Eigen Values & Eigen Vectors

Eigen Values & Eigen Vectors
Eigen value
Let A be an nxn square matrix.
Consider the Vector Equation
AX=λX (1)
 X=0, is a solution of equation (1). It is called
zero vector.
 A non-zero solution of equation (1), that is
X≠0, is called eigen vector or characteristic
vector of matrix A.
The scalar λ in equation (1), is called
eigen value or characteristic value or latent

root of the matrix A.
The set of all eigen values of a matrix A is
called the spectrum of A.
The largest absolute eigen values of matrix A
is called the spectral radius of A.
The set of all eigen vectors corresponding to
an eigen value of A forms an eigen space of A.
Procedure To Find Eigen Values
 First find characteristic matrix (A-λI)
 Now find characteristic determinant or
characteristic polynomial D(λ)= |A-λI|
 Determine the characteristic equation
D(λ)= |A-λI|=0.
 The solution of the above equation are the
eigen values of the matrix A.
 To find eigen vector consider the homogeneous
equation (A-λI)X=0.
Example
 Find eigen values and eigen vectors of
 5 2 
A 
 2  2
Characteristic matrix is given by
 5 2  1 0
A  I      
 2  2 0 1 
 5   2 
A  I   
 2  2  
Characteristic equation is D(λ)=|A- λ I|=0.
 5   2
D ( )  A   I |   0.
2  2  
2
D (  )    7  6  0
The roots of the above equation are
  1,   6.
Eigen Vector
Consider the homogeneous equation
(A- λI)X=0.
 Eigen Vector of A corresponding to λ=-1.
that is, (A+I)X=0.
 4x  2 y  0
2x  y  0
On solving the above equation we get the eigen
vector 1
X  
2
Eigen Vector of A corresponding to λ=-6.
that is, (A+6I)X=0.
x  2y  0
2x  4 y  0
 on solving the above equations we get,
the eigen vector
2
X  
 1
Exercise
• Find the spectrum and eigenvectors of the
following matrices.
• (i) 4 0 0  (ii) 1 0 0 (iii)  4 2 3
0 0 0  2 4 0 2 1 6
    
0 0 1 6 4 2  1 2 2
• (iv)  6 2 2
2 5 0 

2 0 7 
• If A is a skew-symmetric matrix
 a b
A  
 b a 
• Then A has eigen values a+ib, a-ib.
• The eigen vectors of A are
1
 and 1
i   i 
  
Properties of Eigen Values
• Product of eigen values of a matrix A is equal
to determinant of A .
• If  is an eigen value of a matrix , the 1 is the
1 
eigen values of A .
• A square matrix A and its transpose AT have
same eigen values.
• If  is an eigen value of a matrix A , then n
is the eigen value of An .
Applications of Eigen Values
• Principal direction:
The direction of the position vector X, before and
after transformation is the same or exactly opposite, is
called as principal direction.
u  5x  4 y
• Example
v  x  2y
X 1  1,  1  X 2  4 ,1 
X1 & X
• 2
are eigen vectors of above transformation.
Stretching of an elastic membrane
• Find the principal directions and
corresponding factors of extension or
contraction of elastic deformation y  AX with
5 3
A  
3 5
• We are looking for vectors X, such that y  X
AX  X  A  I X  0
Characteristic equation is D(λ)=|A- λ I|=0.
5   3
D ( )  A  I |   0.
3 5  
2
D (  )    10   16  0
The roots of the above equation are
  2,   8.
These are the eigen values of matrix A.
• For   2, the corresponding eigen vector is
1
X1   
 1
• For   8,the corresponding eigen vector is
1
X2   
1
• The eigen values show that in the principal
direction the membrane is stretched by factors 2
and 8, respectively.
Exercise
• Find the principal directions and
corresponding factors of extension or
contraction of elastic deformation y  AX with
5 4  2.5 1.5 
• (1) A  (2) A 
 4 11 1.5 6.5 
Leslie model:
The model which describes age-specified

population growth is called Leslie model.
• Find the growth rate in the Leslie model with
the matrix as given below.
 0 2.3 0.4
• (i) L  0.6 0 0
 
 0 0.3 0 
• Finding the growth rate means, we are looking
for a distribution vector X such that,
LX  X (1)
where  is the rate of change.
(growth if   1, and decrease if   1 )
• The characteristic equation is L  I  0
 3  1.38  0.072
• Let   1.2 be one of the root.
• The corresponding eigen vector is obtained
from L  1.2 I X  0
Thus, the corresponding eigen vector is given by
X  1 0.5 0.125
T
Exercise
Find the growth rate in the Leslie model with the
matrix as given below.
 0 12.0 0  0 3.45 0.6

1. 0.75 0 0 2. 0.9 0 0 
   
 0 0.30 0  0 0.45 0 
Stochastic Matrix:
A square matrix with non-negative entries and

row sums all equal to 1 is called a stochastic
matrix. 0.8 0.1 0.1
• Example A  0.1 0.7 0.2
 
