

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    VCLA PPT on Eigen Values

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    160630107092 88 107

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    The document discusses eigen-values and eigen-vectors of matrices. It defines that an eigen-value is a scalar for which the matrix equation Ax = λx has a non-trivial solution, where λ is the eigen-value and x is the corresponding eigen-vector. It provides methods to determine the eigen-values and eigen-vectors of matrices, including properties of eigen-values and the Cayley-Hamilton theorem.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    32 views14 pages

    88 107

    Uploaded by

    riddhip patel
    The document discusses eigen-values and eigen-vectors of matrices. It defines that an eigen-value is a scalar for which the matrix equation Ax = λx has a non-trivial solution, where λ is the eigen-value and x is the corresponding eigen-vector. It provides methods to determine the eigen-values and eigen-vectors of matrices, including properties of eigen-values and the Cayley-Hamilton theorem.

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    Download as ppt, pdf, or txt
    of 14

    Eigen-value AND Eigen

    vectors

    Prepared By: Riddhi Patel[160630107092]


    Vrunda Purohit [160630107088]
    Dhara Soni [160630107107]

    Guided By: Prof.Sejal Patel


    INTRODUCTION
    If A is an n x n matrix and is a scalar for which Ax = x has a
    nontrivial solution x , then is an eigenvalue of A and x is
    a corresponding eigenvector of A.
    Ax=x=Ix
    (A-I)x=0
    The matrix (A-I ) is called the characteristic matrix of a
    where I is the Unit matrix.

    The equation det (A-I )= 0 is called characteristic
    equationof A and the roots of this equation are called the
    eigenvalues of the matrix A. The set of all eigenvectors is
    called the eigenspace of A corresponding to . The set of all
    eigenvalues of a is called spectrum of A.
    Determining Eigenvalues

    Vector equation
    Ax = lx (A-lI)x = 0
    A-lI is called the characteristic matrix
    Non-trivial solutions exist if and only if:
    a11 l a12 a1n
    a21 a22 l a2 n
    det( A lI) 0

    an1 an 2 ann l
    This is called the characteristic equation
    Characteristic polynomial
    nth-order polynomial in l
    Roots are the eigenvalues {l1, l2, , ln}
    Eigenvalue Example

    Characteristic matrix
    1 2 1 0 1 l 2
    A lI l
    3 4 0 1 3 4 l
    Characteristic equation

    A lI (1 l )(4 l ) (2)(3) l2 3l 10 0
    Eigenvalues: l1 = -5, l2 = 2
    Eigenvalue Properties
    Eigenvalues of A and AT are equal
    Singular matrix has at least one zero eigenvalue
    Eigenvalues of A-1: 1/l1, 1/l2, , 1/ln
    Eigenvalues of diagonal and triangular matrices
    are equal to the diagonal elements
    Trace
    n
    Tr ( A) l j
    j 1
    Determinant

    n
    A lj
    j 1
    Determining Eigenvectors

    First determine eigenvalues: {l1, l2, , ln}


    Then determine eigenvector corresponding
    to each eigenvalue:

    (A lI)x 0 (A lk I)x k 0
    Eigenvectors determined up to scalar
    multiple
    Distinct eigenvalues
    Produce linearly independent eigenvectors
    Repeated eigenvalues
    Produce linearly dependent eigenvectors
    Procedure to determine eigenvectors more complex
    (see text)
    Will demonstrate in Matlab
    Eigenvector Example

    Eigenvalues
    1 2 l1 5
    A l 2
    3 4 2
    Determine eigenvectors: Ax = lx
    x1 2 x2 lx1 (1 l ) x1 2 x2 0

    3x1 4 x2 lx2 3x1 (4 l ) x2 0
    Eigenvector for l1 = -5
    6 x1 2 x2 0 0.3162 1
    x1 or x1
    3x1 x2 0 0.9487 3
    Eigenvector for l1 = 2

    x1 2 x2 0 0.8944 2
    x2 or x 2
    3x1 6 x2 0 0.4472 1
    Algebraic & Geometric
    Multiplicity

    If the eigenvalue of the equation det(A-I)=0 is


    repeated n times then n is called the algebraic
    multiplicity of . The number of linearly
    independent eigenvectors is the difference between
    the number of unknowns and the rank of the
    corresponding matrix A- I and is known as
    geometric multiplicity of eigenvalue .
    Cayley-Hamilton Theorem
    Let the characteristic polynomial of A be
    ()then,
    () = A - I
    a11 - a12 ... a1n
    a a22 - ... a2n
    = 21
    ... ... ... ...

    an1 an2 ... ann -

    The characteristic equation


    | A - I|= 0
    Verify Cayley Hamilton theorem for
    2 1 1
    the matrix A=
    1 2 1
    . Hence

    1 1 2

    compute A-1 .

    Solution:- The characteristic equation


    of A is
    2 1 1
    A I 0 i.e., 1 2 1 0
    1 1 2
    or 3 6 2 9 4 0 (on simplification)
    To verify Cayley Hamilton theorem, we have to
    show that A3 6A2 +9A 4I = 0 (1)

    2 1 1 2 1 1 6 5 5
    2
    A 1 2 1 1 2 1 5 6 5
    1 1 2 1 1 2 5 5 6
    6 5 5 2 1 1 22 22 21

    A A A 5 6 5 1 2 1 21 22 21
    3 2
    5 5 6 1 1 2 21 21 22
    A3 -6A2 +9A 4I = 0

    22 22 21 6 5 5 2 1 1 1 0 0
    5 6 5 1 2 1 0 1 0
    = 21 22 21 -6 +9 -4


    21 21 22 5 5 6 1 1 2 0 0 1

    0 0 0
    = 0 0 0 0

    0 0 0

    This verifies Cayley Hamilton theorem


    Now, pre multiplying both sides of (1) by A-1 ,
    we have
    A2 6A +9I 4 A-1 = 0
    => 4 A-1 = A2 6 A +9I

    6 5 5 2 1 1 1 0 0 3 1 1
    4A 1 5 6 5 6 1 2 1 9 0 1 0 1 3 1
    5 5 6 1 1 2 0 0 1 1 1 3
    3 1 1
    1 1
    A 1 3 1
    4
    1 1 3

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