* CLASS: SY B.
SC IT
SUBJECT: APPLIED
MATHEMATICS
TOPIC:EIGEN VALUES &
EIGEN VECTORS
* EIGEN VALUES AND EIGEN VECTORS
Let A be an matrix. The characteristic polynomial of A is
given by The characteristic equation of A is given by
The roots of the characteristic equation 1 is called
characteristic roots or eigen values.
For each eigenvalue λ, we have (A − λI)x = 0, where x is the
eigenvector associated with eigenvalue λ.
Working Rule to find Eigen Values and Eigen Vectors:
Step 1:Let the given matrix be A. Write the characteristic
equation using the formula
1
Step 2: Solve the equation 1 , to find the characteristic
roots (eigen values).
We have two cases:
(i) Eigen values are distinct.
(ii) Eigen
values are repeated(A is symmetric or not
symmetric).
Step 3: The eigen vector corresponding to the each eigen value
is found using the equation
* Types of problems- Eigen Values &
Eigen Vectors
There are three types of problems
Type 1: When all eigen values are distinct and matrix A may be
symmetric or non-symmetric.
Type 2: When eigen values are repeated and A is non-symmetric.
Type 3: When eigen values are repeated and A is symmetric.
Cramer’s Rule is used which is given as follows :
Two homogeneous equations in three variables can be solved as follows:
Let
then
Type 1:All roots(eigen values) are non-repeated, Matrix is
symmetric or Non-symmetric.
Example 1: Find eigen values and eigen vectors for
Step1: The characteristic equation of A is
The characteristic equation is found using the formula
sum of diagonal elements of A = 2 + 1 + (-1)=2
Minor of 1 =
Minor of -1 =
Sum of minors of diagonal elements = -5
5
Sum of the coefficients = 1-2-5+6 = 0
is a factor. +1 is a root
To find the other roots, we use synthetic division
1 1 -2 -5 6
0 1 -1 -6
1 -1 -6 0
⟹
the eigen values are 1, -2, 3.
Step 2: Find the eigen vectors
Case 1:
The eigen vector corresponding to is given by the equation
By Cramer’s Rule,
Case 2:
The eigen vector corresponding to the eigen value is given by
By Cramer’s Rule
Case 3:
The eigen vector corresponding to the eigen value 3 is given by
.
By Cramer’s Rule
Type 1:All roots(eigen values) are non-repeated, Matrix is
symmetric or Non-symmetric.
Example 2: Find eigen values and eigen vectors for
Step1: The characteristic equation of A is
The characteristic equation is found using the formula
i.e, where
Sum of diagonal elements of A &
= sum of minors of diagonal elements of A
=6 and
11
Sum of the coefficients =
Since sum of the coefficients = 0 , ( 𝛌 – 1 ) is a factor. Find the other roots
by
synthetic division.
1 1 -6 11 -6
0 1 -5 6
1 -5 6 0
5⟹
the eigen values are 1, 2, 3.
Step 2: Find the characteristic vectors
Case 1:
The eigen vector corresponding to is given by the equation
From first row we have
From second row we get
the eigen vector corresponding to is given by
Case 2:The eigen vector corresponding to 2 is given by the equation
From second row
From third row 2
If ,then and
Therefore, the eigen vector
corresponding to the eigen
value is given by
Case 3:The eigen vector corresponding to 3 is given by the equation
From first row
-2
From third row 2
If ,then and Therefore, the eigen vector
corresponding to the eigen
value 3 is given by
Type II: Repeated Eigen values and A is Non-Symmetric
Example 3: Find Eigen values and Eigen vectors for
Solution:
Step1: The characteristic equation of A is given by
The characteristic equation is found using the formula
i.e, where
Sum of diagonal elements of A &
= sum of minors of diagonal elements of A
and
Sum of the coefficients =
Since sum of the coefficients = 0 , ( – 1 ) is a factor. Find the other roots by
synthetic division.
1 1 -9 15 -7
0 1 -8 7
1 -8 7 0
(
Therefore the eigen values are
Here 1 is repeated.
Step 2: Find the eigen vectors
Case 1: First we find the eigen vector corresponding to
The characteristic vector corresponding to is given by
Using Cramer’s Rule
Therefore, the eigen vector corresponding to the eigen value 7 is given
by
Case 2:
The characteristic vector corresponding to 1 is given by
When the eigen values are repeated, the system gives a single homogeneous
equations and cramer’s rule is not applicable.
Expanding by first row we have,
We assume any one element to be zero say and give any convenient value
say 1 to and find
Therefore, the eigen vector corresponding to the eigen value is given by
Case 3:
The characteristic vector corresponding to 1 is given by
. We will get the same set of equations. So here we take and find
Therefore, the eigen vector corresponding to the eigen value is given by
the eigen vectors corresponding to & is given by
respectively.
Type III: Repeated Eigen values and A is Symmetric.
Note: When A is symmetric, its eigen vectors are orthogonal.
Any two vectors are said to be orthogonal if
Example 4:Find eigen values and eigen vectors of
Solution:
Step1: The characteristic equation of A is given by
The characteristic equation is found using the formula
i.e, where
Sum of diagonal elements of A &
= sum of minors of diagonal elements of A
12 and
32
36
Sum of the coefficients =
Since sum of the coefficients 0 , ( – 1 ) is not a factor.
Also, sum of coefficients of odd power terms in
Also, sum of coefficients of even power terms in
They are not equal, hence ( + 1 ) is not a factor.
By trial and error we see satisfies equation. is a factor
Find the other roots by synthetic division.
2 1 -12 36 -32
0 2 -20 32
1 -10 16 0
(
Therefore the eigen values are
Here 2 is repeated. First we find the eigen vector corresponding to 8
Step 2: Find the characteristic vectors
Case1:
The characteristic vector corresponding to the eigen value is given by
By applying Cramer’s Rule
Therefore, the eigen vector corresponding to the eigen value 8 is given by
Case 2:
The characteristic vector corresponding to the eigen value 2 is given by
Since is a repeated root, we get only single equation
We choose convenient values to & and find the value of
Let and find the value of
Therefore, the eigen vector corresponding to the eigen value 2 is given by
Case 3:
The third eigen root is repeated. Also the given matrix is Symmetric.
Therefore the eigen vectors are orthogonal.
Let .
Since are orthogonal,
Also are orthogonal,
. We have two equations
By Cramer’s Rule we have .
ASSIGNMENT
Eigen Values And Eigen Vectors
Type 1: ( Non-repeated eigen values)
1. Find the eigen values and eigen vectors of the following
matrix A =
Type 2: (Repeated eigen values & A is non-symmetric)
2. Find the eigen values and eigen vectors of the following
matrix A =
3. Find the eigen values and eigen vectors of the following
matrix A =
Type 3: (Repeated eigen values and A is Symmetric)
4. Find the eigen values and eigen vectors of the following
matrix A =
*Thank you