 0 0.1 0.9
Limit state of the process is achieved if the

state vector X is reproduced under the
multiplication by the stochastic matrix A
governing the process. That is AX=X
Find limit states of the Markov processes
governed by the following matrices.
(i) 0.8 0.1 0.1 (ii)  0.6 0.1 0.2  (iii) 0.5 0.3 0.2
 0 . 1 0 . 7 0 .2   0.4 0.1 0.4  0.3 0.5 0.2
     
 0 0.1 0.9  0 0.8 0.4  0.2 0.2 0.6
(i) Solution:
0.8 0.1 0.1
Let A   0 . 1 0. 7 0 . 2 
 
 0 0.1 0.9
• A limit state of the Markov processes is
T
reached if A XX
• This means AT has eigen values 1.
• As A and A have same eigen values,

T
therefore , the eigen value of A is 1.

AT  1I X  0
• Therefore the corresponding eigen vector is
given by 12.5
X   25 
 
62.5
Symmetric, skew-symmetric &
Orthogonal Matrix
Orthogonal Matrix
• Let A be a real square matrix
• Then A is called an Orthogonal Matrix if
T T
AA  A A  I
1 T
A A
• Examples:
1 2 2 cos 0 sin 
1
A 2 1  2 A  0 1 0 
3   
 2 2  1  sin 0 cos 
• Two vectors a1 and a2 are said to form an
orthogonal system or pair wise orthogonal if
T T
a1 a2  0 or a2 a1  0
• Example:
1 1
• Let a1  0 
and a2  1 
  
1  1 
 1
a1T a2  1 0 1 1   (1  1)  (0 1)  (1 1)  0
 
 1 
• A square matrix is orthogonal if and only if its
column vectors a 1 , a 2 , .......... a n
form an orthogonal system.
that is, T
•
ai aj  0 i  j
for
• Example:
1 1 1
A   0 2  1
•   is an Orthogonal matrix.
 1 1 1 
• Let A be a real square matrix.
T
• If A A , then matrix A is called an
Symmetric matrix.
• If A AT, then matrix A is called an
Skew-Symmetric matrix .
• If A1  AT , then matrix A is called an
Orthogonal matrix.
• A real square matrix A , may be written as
the sum of Symmetric (P)& Skew-Symmetric
Q A  P  Qi.e.
matrices.
Properties
1. Eigen Values of a Symmetric matrix are real.
2. Eigen Values of a Skew-Symmetric matrix are
pure imaginary or zero.
3. Eigen Values of an Orthogonal matrix are real
or complex conjugates in pairs and have
absolute value 1.
4. The determinant of an Orthogonal matrix has
the value +1 or -1.
Examples
3 1 1 
1. A  1 3  1 eigen values are 1,4,4.
 
1  1 3 
0 9  12
2. A   9 0 20  eigen values are 0,-25i,25i.
 
 12  20 0 
1 2 2
3. 1 eigen values are -1,
A 2 1  2
3 
 2 2  1 (5+i√11)/6, (5-i√11)/6.
Exercise
• Are the following matrices symmetric, skew-

symmetric or orthogonal? Find their
spectrum.
14 4 2  0 6 12 C os   Sin  0
(i)  4 14 2  (ii)  6 0 12 (iii)  Sin  Cos 0
    
2 2 17  12 12 0   0 0 1
Quadratic Forms
• A homogeneous expression of second degree
in any number of variables is called a
quadratic form.
• Every quadratic form can be expressed in the
T
form of X AX
where X is a column vector and A is a
symmetric matrix.
Examples
1. 3 x 2
 5 xy  2 y 2
is a quadratic form in 2 variables
x and y.
2. 2 x 2  3 y 2  4 z 2  2 xy  3 yz  5zx is a quadratic form
in 3 variables x,y and z.
 x 3 5
• If X    and A  
y
  5 2
then
3 5   x 
X AX  x y 
T
  
5 2   y 
T 2 2
X AX  3 x  10 xy  2 y
Exercise
• Find symmetric coefficient matrix A from X T AX
2 2
1. 4 x  8 x1 x 2  5 x
1 2
2 2
2.  2x  2x1 x3  4x2 x3  9x
1 3
3. x 1  x2   4 x
2 2
3
4. 2 2 2
ax  by  cz  2 fyz  2 gzx  2hxy
Similar Matrices

• A matrix Ais said to be similar to matrix Aif there
 a matrix
exist suchPthat
1
A P AP
• If A and Aare similar matrices, then they have
same eigen values.
• If Aand Aare similar matrices, and if
X A
is the eigen vector
1 of corresponding to an

eigen value, the
P Xis the eigen vector of
A
corresponding to same eigen value.

Eigen Values & Eigen Vectors

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Eigen Values & Eigen Vectors

eigen value or characteristic value or latent

The model which describes age-specified

 0 12.0 0  0 3.45 0.6

A square matrix with non-negative entries and

Limit state of the process is achieved if the

• As A and A have same eigen values,

therefore , the eigen value of A is 1.

• Are the following matrices symmetric, skew-

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