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TERM PAPER ENGINEERING MATHEMATICS

Topic:

PROVE THAT EIGEN VALUE OF A HERMITTIAN MATRIX ARE ALWAYS REAL . GIVE EXAMPLE .USE THE ABOVE RESULT TO SHOW THAT THE DET(H-3I) CANNOT BE ZERO .IF H IS HERMITTIAN MATRIX AND I IS UNIT MATRIX

DOR: OCT19,2010 DOS: NOV 16, 2010

Submitted to: Ms. PRIYANKA SINGH Deptt. Of Engineering mathematics RK6005B36

Submitted by: Mr. ANKIT VERMA Roll. No.

Reg.No. 11008924 Class K6005

ACKNOWLEDGEMENT

It acknowledges all the contributors involved in the preparation of this project. Including me, there is a hand of my teachers, some books and internet. I express most gratitude to my subject teacher, who guided me in the right direction. The guidelines provided by her helped me a lot in completing the assignment.

The books and websites I consulted helped me to describe each and every point mentioned in this project. Help of original creativity and illustration had taken and I have explained each and every aspect of the project precisely.

At last it acknowledges all the members who are involved in the preparation of this project.

Thanks ANKIT VERMA

ABSTRACT
In mathematics, eigenvalue, eigenvector, and eigenspace are related concepts in the field of linear algebra. The prefix eigen- is adopted from the German word "eigen" for "innate", "idiosyncratic", "own".[1] Linear algebra studies linear transformations, which are represented by matrices acting onvectors. Eigenvalues, eigenvectors and eigenspaces are properties of a matrix. They are computed by a method described below, give important information about the matrix, and can be used in matrix factorization. They have applications in areas of applied mathematics as diverse aseconomics and quantum mechanics. In general, a matrix acts on a vector by changing both its magnitude and its direction. However, a matrix may act on certain vectors by changing only their magnitude, and leaving their direction unchanged (or possibly reversing it). These vectors are the eigenvectors of the matrix. A matrix acts on an eigenvector by multiplying its magnitude by a factor, which is positive if its direction is unchanged and negative if its direction is reversed. This factor is the eigenvalue associated with that eigenvector. An eigenspace is the set of all eigenvectors that have the same eigenvalue, together with the zero vector.

TABLE OF CONTENT
1. EIGEN VALUE
2.

COMPUTATION OF EIGEN VALUES AND THE CHARACTERSTICS EQUATION

3. HERMITTIAN MATRIX 4. PROPERTIES OF HERMITTTIAN MATRIX 5. PROOF:EIGEN VALUE OF HERMITTIAN MATRIX IS REAL 6. EXAMPLE OF ABOVE 7. DET (A-3I) 8. BIBLOGRAPHY

Eigenvalues
If the action of a matrix on a (nonzero) vector changes its magnitude but not its direction, then the vector is called an eigenvector of that matrix. A vector which is "flipped" to point in the opposite direction is also considered an eigenvector. Each eigenvector is, in effect, multiplied by a scalar, called the eigenvalue corresponding to that eigenvector. The eigenspace corresponding to one eigenvalue of a given matrix is the set of all eigenvectors of the matrix with that eigenvalue. Given a linear transformation A, a non-zero vector x is defined to be an eigenvector of the transformation if it satisfies the eigenvalue equation Definition for some scalar . In this situation, the scalar is called an eigenvalue of A corresponding to the eigenvector x. The key equation in this definition is the eigenvalue equation, Ax = x. That is to say that the vector x has the property that its direction is not changed by the transformation A, but that it is only scaled by a factor of . Most vectors x will not satisfy such an equation: a typical vector x changes direction when acted on by A, so that Ax is not a multiple of x. This means that only certain special vectors x are eigenvectors, and only certain special scalars are eigenvalues. Of course, if A is a multiple of the identity matrix, then no vector changes direction, and all non-zero vectors are eigenvectors.

Computation of eigenvalues, and the characteristic equation


When a transformation is represented by a square matrix A, the eigenvalue equation can be expressed as
This can be rearranged to

If there exists an inverse

then both sides can be left multiplied by the inverse to obtain the trivial solution: x = 0. Thus we require there to be no inverse by assuming from linear algebra that the determinant equals zero:
det(A I) = 0.

