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EIGEN VALUES

INTRODUCTION

Eigen values are the concept of mathematics, it is


discovered by smith et. Al in1976. Suppose A is a 2x 2
matrix and X is a non zero vector such that Ax is a
scalar multiple of X say AX=‫ג‬X (here ‫ ג‬called lambda)
then geometrically each vector on the line through the
origin determined by X gets mapped back onto the
same line under multiplication by A. The algebraic
eigen value problem consist of determination of such
vector X , known as eigen vector, such scalar called
eigen values

DEFINATION OF EIGIEN VALUES


Let A be an n n matrix. The number is an eigenvalue of A if there exists a non-zero vector v
such that
Av= v
In this case, vector v is called an eigenvector of A corresponding to .

PROCEDURE TO OBTAIN EIGEN VALUES

1) Solve the characterstic equation IA- II =0 for eigen values if


A is of n order, the no. of eigen values are n or less than n
2) For a specific eigen values are , solve the homogeneous
system of equations

PROPERTIES OF EIGEN VALUES


At this point it might be a good idea to highlight several properties of eigenvalues
and eigenvectors. The following pertaint to the matrices we are dicussing here,
only.

• the absolute value of a determinant (|detA|) is the product of the absolute


values of the eigenvalues of matrix A
• c = 0 is an eigenvalue of A if A is a singular (noninvertible) matrix
• If A is a nxn triangular matrix (upper triangular, lower triangular) or
diagonal matrix , the eigenvalues of A are the diagonal entries of A.
• A and its transpose matrix have same eigenvalues.
• Eigenvalues of a symmetric matrix are all real.
• Eigenvectors of a symmetric matrix are orthogonal, but only for distinct
eigenvalues.
• The dominant or principal eigenvector of a matrix is an eigenvector
corresponding to the ei
• Egenvalue of largest magnitude (for real numbers, largest absolute value) of
that matrix.
• For a transition matrix, the dominant eigenvalue is always 1.
• The smallest eigenvalue of matrix A is the same as the inverse (reciprocal)
of the largest eigenvalue of A-1; i.e. of the inverse of A.

PROBLEM OF EIGEN VALUE

Consider a scalar matrix Z, obtained by multiplying an identity matrix by a scalar; i.e., Z = c*I.
Deducting this from a regular matrix A gives a new matrix A - c*I.

Equation 1: A - Z = A - c*I.

If its determinant is zero,

Equation 2: |A - c*I| = 0

and A has been transformed into a singular matrix. The problem of transforming a regular matrix
into a singular matrix is referred to as the eigenvalue problem.
However, deducting c*I from A is equivalent to substracting a scalar c from the main diagonal of
A. For the determinant of the new matrix to vanish the trace of A must be equal to the sum of
specific values of c. For which values of c?

EXAMPLES

Let be a linear transformation represented by a matrix . If there is a vector such that

(1
)

for some scalar , then is called the eigenvalue of with corresponding (right) eigenvector .

Letting be a square matrix

(2
)

with eigenvalue , then the corresponding eigenvectors satisfy

(3
)

which is equivalent to the homogeneous system

(4
)

Equation (4) can be written compactly as

(5
)
where is the identity matrix. As shown in Cramer's rule, a linear system of equations has
nontrivial solutions iff the determinant vanishes, so the solutions of equation (5) are given by

(6
)

This equation is known as the characteristic equation of , and the left-hand side is known as the
characteristic polynomial.

For example, for a matrix, the eigenvalues are

(7
)

which arises as the solutions of the characteristic equation

(8
)

If all eigenvalues are different, then plugging these back in gives independent equations
for the components of each corresponding eigenvector, and the system is said to be
nondegenerate. If the eigenvalues are -fold degenerate, then the system is said to be degenerate
and the eigenvectors are not linearly independent. In such cases, the additional constraint that the
eigenvectors be orthogonal,

(9
)

where is the Kronecker delta, can be applied to yield additional constraints, thus allowing
solution for the eigenvectors.

Eigenvalues may be computed in Mathematica using Eigenvalues[matrix]. Eigenvectors and


eigenvalues can be returned together using the command Eigensystem[matrix].

Assume we know the eigenvalue for

(10
)

Adding a constant times the identity matrix to ,

(11
)

so the new eigenvalues equal the old plus . Multiplying by a constant


(12
)

so the new eigenvalues are the old multiplied by .

Now consider a similarity transformation of . Let be the determinant of , then

(13
)
(14
)
(15
)

so the eigenvalues are the same as for .

CALCUTING EIGEN VALUES


Worked out some examples

Example 1

13 -4
A=[ ]
-4 7

of the linear transformation T(x1, x2) = (13x1 - 4x2, - 4x1 + 7x2) on R2. The characteristic
polynomial is

13 - λ -4
det(A - λI) = [ ] = (13 - λ)(7 - λ) - (-4)(-4) = 75 - 20λ + λ2.
-4 7 – λ

Since 75 - 20λ + λ2 = (5 - λ)(15 - λ), we get two eigenvalues λ1 = 5, λ2 = 15.

