5 5.1 © 2012 pearson education, inc. eigenvalues and eigenvectors eigenvectors and eigenvalues
TRANSCRIPT
Slide 5.1- 2 © 2012 Pearson Education, Inc.
EIGENVECTORS AND EIGENVALUES
Definition: An eigenvector of an matrix A is a nonzero vector x such that for some scalar λ. A scalar λ is called an eigenvalue of A if there is a nontrivial solution x of ; such an x is called an eigenvector corresponding to λ.
n nx λxA
x λxA
EIGENVECTORS AND EIGENVALUES
Slide 5.1- 3 © 2012 Pearson Education, Inc.
λ is an eigenvalue of an matrix A if and only if the equation
----(1)
has a nontrivial solution. The set of all solutions of (1) is just the null space
of the matrix .
( λ )x 0A I
λA I
n n
Slide 5.1- 4 © 2012 Pearson Education, Inc.
EIGENVECTORS AND EIGENVALUES So this set is a subspace of and is called the
eigenspace of A corresponding to λ.
The eigenspace consists of the zero vector and all the eigenvectors corresponding to λ.
Example 1: Show that 7 is an eigenvalue of matrix
and find the corresponding eigenvectors.1 6
5 2A
Slide 5.1- 5 © 2012 Pearson Education, Inc.
EIGENVECTORS AND EIGENVALUES
Solution: The scalar 7 is an eigenvalue of A if and only if the equation
----(2)
has a nontrivial solution. But (2) is equivalent to , or
----(3) To solve this homogeneous equation, form the matrix
x 7xA
x 7x 0A ( 7 )x 0A I
1 6 7 0 6 67
5 2 0 7 5 5A I
Slide 5.1- 6 © 2012 Pearson Education, Inc.
EIGENVECTORS AND EIGENVALUES The columns of are obviously linearly
dependent, so (3) has nontrivial solutions. To find the corresponding eigenvectors, use row
operations:
The general solution has the form .
Each vector of this form with is an eigenvector corresponding to .
7A I
6 6 0 1 1 0
5 5 0 0 0 0
2
1
1x
2 0x λ 7
Slide 5.1- 7 © 2012 Pearson Education, Inc.
EIGENVECTORS AND EIGENVALUES
Example 2: Let . An eigenvalue of
A is 2. Find a basis for the corresponding eigenspace. Solution: Form
and row reduce the augmented matrix for .
4 1 6
2 1 6
2 1 8
A
4 1 6 2 0 0 2 1 6
2 2 1 6 0 2 0 2 1 6
2 1 8 0 0 2 2 1 6
A I
( 2 )x 0A I
Slide 5.1- 8 © 2012 Pearson Education, Inc.
EIGENVECTORS AND EIGENVALUES
At this point, it is clear that 2 is indeed an eigenvalue of A because the equation has free variables.
The general solution is
, x2 and x3 free.
2 1 6 0 2 1 6 0
2 1 6 0 0 0 0 0
2 1 6 0 0 0 0 0
( 2 )x 0A I
1
2 2 3
3
1/ 2 3
1 0
0 1
x
x x x
x
Slide 5.1- 9 © 2012 Pearson Education, Inc.
EIGENVECTORS AND EIGENVALUES The eigenspace, shown in the following figure, is a
two-dimensional subspace of .
A basis is
1 3
2 , 0
0 1
Slide 5.1- 10 © 2012 Pearson Education, Inc.
EIGENVECTORS AND EIGENVALUES Theorem 1: The eigenvalues of a triangular matrix
are the entries on its main diagonal. Proof: For simplicity, consider the case.3 3
Slide 5.1- 11 © 2012 Pearson Education, Inc.
EIGENVECTORS AND EIGENVALUES
Theorem 2: If v1, …, vr are eigenvectors that correspond to distinct eigenvalues λ1, …, λr of an
matrix A, then the set {v1, …, vr} is linearly independent.
n n
Slide 5.1- 12 © 2012 Pearson Education, Inc.
EIGENVECTORS AND DIFFERENCE EQUATIONS
If A is an matrix, then
----(7)
is a recursive description of a sequence {xk} in .
A solution of (7) is an explicit description of {xk} whose formula for each xk does not depend directly on A or on the preceding terms in the sequence other than the initial term x0.
n n1x xk kA
Slide 5.1- 13 © 2012 Pearson Education, Inc.
EIGENVECTORS AND DIFFERENCE EQUATIONS
The simplest way to build a solution of (7) is to take an eigenvector x0 and its corresponding eigenvalue λ and let
----(8)
This sequence is a solution because
0x λ xk
k
1
0 0 0 0 1x (λ x ) λ ( x ) λ (λx ) λ x xk k k k
k kA A A