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Eigenvalue Problem

The document discusses the eigenvalue problem for matrices, which involves finding nonzero vectors K such that the product of a matrix A and the vector K is equal to some scalar multiple λ of K. It provides examples of finding the eigenvalues and corresponding eigenvectors of various matrices through computing the characteristic equation and using Gauss-Jordan elimination. It also discusses properties of eigenvalues and eigenvectors, including that a matrix is nonsingular if and only if 0 is not an eigenvalue.

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Gunther Solignum
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
169 views

Eigenvalue Problem

The document discusses the eigenvalue problem for matrices, which involves finding nonzero vectors K such that the product of a matrix A and the vector K is equal to some scalar multiple λ of K. It provides examples of finding the eigenvalues and corresponding eigenvectors of various matrices through computing the characteristic equation and using Gauss-Jordan elimination. It also discusses properties of eigenvalues and eigenvectors, including that a matrix is nonsingular if and only if 0 is not an eigenvalue.

Uploaded by

Gunther Solignum
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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EIGENVALUE PROBLEM

If A is an n x n matrix and K is an n 1 matrix (column vector), then the product AK is


defined and is another n x 1 matrix. It is important in many applications to determine
whether there exist nonzero n x 1 matrices K such that the product vector AK is a
constant multiple  of K itself. The problem of solving AK = K for nonzero vectors K
is called the eigenvalue problem for the matrix A.
The word eigenvalue is a combination of German and English terms adapted from
the German word eigenwert, which, translated literally, is proper value.
Eigenvalues and eigenvectors are also called characteristic values and
characteristic vectors, respectively. Gauss–Jordan elimination can be used to
find the eigenvectors of a square matrix A.
Example 1 Verification of an Eigenvector

We see  = 2 is an eigenvalue of A
Using properties of matrix algebra, we can write in the alternative form

AK = K
AK  K = 0

(A  I) K = 0

where I is the multiplicative identity. If we let


Although an obvious solution of the above equation is k1 = 0, k2 = 0, . . . , kn = 0,
we are seeking only nontrivial solutions. Now we know that a homogeneous
system of n linear equations in n variables has a nontrivial solution if and only if
the determinant of the coefficient matrix is equal to zero.
Thus to find a nonzero solution K, we must have

det (A  I) = 0

Inspection of the above equation shows that expansion of det(A  I) by cofactors
results in an nth-degree polynomial in . The equation is called the characteristic
equation of A. Thus, the eigenvalues of A are the roots of the characteristic equation.
To find an eigenvector corresponding to an eigenvalue , we simply solve the system
of equations (A  I)K = 0 by applying Gauss-Jordan elimination to the augmented
matrix (A  I 0).
Example 2 Finding Eigenvalues and Eigenvectors
Find the eigenvalues and eigenvectors of

SOLUTION

we use the cofactors of the second row.


It follows that the characteristic equation is

Hence the eigenvalues are . To find the eigenvectors, we must


now reduce (A  I 0) three times corresponding to the three distinct eigenvalues.
For , we have

Thus we see that . Choosing = 13 gives the eigenvector


For

i . Choosing = 1 gives the second eigenvector


Finally, for , Gauss–Jordan elimination gives

a . Choosing = -2 gives the third eigenvector


It should be obvious from the Example that eigenvectors are not uniquely determined.
For example, in obtaining, say, K2, had we not chosen a specific value for k3 then a
solution of the homogeneous system (A + 4I)K = 0 can be written

The point of showing K2 in this form is:

A nonzero constant multiple of an eigenvector is another eigenvector.


When an n x n matrix A possesses n distinct eigenvalues , , . . . , , it can be
proved that a set of n linearly independent eigenvectors K1, K2, . . . , Kn can be
found. However, when the characteristic equation has repeated roots, it may not be
possible to find n linearly independent eigenvectors for A.
Example 3 Finding Eigenvalues and Eigenvectors

we see = 5 is an eigenvalue of multiplicity 2. In the case of a 2 x 2 matrix,


there is no need to use Gauss–Jordan elimination.
To find the eigenvector(s) corresponding to =5, we resort to the system (A - 5I  0) in
its equivalent form

It is apparent from this system that k1 = 2k2. Thus, if we choose k2 = 1, we find the
single eigenvector
Example 4 Finding Eigenvalues and Eigenvectors

shows that = 11 and that = = 8 is an eigenvalue of multiplicity 2.


For = 11 , Gauss–Jordan elimination gives
Now for = 8 we have
Complex Eigenvalues
A matrix A may have complex eigenvalues
Example 5 Complex Eigenvalues and Eigenvectors
Put a different way:

A matrix A is nonsingular if and only if the number 0 is not an eigenvalue of A.


Reexamination of Example 2 shows that = 0 is an eigenvalue of the 3 x 3 matrix. So
we can conclude from Theorem 8.8.2 that the matrix is singular, that is, does not
possess an inverse.

On the other hand, we conclude that the matrices in Examples 3 and 4 are nonsingular
because none of the eigenvalues of the matrices are 0.
The eigenvalues of an n x n matrix A are related to det A. Because the characteristic
equation det(A  I ) = 0 is an nth degree polynomial equation, it must, counting
multiplicities and complex numbers, have n roots , , , … . By the Factor Theorem
of algebra, the characteristic polynomial det(A  I) can then be written

By setting  = 0, we see that

that is: The determinant of A is the product of its eigenvalues.

The result provides an alternative proof of Theorem 8.8.2: If, say, = 0 then det A = 0.
Conversely, if det A 0, then , , ,… = 0 implies that at least one of the
eigenvalues of A is 0.
Example 6 Examples 4 and 5 Revisited
Example 7 Eigenvalues of an Inverse
Assignment #5
Find the eigenvalues and eigenvectors of the given matrix. Using Theorem 8.8.2
, state whether the matrix is singular or nonsingular.

1. 2. 3.

4. 5. 6.

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