For λ1 = 5, we have

13 - 5 -4 8 -4
A - 5I = [ ]=[ ].
-4 7 - 5 -4 2

The solutions of (A - 5I)x = 0 are of the form x = c(1, 2), c arbitrary. We get an eigenvector v1 =
(1, 2), which is really a basis of the eigenspace nul(A - 5I).

For λ2 = 15, we have

13 - 15 -4 -2 -4
A - 15I = [ ]=[ ].
-4 7 - 15 -4 -8

The solutions of (A - 15I)x = 0 are of the form x = c(-2, 1), c arbitrary. We get an eigenvector v2
= (-2, 1), which is really a basis of the eigenspace nul(A - 15I).

Example 2

1 3 -3
A = [ -3 7 -3 ].
-6 6 -2

The characteristic polynomial has been computed in an earlier example: det(A - λI) = (4 - λ)2(- 2 -
λ). We have two eigenvalues λ1 = 4, λ2 = -2.
For λ1 = 4, we have

1-4 3 -3 -3 3 -3
A - 4I = [ -3 7 - 4 -3 ] = [ -3 3 -3 ].
-6 6 -2 - 4 -6 6 -6

The solutions of (A - 4I)x = 0 are of the form x = x2(1, 1, 0) + x3(1, 0, -1), x2 and x3 arbitrary. We
get two eigenvectors v1 = (1, 1, 0), v2 = (1, 0, -1), which form a basis of the eigenspace nul(A -
4I).

For λ2 = -2, we have

1+2 3 -3 3 3 -3
A + 2I = [ -3 7 + 2 -3 ] = [ -3 9 -3 ].
-6 6 -2 + 2 -6 6 0

The solutions of (A + 2I)x = 0 are of the form x = c(1, 1, 2), c arbitrary. We get an eigenvector v3
= (1, 1, 2), which is really a basis of the eigenspace nul(A + 2I).

We may verify that v1, v2, v3 actually form a basis of R3. Geometrically, we have complete
undestanding of the linear transformation given by A.

From the examples, we saw that for an n by n matrix A, det(A - λI) is a polynomial of degree n.
The general reason can be found here.

If A is the matrix of a linear transformation T: V → V on a finite dimensional vector space with


respect to one basis, then according to the discussion here, the matrix of T with respect to another
basis is B = PAP-1. By this property, we have

det(B - λI) = det(PAP-1 - λI) = det(P(A - λI)P-1) = det(P-1P(A - λI)) = det(A - λI).

Thus the characteristic polynomial of a linear transformation does not depend on the choice of
the basis. We also call det(A - λI) the characteristic polynomial of T.

Example 3

Let A= 2 −1 −4 −1 . Then

p( ) = = = = det 2− −1 −4 −1− (2− )(−1− )−(−4)(−1) 2− −6 ( −3)(


+2)
Thus, 1=3 and 2=−2 are the eigenvalues of A.

To find eigenvectors V corresponding to an eigenvalue , we simply solve the system of linear


equations given by

(A− I)v=0

EXAMPLE 4

Consider the matrix

The equation translates into

which is equivalent to the quadratic equation

Solving this equation leads to

In other words, the matrix A has only two eigenvalues.

In general, for a square matrix A of order n, the equation

will give the eigenvalues of A. This equation is called the characteristic equation or
characteristic polynomial of A. It is a polynomial function in of degree n. So we know that
this equation will not have more than n roots or solutions. So a square matrix A of order n will
not have more than n eigenvalues.

Example 5

Consider the diagonal matrix

Its characteristic polynomial is

So the eigenvalues of D are a, b, c, and d, i.e. the entries on the diagonal.

This result is valid for any diagonal matrix of any size. So depending on the values you have on
the diagonal, you may have one eigenvalue, two eigenvalues, or more. Anything is possible.

Remark. It is quite amazing to see that any square matrix A has the same eigenvalues as its
transpose AT because

For any square matrix of order 2, A, where


the characteristic polynomial is given by the equation

The number (a+d) is called the trace of A (denoted tr(A)), and clearly the number (ad-bc) is the
determinant of A. So the characteristic polynomial of A can be rewritten as

Let us evaluate the matrix

B = A2 - tr(A) A + det(A) I2.

We have

We leave the details to the reader to check that

In other word, we have

This equation is known as the Cayley-Hamilton theorem. It is true for any square matrix A of any
order, i.e.
where is the characteristic polynomial of A.

SIGNATURE OF STUDENT

VIVEK SINGH BHADAURIA

DATE 28/09/2010

COMMENTS/OBSERVATION BY FACULTY ADVISIOR

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____________________________________________________________
____________________________________________________________
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____________________________________________________________
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Recommended: Yes  No 

Signature of Faculty Advisor:


Date: Approved: Yes  No 
Signature of HOD:

Date:

Name of student :- vivek singh


bhadauria
Registration no. :- 11004750
Term paper :- Maths
Topic :- Eigen values
Faculty Advisor : - Shweta Manchanda
Roll no :- A12