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5-Eigenvalues and Eigenvectors

Eigenvalues and eigenvectors have the following properties: 1) An eigenvector x is a vector where when a matrix A is multiplied by x, it only scales the vector by an eigenvalue λ rather than changing its direction. 2) Eigenvalues and eigenvectors are only defined for square matrices. 3) There can be multiple eigenvectors corresponding to the same eigenvalue. 4) To find the eigenpairs (eigenvalues and eigenvectors), one first computes the characteristic polynomial of the matrix and finds its roots as the eigenvalues, then solves the system (A - λI)x = 0 for the corresponding eigenvectors.

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97 views

5-Eigenvalues and Eigenvectors

Eigenvalues and eigenvectors have the following properties: 1) An eigenvector x is a vector where when a matrix A is multiplied by x, it only scales the vector by an eigenvalue λ rather than changing its direction. 2) Eigenvalues and eigenvectors are only defined for square matrices. 3) There can be multiple eigenvectors corresponding to the same eigenvalue. 4) To find the eigenpairs (eigenvalues and eigenvectors), one first computes the characteristic polynomial of the matrix and finds its roots as the eigenvalues, then solves the system (A - λI)x = 0 for the corresponding eigenvectors.

Uploaded by

mmszpeng
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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OFFICIAL

Eigenvalues and Eigenvectors


OFFICIAL

Eigenvalues and Eigenvectors


• The vector x is an eigenvector of matrix A and λ is an
eigenvalue of A if: Ax= λx (assume non-zero x)
• Eigenvalues and eigenvectors are only defined for square
matrices (i.e., m = n)
• Eigenvectors are not unique (e.g., if λ is an eigenvector,
so is k λ)
• Zero vector is a trivial solution to the eigenvalue equation
for any number λ and is not considered as an eigenvector.
• Interpretation: the linear transformation implied by A
cannot change the direction of the eigenvectors λ, but
change only their magnitude.
OFFICIAL

We summarize the computational approach for determining eigenpairs (, x)


(eigenvalues and eigen vector) as a two-step procedure:

Example: Find eigenpairs of

Step I. Find the eigenvalues.


OFFICIAL

The eigenvalues are  1  3 and  2  2.


Step II. To find corresponding (A - iIn)x = 0 for
eigenvectors we solve i = 1,2

Note: rref means row reduced echelon form.


OFFICIAL

Computing λ and v
• To find the eigenvalues λ of a matrix A, find the roots
of the characteristic polynomial :

Ax= λx
Example:

1 2
x1  2 , x2   3 
 
   
1  1 
OFFICIAL

0 1
A
Example: Find eigenvalues and eigen vectors of 1 0

The characteristic polynomial is


OFFICIAL

Example: Find the eigenvalues and corresponding


eigenvectors of

The characteristic polynomial is

Its factors are


So the eigenvalues are 1, 2, and 3.

Corresponding
eigenvectors are
OFFICIAL

By using the third column,


OFFICIAL

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