The determinant requirement is called the characteristic equation (less often, secular equation) of A, and the left-hand side is called the characteristic polynomial. When expanded, this gives a polynomial equation for . The eigenvector x or its components are not present in the characteristic equation. The matrix

defines a linear transformation of the real plane. The eigenvalues of this transformation are given by the characteristic equation

The roots of this equation (i.e. the values of for which the equation holds) are = 1 and = 3. Having found the eigenvalues, it is possible to find the eigenvectors. Considering first the eigenvalue = 3, we have

After matrix-multiplication This matrix equation represents a system of two linear equations 2x + y = 3x and x + 2y = 3y. Both the equations reduce to the single linear equation x = y. To find an eigenvector, we are free to choose any value for x (except 0), so by picking x=1 and setting y=x, we find an eigenvector with eigenvalue 3 to be

We can confirm this is an eigenvector with eigenvalue 3 by checking the action of the matrix on this vector:

Any scalar multiple of this eigenvector will also be an eigenvector with eigenvalue 3. For the eigenvalue = 1, a similar process leads to the equation x = y, and hence an eigenvector with eigenvalue 1 is given by

Hermitian matrix
In mathematics, a Hermitian matrix (or self-adjoint matrix) is a square matrix with complex entries that is equal to its own conjugate transpose that is, the element in the i-th row and j-th column is equal to the complex conjugate of the element in the j-th row and i-th column, for all indices i and j:

If the conjugate transpose of a matrix A is denoted by can be written concisely as

, then the Hermitian property

Hermitian matrices can be understood as the complex extension of real symmetric matrices. For example,

is a Hermitian matrix.

Properties of hermittian matrix


The entries on the main diagonal (top left to bottom right) of any Hermitian matrix are necessarily real. A matrix that has only real entries is Hermitian if and only if it is a symmetric matrix, i.e., if it is symmetric with respect to the main diagonal. A real and symmetric matrix is simply a special case of a Hermitian matrix. Every Hermitian matrix is normal, and the finite-dimensional spectral theorem applies. It says that any Hermitian matrix can be diagonalized by a unitary matrix, and that the resulting diagonal matrix has only real entries. This means that all eigenvalues of a Hermitian matrix are real, and, moreover, eigenvectors with distinct eigenvalues are orthogonal. It is possible to find an orthonormal basis of Cnconsisting only of eigenvectors. The sum of any two Hermitian matrices is Hermitian, and the inverse of an invertible Hermitian matrix is Hermitian as well. However, the product of two Hermitian matrices A and B will only be Hermitian if they commute, The eigenvectors of a Hermitian matrix are orthogonal, i.e., its eigendecomposition is where Since right- and left- inverse are the same, we also have

and therefore , where i are the eigenvalues and ui the eigenvectors. Additional properties of Hermitian matrices include:
The sum of

a square matrix and its conjugate transpose

is

Hermitian.

The difference An

of a square matrix and its conjugate transpose is skew-Hermitian (also called antihermitian). arbitrary square matrix C can be written as the sum of a Hermitian matrix A and a skew-Hermitian matrix B:

The determinant of a Hermitian matrix is real:

Proof: Therefore if

Theorem:
Eigenvalues of a Hermitian matrix are real

Proof: Suppose is a (non-zero) eigenvector of .


, , , .

with eigenvalue

Thus either Example

, contrary to assumption, or

A is Hermitian matrix A = | 1 1+i| |1-i 2 | This is Hermitian.

CHARACTERSTIC EQUATION OF EIGEN VALUE |A-KI|=0 \Its characteristic equation is |1-k 1+i| = 0

|1-i 2-k| which gives k1 = 0 and k2 = 3 (both real)

Det (H-3I) can not be zero where H is the hermittian matrix and I is the unit matrix
H = | a b+i| |b-i c |

|H-3I|= | a-3 b+i| |b-i c-3 | =(a-3)(c-3)-(b2-i2) =(a-3)(c-3)-(b2+1) Where a, b, c are real and positive We will obtain the real value not zero For example H= | 3 2+i| |2-i 1 |

|H-3I|= | 3-3 2+i| |2-i 1-3 | = -3

Hence proved

BIBLOGRAPHY

1.

www.mathfax.com

2. www.mathforum.com 3. HIGHER ENGINEERING MATHEMATICS -B.V.RAMANA 4. HIGHER ENGINEERING MATHEMATICS -G.S.GREWAL