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    Divya

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    Govindram
    Eigenvalues and eigenvectors are properties of square matrices that are used to diagonalize matrices. The eigenvalues are solutions to the characteristic equation of the matrix and are also known as latent values or characteristic values. The eigenvectors corresponding to each eigenvalue satisfy the equation (A - λI)x = 0, where λ is the eigenvalue and x is the eigenvector. Diagonalization of a matrix A involves finding a similarity transformation using a modal matrix P such that P^-1AP = D, where D is a diagonal matrix with the eigenvalues of A along the diagonal.

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    Divya

    Uploaded by

    Govindram
    37 views13 pages
    Eigenvalues and eigenvectors are properties of square matrices that are used to diagonalize matrices. The eigenvalues are solutions to the characteristic equation of the matrix and are also known as latent values or characteristic values. The eigenvectors corresponding to each eigenvalue satisfy the equation (A - λI)x = 0, where λ is the eigenvalue and x is the eigenvector. Diagonalization of a matrix A involves finding a similarity transformation using a modal matrix P such that P^-1AP = D, where D is a diagonal matrix with the eigenvalues of A along the diagonal.

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    Eigenvalues and eigenvectors are properties of square matrices that are used to diagonalize matrices. The eigenvalues are solutions to the characteristic equation of the matrix and are also known as latent values or characteristic values. The eigenvectors corresponding to each eigenvalue satisfy the equation (A - λI)x = 0, where λ is the eigenvalue and x is the eigenvector. Diagonalization of a matrix A involves finding a similarity transformation using a modal matrix P such that P^-1AP = D, where D is a diagonal matrix with the eigenvalues of A along the diagonal.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    37 views13 pages

    Divya

    Uploaded by

    Govindram
    Eigenvalues and eigenvectors are properties of square matrices that are used to diagonalize matrices. The eigenvalues are solutions to the characteristic equation of the matrix and are also known as latent values or characteristic values. The eigenvectors corresponding to each eigenvalue satisfy the equation (A - λI)x = 0, where λ is the eigenvalue and x is the eigenvector. Diagonalization of a matrix A involves finding a similarity transformation using a modal matrix P such that P^-1AP = D, where D is a diagonal matrix with the eigenvalues of A along the diagonal.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    of 13

    Eigen Values and Eigen Vector

    Let A be the square matrix of order nxn then number (Real or Complex) λ
    is said to be Eigen value of matrix A , if there exist a colour matrix x of
    order nx1 such that
    𝑨𝑿 = 𝝀 𝑿
    λ is called Eigen value of
    and is called Eigen Vector of
    ⇒ =0
    ⇒(
    The Eigen values are also called Characteristic Values proper values or latent values.
    The Eigen Vectors are also called Characteristic vector
    Characteristic equation of matrix A :-
    A- =0

    Solution of characteristic equation is called Eigen value.


    𝝀=𝝀  𝟏 , 𝝀 𝟐 , 𝝀 𝟑 ……
    ( =0 (1)

    Solution of (1) for any Eigen Value i.e. ie is Called Eigen


    vector of matrix Corresponding to
    Solution:- The characteristic equation for matrix A

    A- =0

    1 -2 1- -2 =0
    =0 ⇒
    -5 4 -5 4-

    ⇒ ( 1 ) (4 ) (2 x 5 )
    ⇒ ( 4 4+) 10 = 0
    ⇒ 6=0
    ⇒ 1 66=0
    ⇒ (+1) 6(+1) = 0 () (+1) = 0

    ⇒= 6 , -1 ( Eigen Value of A )
    Case I :- Let X₁ = be the Eigen vector of A Corresponding to = 6

    Then , ( = 0
    = =0

    = =0

    𝑹𝟐 𝑹𝟐 − 𝑹𝟏
    = =0
    ⇒52 =0 ⇒5=2

    ⇒ =2k , y = 5k
    Eigen Vector
    ( For k = 1 )
    Case II :- Let = be the Eigen vector of A Corresponding to =

    Then , ( = 0 ⇒ (A + I )
    = =0

    = =0

    𝟓
    𝑹𝟐 𝑹𝟐 + 𝑹𝟏
    𝟐
    = =0
    ⇒ 2 =0 ⇒ 2 =2

    ⇒ =k , y =
    Eigen Vector
    ( For k = 1 )
    Diagonalisation of Matrix
    Diagonalisation of a matrix A is the process of reduction of A to a
    diagonal form ‘D’. A is related to D by a similarity transformation
    such that D = A is reduced to the diagonal matrix D throughmodal
    matrix P . D is also called spectral matrix of A .

    * Find a matrix p which is the diagonalises the matrix A ,


    verily
    Solution:- The characteristic equation of matrix A is
    =0

    ⇒ )( 3 ) 2 = 0
    ⇒ 12
    ⇒
    ⇒
    ⇒ )=0
    ) )=0

    Eigen Values are 2 and 5 .


    ( i )Then , =2 , eigen vectors are given by the matrix equation
    ⇒ = =

    ⇒ = =

    𝑹𝟐 𝑹𝟐 − 𝑹𝟏
    ⇒ = =

    ⇒ 2+ = 0
    ⇒=2
    ⇒
    ⇒=k ,

    Hence, the eigen vector or ( for k = 1 )


    ( ii )Then , =5 , eigen vectors are given by the matrix equation
    ⇒ = =

    ⇒ = =

    𝑹𝟐 𝑹𝟐 +𝟐 𝑹𝟏
    ⇒ = =

    ⇒= (let)
    ⇒
    Hence, the eigen vector or
    Modal Matix P

    ∵ Adj P =

    P =
    P =

    Adj P ⇒
    𝑷 𝟏 𝟐 =(− 𝟏)𝟏+𝟐 − 𝟐=− 𝟏∗ − 𝟐=𝟐
    𝑷 𝟐𝟏 =(− 𝟏)𝟐+𝟏 𝟏=− 𝟏 ∗ 𝟏=− 𝟏
    𝑷 𝟐𝟐 =(− 𝟏 )𝟐+𝟐 𝟏 =𝟏 ∗ 𝟏 =𝟏
    ⇒

    For diagonalisation : -
    D=
    D=

    D=

    D=
    D=

    D=

    D=

    D=

    D=
    D=

    Where 2 and 5 are the eigen values.


    This D = is verified .

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