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Eigen Values and Eigen Vectors: Characteristic Matrix

The document discusses eigen values and eigen vectors of matrices. It defines characteristic matrices, polynomials and equations. It states Cayley-Hamilton theorem which says that every square matrix satisfies its characteristic equation. It defines eigen values as roots of the characteristic equation and eigen vectors as non-zero vectors satisfying AX = λX. As an example, it finds the eigen values and eigen vectors of a 3x3 matrix. The eigen values are 1, 2, 3 and the corresponding eigen vectors are [1, -1, 0], [2, -1, -2] and [1, -1, -2] respectively.

Uploaded by

Shadman Saqlain Rahman, 170021057
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
251 views

Eigen Values and Eigen Vectors: Characteristic Matrix

The document discusses eigen values and eigen vectors of matrices. It defines characteristic matrices, polynomials and equations. It states Cayley-Hamilton theorem which says that every square matrix satisfies its characteristic equation. It defines eigen values as roots of the characteristic equation and eigen vectors as non-zero vectors satisfying AX = λX. As an example, it finds the eigen values and eigen vectors of a 3x3 matrix. The eigen values are 1, 2, 3 and the corresponding eigen vectors are [1, -1, 0], [2, -1, -2] and [1, -1, -2] respectively.

Uploaded by

Shadman Saqlain Rahman, 170021057
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Math4123(Matrix)

Eigen values and Eigen vectors


Characteristic matrix: For a given square matrix
A, 𝐴 − 𝜆𝐼 matrix is called characteristic
matrix, where 𝜆 is scalar and I is the unit
matrix.
Characteristic polynomial: For a given square
matrix A, the determinant ȁ𝐴 − 𝜆𝐼 ȁ is called
characteristic polynomial of matrix A.
Characteristic equation: The equation
ȁ𝐴 − 𝜆𝐼 ȁ = 0 is called characteristic equation
of matrix A.
1
Math4123(Matrix)
Eigen values and eigen vectors
Cayley-Hamilton Theorem:
Statement: Every square matrix satisfies its
characteristic equation .
If ȁ𝐴 − 𝜆𝐼ȁ = 𝑎0 + 𝑎1 𝜆 + 𝑎2 𝜆2 + − − −𝑎𝑛 𝜆𝑛 = 0
be the characteristic equation of an 𝑛 × 𝑛 matrix A,
then 𝑎0 𝐼 + 𝑎1 𝐴 + 𝑎2 𝐴2 + − − −𝑎𝑛 𝐴𝑛 = 0
Proof: Each cofactor of ȁ𝐴 − 𝜆𝐼ȁ is an ordinary
polynomial in 𝜆 of at most degree n-1 . So each
2
Math4123(Matrix)
Eigen values and eigen vectors

element of ajd (𝐴 − 𝜆𝐼) can be expressed in 𝜆 of at


most degree n-1 and ajd (𝐴 − 𝜆𝐼) can be expressed
as 𝐵0 + 𝐵1 𝜆 + 𝐵2 𝜆2 + − − −𝐵𝑛−1 𝜆𝑛−1 , where
𝐵0 , 𝐵1 , 𝐵2 − −𝐵𝑛−1 are matrices of order n-1.
We have
(𝐴 − 𝜆𝐼) ajd (𝐴 − 𝜆𝐼) =ȁ𝐴 − 𝜆𝐼 ȁ𝐼
=> (𝐴 − 𝜆𝐼) (𝐵0 + 𝐵1 𝜆 + 𝐵2 𝜆2 + − − 𝐵𝑛−1 𝜆𝑛−1 ) =
ሺ𝑎0 + 𝑎1 𝜆 + 𝑎2 𝜆2 + − − −𝑎𝑛 𝜆𝑛 ሻ𝐼
3
Math4123(Matrix)
Eigen values and eigen vectors
Equating the corresponding coefficients , we get
𝐴 𝐵 0 = 𝑎0 𝐼
A𝐵1 − 𝐵0 = 𝑎1 𝐼
A𝐵2 − 𝐵1 = 𝑎2 𝐼
------------
-----------
𝐵𝑛−1 = 𝑎𝑛 𝐼

4
Math4123(Matrix)
Eigen values and eigen vectors

Multiplying I , A, A2 ---- An respectively and then


adding , we get
𝑎0 𝐼 + 𝑎1 𝐴 + 𝑎2 𝐴2 + − − −𝑎𝑛 𝐴𝑛 = 0
Hence Cayley-Hamilton Theorem is proved

