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    Computation of Eigenvectors

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    supermanedit
    1) The document discusses computing eigenvectors of a square matrix A. To find the eigenvectors associated with an eigenvalue λ, one writes the linear system AX = λX and solves it. 2) Examples are provided to demonstrate solving such systems for real eigenvalues. The solutions give the eigenvectors as linear combinations of basis vectors, with an arbitrary constant c. 3) It is noted that for symmetric matrices, the eigenvalues are always real numbers, as shown by considering the discriminant of the characteristic polynomial.

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    Computation of Eigenvectors

    Uploaded by

    supermanedit
    42 views6 pages
    1) The document discusses computing eigenvectors of a square matrix A. To find the eigenvectors associated with an eigenvalue λ, one writes the linear system AX = λX and solves it. 2) Examples are provided to demonstrate solving such systems for real eigenvalues. The solutions give the eigenvectors as linear combinations of basis vectors, with an arbitrary constant c. 3) It is noted that for symmetric matrices, the eigenvalues are always real numbers, as shown by considering the discriminant of the characteristic polynomial.

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    Eigenvalue

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    1) The document discusses computing eigenvectors of a square matrix A. To find the eigenvectors associated with an eigenvalue λ, one writes the linear system AX = λX and solves it. 2) Examples are provided to demonstrate solving such systems for real eigenvalues. The solutions give the eigenvectors as linear combinations of basis vectors, with an arbitrary constant c. 3) It is noted that for symmetric matrices, the eigenvalues are always real numbers, as shown by considering the discriminant of the characteristic polynomial.

    Copyright:

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

    Computation of Eigenvectors

    Uploaded by

    supermanedit
    1) The document discusses computing eigenvectors of a square matrix A. To find the eigenvectors associated with an eigenvalue λ, one writes the linear system AX = λX and solves it. 2) Examples are provided to demonstrate solving such systems for real eigenvalues. The solutions give the eigenvectors as linear combinations of basis vectors, with an arbitrary constant c. 3) It is noted that for symmetric matrices, the eigenvalues are always real numbers, as shown by considering the discriminant of the characteristic polynomial.

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    © All Rights Reserved
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    Download as doc, pdf, or txt
    of 6

    Computation of Eigenvectors

    Let A be a square matrix of order n and one of its eigenvalues. Let X be an eigenvector of
    A associated to . We must have
    This is a linear system for which the matrix coefficient is . Since the zero-vector
    is a solution, the system is consistent. n fact, we will in a different !age that the structure of
    the solution set of this system is very rich. n this !age, we will basically discuss how to find
    the solutions.
    Remark. t is quite easy to notice that if X is a vector which satisfies , then the
    vector Y " c X #for any arbitrary number c$ satisfies the same equation, i.e. . n
    other words, if we %now that X is an eigenvector, then cX is also an eigenvector associated to
    the same eigenvalue.
    Let us start with an exam!le.
    Example. &onsider the matrix
    'irst we loo% for the eigenvalues of A. These are given by the characteristic equation
    , i.e.
    f we develo! this determinant using the third column, we obtain
    (sing easy algebraic mani!ulations, we get
    )
    which im!lies that the eigenvalues of A are *, -+, and ,.
    -ext we loo% for the eigenvectors.
    1.
    Case : The associated eigenvectors are given by the linear system
    which may be rewritten by
    .any ways may be used to solve this system. The third equation is identical to the
    first. Since, from the second equations, we have y " /x, the first equation reduces to
    ),x 0 z " *. So this system is equivalent to
    So the un%nown vector X is given by
    Therefore, any eigenvector X of A associated to the eigenvalue * is given by
    where c is an arbitrary number.
    2.
    Case : The associated eigenvectors are given by the linear system
    which may be rewritten by
    n this case, we will use elementary o!erations to solve it. 'irst we consider the
    augmented matrix , i.e.
    1
    Then we use elementary row o!erations to reduce it to a u!!er-triangular form. 'irst
    we interchange the first row with the first one to get
    -ext, we use the first row to eliminate the 2 and / on the first column. We obtain
    f we cancel the 3 and 4 from the second and third row, we obtain
    'inally, we subtract the second row from the third to get
    -ext, we set z " c. 'rom the second row, we get y " 1z " 1c. The first row will im!ly
    x " -1y0,z " -c. 5ence
    Therefore, any eigenvector X of A associated to the eigenvalue -+ is given by
    where c is an arbitrary number.
    2.
    Case : The details for this case will be left to the reader. (sing similar ideas
    as the one described above, one may easily show that any eigenvector X of A
    associated to the eigenvalue , is given by
    ,
    where c is an arbitrary number.
    Remark. n general, the eigenvalues of a matrix are not all distinct from each other #see the
    !age on the eigenvalues for more details$. n the next two exam!les, we discuss this !roblem.
    Example. &onsider the matrix
    The characteristic equation of A is given by
    5ence the eigenvalues of A are -) and 3. 'or the eigenvalue 3, it is easy to show that any
    eigenvector X is given by
    where c is an arbitrary number. Let us focus on the eigenvalue -). The associated eigenvectors
    are given by the linear system
    which may be rewritten by
    &learly, the third equation is identical to the first one which is also a multi!le of the second
    equation. n other words, this system is equivalent to the system reduced to one equation
    1x0y 0 1z" *.
    +
    To solve it, we need to fix two of the un%nowns and deduce the third one. 'or exam!le, if we
    set and , we obtain . Therefore, any eigenvector X of A
    associated to the eigenvalue -) is given by
    n other words, any eigenvector X of A associated to the eigenvalue -) is a linear combination
    of the two eigenvectors
    Example. &onsider the matrix
    The characteristic equation is given by
    5ence the matrix A has one eigenvalue, i.e. -,. Let us find the associated eigenvectors. These
    are given by the linear system
    which may be rewritten by
    This system is equivalent to the one equation-system
    x - y " *.
    So if we set x " c, then any eigenvector X of A associated to the eigenvalue -, is given by
    Let us summarize what we did in the above exam!les.
    2
    Summary6 Let A be a square matrix. Assume is an eigenvalue of A. In order to find the
    associated eigenvectors, we do the following stes!
    1.
    Write down the associated linear system
    2.
    Solve the system.
    3.
    7ewrite the un%nown vector X as a linear combination of %nown vectors.
    The above exam!les assume that the eigenvalue is real number. So one may wonder
    whether any eigenvalue is always real. n general, this is not the case exce!t for symmetric
    matrices. The !roof of this is very com!licated. 'or square matrices of order 1, the !roof is
    quite easy. Let us give it here for the sa%e of being little com!lete.
    &onsider the symmetric square matrix
    ts characteristic equation is given by
    This is a quadratic equation. The nature of its roots #which are the eigenvalues of A$ de!ends
    on the sign of the discriminant
    (sing algebraic mani!ulations, we get
    Therefore, is a !ositive number which im!lies that the eigenvalues of A are real numbers.
    Remark. -ote that the matrix A will have one eigenvalue, i.e. one double root, if and only if
    . 8ut this is !ossible only if a"c and b"*. n other words, we have
    A " a I
    1
    .
    n the next !age, we will discuss the case of com!lex eigenvalues.
    /

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