Of Delhi: Experiment 3 Linear Algebra: Eigenvalues and Eigenvectors First Principle
Of Delhi: Experiment 3 Linear Algebra: Eigenvalues and Eigenvectors First Principle
Of Delhi: Experiment 3 Linear Algebra: Eigenvalues and Eigenvectors First Principle
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Question: 1 2 3 Total
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• Each step carries weight.
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Points: 2 5 3 10
• Step should be commented.
Score:
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• Answers must be supported.
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Experiment 3
Linear Algebra : Eigenvalues and Eigenvectors
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First Principle
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The objective is to solve the equation AX = λX with no prior knowledge of either
X or λ or both.
This equation can be written as (A − λI)X = 0 and for X to exist we need
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|A − λI| = 0
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p(λ) = |A − λI|
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known as the Characteristic Polynomial, the roots of which gives the eigenvalues of
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A(Bk−1 − ak−1 I) for all k > 1 starting with B1 = A. Once the characteristics
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polynomial has been determined, plot it to find out approximate values of roots of
the Characteristic equation. Use an appropriate method to find the exact roots.
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Using these eigenvalues solve the eigen-equation for the respective eigen-vectors.
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B.Sc. (H) Physics Semester 5 Page 2 of 3 September 03-04, 2020
Methodology
Since λ and X are unknown we need to find λ and X knowing or not knowing both.
• STEP-I To find λ, the eigenvalue use the Fadeev Le Verrier method : to find the coefficients
of the characteristic polynomial.
Given A, let
B1 = A; a1 = trB1
B2 = A(B1 − a1 I); a2 = 21 trB2
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B3 = A(B2 − a2 I); a3 = 13 trB3
.
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.
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Bk = A(Bk−1 − ak−1 I); ak = k1 trBk
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• Use the characteristic polynomial p(λ) to find root values. But note that
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p(λ) = |A − λI|
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p(λ) = (−1)n λn + a1 λn−1 + ... + an
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with appropriate values of the coefficient.
Also Note : the (−1)n comes from the following understanding
For a quadratic polynomial ax2 + bx + c = 0 , the sum of roots = −b/a and product of roots
= c/a so if x2 + a1 x + a2 = 0 , the sum of roots is = −a1 and product of roots = a2
Similarly, recall that for a cubic polynomial ax3 + bx2 + cx + d = 0 , the sum of roots = −b/a
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(i) Plot p(λ) and estimate value of approximate root λk (ii) Use
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p(λk )
λk+1 = λk −
p0 (λk )
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• STEP-III For each eigenvalue since we know λ, AX = λX becomes a set of linear equations
So
(A − λI)X = 0
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a11 a12 a13 x
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0 a22 a23 y = 0
0 0 a33 z
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V (2) = − aa23
22
∗ a33 a22 ∗ y + a23 ∗ z = 0
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V (1) = 1
a11
[−a12 V (2) − a13 V (3)] = 1
a11
−a12 (− aa23
22
∗ a 33 ) − a 3 a 33 ; a11 ∗x+a12 ∗y +a13 ∗z = 0
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B.Sc. (H) Physics Semester 5 Page 3 of 3 September 03-04, 2020
1. Method
(a) (1/2 point) (Eigenvalue Problem)
Briefly explain the meaning of eigenvalue and eigenvector.
(b) (11/2 points) (Condition for Existence)
Briefly explain the method of finding eigenvalue and eigenvector.
2. Coding
(a) (2 points) (Characteristic Equation)
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(Faddeev le Verrier Method) Find it’s characteristic polynomial using Faddeev le Ver-
rier method.
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B1 = A , Bk = A(Bk−1 − ak−1 I)
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ak = tr(Bk )
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Plot the characteristic polynomial.
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(b) (3 points) (Eigenvalues & Eigenvectors)
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(Newton Raphson Method) Find all the roots (eigenvalues) of the characteristic equa-
tion using the Newton-Raphson method.
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(Gauss Elimination Method) Using Gauss elimination method and backward substi-
tution, find the eigenvector corresponding to each eigenvalue.
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3. Applications
(a) (3 points) (Test Matrix)
8 −6 2
A = −6 7 −4
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2 −4 3
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