5
Math4123(Matrix)
Eigen values and eigen vectors
Characteristic roots or Eigen values:
The roots of characteristic equation
ȁ𝐴 − 𝜆𝐼 ȁ = 0 are called characteristic roots or
Eigen values of matrix A.
Characteristic vectors or Eigen vectors:
A non zero vector X is called a Characteristic
vectors or Eigen vectors of a square matrix A,
there exists a eigen vector 𝜆 such that 𝐴𝑋 = 𝜆𝑋
6
Math4123(Matrix)
Eigen values and eigen vectors
Example:
Find the eigen values and eigen vectors of the
1 0 −1
matrix 𝐴 = ൥1 2 1 ൩
2 2 3
Solution: The characteristic equation is
ȁ𝐴 − 𝜆𝐼 ȁ = 0
1−𝜆 0 −1
=> ൥ 1 2−𝜆 1 ൩= 0 =>
2 2 3−𝜆
Cont 7
Math4123(Matrix)
Eigen values and eigen vectors
ሺ1 − 𝜆ሻ[(2 − 𝜆)( 3 − 𝜆) − 2] − (2 − 4 +2 𝜆) =0
=> ሺ1 − 𝜆ሻ(2 − 𝜆)( 3 − 𝜆) = 0
∴ 𝜆 =1, 2, 3
To find the eigenvectors for corresponding
eigenvalues, we will consider the matrix equation
ȁ𝐴 − 𝜆𝐼ȁ𝑋 = 0
1−𝜆 0 −1 𝑥
=> ൥ 1 2−𝜆 1 ൩ቈ𝑦቉= 0 ------(1)
2 2 3−𝜆 𝑧
Cont 8
Math4123(Matrix)
Eigen values and eigen vectors
Eigen vector corresponding to eigen value
𝜆 =1, put 𝜆 =1 in (1), we get
0 0 −1 𝑥 0
൥1 1 1 ൩ቈ𝑦቉= ൥0൩=>
2 2 2 𝑧 0
−𝑧 = 0 − − − − − − − −ሺ2ሻ
ቐ𝑥 + 𝑦 + 𝑧 = 0 − − − − − −ሺ3ሻ
2𝑥 + 2𝑦 + 2𝑧 = 0 − − − −(4)
Equations (4) and (3) are same, so we can write
Cont 9
Math4123(Matrix)
Eigen values and eigen vectors
𝑧 = 0 − − − − − −(5)
൜
𝑥 + 𝑦 + 𝑧 = 0 − − − (6)
The system has three unknown but there are two
equation in the last form . So system has one free
variable , say x=1. From (6) y= -1 . Hence the
1
vector corresponding 𝜆 =1 is X1= ൥−1൩
0
Eigen vector corresponding to eigen value
𝜆 =2, put 𝜆 =2 in (1), we get Cont 10
Math4123(Matrix)
Eigen values and eigen vectors
−1 0 −1 𝑥 0
൥ 1 0 1 ൩ቈ𝑦቉= ൥0൩=>
2 2 1 𝑧 0
−𝑥 − 𝑧 = 0 − − − − − − − −ሺ7ሻ
ቐ 𝑥 + 0𝑦 + 𝑧 = 0 − − − − − −ሺ8ሻ
2𝑥 + 2𝑦 + 𝑧 = 0 − − − − − (9)
From (8) and (9) ,we get
𝑥 𝑦 𝑧
= = ∴ 𝑥 = 2, 𝑦 = −1 , 𝑧 = −2
−2 1 2
Which satisfy (7), hence the vector corresponding Cont
11
Math4123(Matrix)
Eigen values and eigen vectors
−2𝑥 − 𝑧 = 0 − − − − − ሺ10ሻ
ቐ𝑥 − 𝑦 + 𝑧 = 0 − − − − − −ሺ11ሻ
2𝑥 + 2𝑦 + 0𝑧 = 0 − − − −(12)
From (11) and (12) ,we get
𝑥 𝑦 𝑧
= = ∴ 𝑥 = 1, 𝑦 = −1 , 𝑧 = −2
−2 2 4
Which satisfy (10), hence the vector corresponding
1
𝜆 =3 is X3 = ൥−1൩
−2
12

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