LECTURE 6 – PART 1

EIGENVALUES AND EIGENVECTORS

DUONG MINH BUI, PH.D

LECTURER IN ELECTRICAL POWER ENGINEERING
VIETNAMESE - GERMAN UNIVERSITY, BINH DUONG PROVINCE, VIETNAM
EMAIL: DUONG.BM@VGU.EDU.VN
 LECTURE CONTENTS
• Eigenvalues and Eigenvectors;
• Diagonalization: Diagonalization of a Matrix;
• Symmetric Matrices and Orthogonal Diagonalization;
• Complex Vector Spaces: Complex Eigenvalues;
• Differential Equations;
• Applications of Eigenvalues and Eigenvectors

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 1. EIGENVALUES AND EIGENVECTORS (1)
1.1 Definition of Eigenvalue and Eigenvector:

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 1. EIGENVALUES AND EIGENVECTORS (2)
1.1 Definition of Eigenvalue and Eigenvector (cont.)

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 1. EIGENVALUES AND EIGENVECTORS (3)
1.1 Definition of Eigenvalue and Eigenvector (cont.)

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 1. EIGENVALUES AND EIGENVECTORS (4)
1.1 Definition of Eigenvalue and Eigenvector (cont.)

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 1. EIGENVALUES AND EIGENVECTORS (5)
1.2 Computing Eigenvalues and Eigenvectors:

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 1. EIGENVALUES AND EIGENVECTORS (6)
1.2 Computing Eigenvalues and Eigenvectors (cont.):
The eigenvalues of an n × n matrix A correspond to the roots of the characteristic
polynomial of A.

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 1. EIGENVALUES AND EIGENVECTORS (7)
1.2 Computing Eigenvalues and Eigenvectors (cont.):

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 1. EIGENVALUES AND EIGENVECTORS (8)
1.2 Computing Eigenvalues and Eigenvectors (cont.):

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 1. EIGENVALUES AND EIGENVECTORS (9)
1.2 Computing Eigenvalues and Eigenvectors (cont.):

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 1. EIGENVALUES AND EIGENVECTORS (10)
1.2 Computing Eigenvalues and Eigenvectors (cont.):
Eigenspaces:

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 1. EIGENVALUES AND EIGENVECTORS (11)
1.2 Computing Eigenvalues and Eigenvectors (cont.):
Eigenspaces (cont.):

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 1. EIGENVALUES AND EIGENVECTORS (12)
1.2 Computing Eigenvalues and Eigenvectors (cont.):
Eigenspaces (cont.):
• So, the eigenvectors corresponding to λ1 = -1 are the nonzero vectors
on the x-axis, and the eigenvectors corresponding to λ2 = 1 are the
nonzero vectors on the y-axis.
•
This implies that the eigenspace corresponding to λ1 = -1 is the x-axis,
and that the eigenspace corresponding to λ2 = 1 is the y-axis.

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1. EIGENVALUES AND EIGENVECTORS (13)

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 1. EIGENVALUES AND EIGENVECTORS (14)
1.2 Computing Eigenvalues and Eigenvectors (cont.):
Eigenspaces (cont.):

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 1. EIGENVALUES AND EIGENVECTORS (15)
1.2 Computing Eigenvalues and Eigenvectors (cont.):

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 1. EIGENVALUES AND EIGENVECTORS (16)
1.2 Computing Eigenvalues and Eigenvectors (cont.):

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 1. EIGENVALUES AND EIGENVECTORS (17)
1.2 Computing Eigenvalues and Eigenvectors (cont.):
Eigenvalues of Triangular matrices:

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 1. EIGENVALUES AND EIGENVECTORS (18)
1.2 Computing Eigenvalues and Eigenvectors (cont.):
Eigenvalues of Triangular matrices (cont.):

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RELAX!!!

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HOMOGENEOUS SYSTEM (1)

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HOMOGENEOUS SYSTEM (2)

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HOMOGENEOUS SYSTEM (3)

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HOMOGENEOUS SYSTEM (4)

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HOMOGENEOUS SYSTEM (5)

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EXERCISES (1)

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EXERCISES (2)

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 2. DIAGONALIZATION (1)
2.1 Definition of a Diagonalizable matrix:

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 2. DIAGONALIZATION (2)
2.1 Definition of a Diagonalizable matrix (cont.):

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 2. DIAGONALIZATION (3)
2.2 Condition for Diagonalization:

Example 1

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 2. DIAGONALIZATION (4)
2.2 Condition for Diagonalization (cont.):

Example 2

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 2. DIAGONALIZATION (5)
2.2 Condition for Diagonalization (cont.):

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 2. DIAGONALIZATION (6)
2.2 Condition for Diagonalization (cont.):

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 2. DIAGONALIZATION (7)
2.2 Condition for Diagonalization (cont.):

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 2. DIAGONALIZATION (8)
2.2 Condition for Diagonalization (cont.):

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 2. DIAGONALIZATION (9)
2.2 Condition for Diagonalization (cont.):

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 2. DIAGONALIZATION (10)
2.2 Condition for Diagonalization (cont.):

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 2. DIAGONALIZATION (11)
2.2 Condition for Diagonalization (cont.):

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EXERCISES (3)

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 EXERCISES (4)

1-5,

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RELAX!!!

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3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (1)

• Recognize, and apply properties of, symmetric matrices.

• Recognize, and apply properties of, orthogonal matrices.
• Find an orthogonal matrix P that orthogonally diagonalizes a symmetric matrix A.

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (2)

3.1 Symmetric Matrices:

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (3)

3.1 Symmetric Matrices (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (4)

3.1 Symmetric Matrices (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (5)

3.1 Symmetric Matrices (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (6)

3.1 Symmetric Matrices (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (7)

3.2 Orthogonal Matrices:

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (8)

3.2 Orthogonal Matrices (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (9)

3.2 Orthogonal Matrices (cont.):

So, {p1, p2, p3} is an orthonormal

set, as guaranteed by Theorem 7.8.

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (10)

3.2 Orthogonal Matrices (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (11)

3.3 Orthogonal Diagonalization:

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (12)

3.3 Orthogonal Diagonalization (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (13)

3.3 Orthogonal Diagonalization (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (14)

3.3 Orthogonal Diagonalization (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (15)

3.3 Orthogonal Diagonalization (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (16)

3.3 Orthogonal Diagonalization (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (17)

3.3 Orthogonal Diagonalization (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (18)

3.3 Orthogonal Diagonalization (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (19)

3.3 Orthogonal Diagonalization (cont.):

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 3. SYMMETRIC MATRICES AND ORTHOGONAL DIAGONALIZATION (20)

3.3 Orthogonal Diagonalization (cont.):

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 EXERCISES (5)

7-16 19-24,

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EXERCISES (6)

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RELAX!!!

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HOMEWORK #1

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HOMEWORK #2

25-28

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HOMEWORK #3

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HOMEWORK #4

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THANK YOU VERY MUCH

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