MATHEMATICS FOR ENGINEERS

BASIC MATRIX THEORY

TUTORIAL 3 - EIGENVECTORS AND EIGENVALUES

This is the third tutorial on matrix theory. It is entirely devoted to the subject of Eigenvectors and
Eigenvalues which are used to solve many types of problems in engineering such as the frequency
of vibrating systems with several degrees of freedom.

INTRODUCTION

Suppose we have a square matrix A and that there is a vector x such that A x = x
is a scalar called the eigenvalue of A and x is the eigenvector.

The eigenvector must not be a zero vector but can be zero. The problem is how to find the
eigenvector and eigenvalue for a given matrix.

This work only applies to a square matrix.

THE POWER METHOD for FINDING THE EIGENVECTOR

Consider the matrix

=
4 1
6 3
A
Step 1 Choose

=
1
1
o
x
Step 2 Evaluate Ax
o
and call it x
1

= =
5
9
1
1
4 1
6 3
1 o
x Ax

Reduce by dividing by 5 and call it x
1

=
1
1.8
'
1
x
Evaluate Ax
1
' and call it x
2

=
5.8
11.4
'
1
x
Reduce by dividing by 5.8 and call it x
2

=
1
1.996
'
2
x
Evaluate Ax
2
' and call it x
3

= =
5.966
11.897
'
3 2
x Ax
Reduce by dividing by 5.966 and call it x
3

=
1
1.994
'
3
x
Evaluate Ax
3
' and call it x
4

= =
5.994
11.982
'
4 3
x Ax
Reduce by dividing by 5.994 and call it x
4

=
1.005
2.008
'
4
x
Evaluate Ax
4
' and call it x
5

= =
6.027
12.053
5
'
4
x Ax
Reduce by dividing by 6.027 and call it x
5

=
1.002
2.003
'
5
x
D.J.Dunn www.freestudy.co.uk 1
If we kept going we would see that the values converge on 2 and 1 and this is the eigenvector.
We have

=
6
12
1
2

4 1
6 3

1
2

4 1
6 3
Ax x A
So so = 6

=
6
12
1
2
x
This may also be found from the relationship called the Rayleigh Quotient
[ ]
[ ]
6
5
30
1
2
1 2
1
2
4 1
6 3
1 2
= =

=
x x
Ax x
T
T

There must be another eigenvalue as a 4 x 4 matrix always yields two. The power method does not
work for all cases.

SECOND METHOD USING THE IDENTITY MATRIX

You might recall the identity matrix or unit matrix is a special case of the diagonal matrix in which
all the leading elements are 1 and that any array multiplied by the unit matrix is unchanged. The
unit matrix is usually designated I.

It follows that A X = IX A X IX = 0 (A I)X = 0
Although X = 0 is a solution we cannot have a zero eigenvector. We need a non-zero solution. If
one exists then
det(A I) = 0 This is called the CHARACTERISTIC EQUATION.

Let's try it on the previous example.


det(A I)X = (3 - )(4 - ) (6)(1) =
2
- 7 + 6 = ( - 6)( - 1)
so = 6 or 1

The eigenvectors are the vector X that make (A I) X = 0.
Take = 6 (A I)X = 0
The characteristic equation matrix is

X is a single column vector with coefficients a and b

(A I)X gives us simultaneous equations.

We must solve the simultaneous equation resulting. The equations are -3a + 6 b = 0 and a -2b = 0.
This is not difficult to solve and show a = 2 and b = 1 but in more difficult cases you might use the
augmented matrix.

D.J.Dunn www.freestudy.co.uk 2

1
2

An eigenvector is where is any scalar and this is the same one found previously.

In Cartesian coordinates the vector could be (2x , y)

Now repeat the process and find an eigenvector corresponding to = 1

The characteristic equation is

We must solve the simultaneous equations


The equations are 2a + 6b = 0 and a + 3 b = 0. Again this is not difficult to solve and a = -3, b = 1.

1
3
An eigenvector is Where is any scalar number.

In cartesian form this might be (-3x , y) and this is the same one found previously.


WORKED EXAMPLE No.1

D.J.Dunn www.freestudy.co.uk 3
Find the eigenvalues and eigenvectors of matrix

SOLUTION

The characteristic equation is A - I =

The determinant is (4-)(3-) (1)(2) =
2
-7 +12 2 =
2
-7 + 10
Equate to zero and solve

2
-7 + 10 = 0
( - 5)( - 2) = 0
= 5 or 2 and these are the eigenvalues

To find the eigenvectors we must solve the simultaneous equations for each eigenvalue.

Take = 5 The characteristic equation is


We must solve


The equations to be solved are a + b = 0 and 2a -2b = 0 from which it is apparent that a = b
so one eigenvector is :

is any scalar value. In Cartesian form this might be (x, y)

Take = 2 The characteristic equation is

We must solve


The equations to be solved are 2a + b = 0 and 2a + b = 0 from which it is apparent that b = -2a
so one eigenvector is :

is any scalar value. In Cartesian form this might be (x, 2y)





WORKED EXAMPLE No.2

Find the eigenvalues and eigenvectors for the matrix

SOLUTION

First find the characteristic equation.

Next find det(M - I) First find the minors

The cofactors go + - + so A
11
=
2
- 2 +1 A
12
= 4 - 4 A
13
= 4 - 4

From the matrix a
11
= - a
12
= 2 a
13
= 1

The determinant is a
11
A
11
+ a
12
A
12
+ a
13
A
13
= (- )(
2
- 2 + 1) + (2)( 4 - 4) + (1)(4 - 4)
The determinant is -
3
+ 2
2
- 11 + 12
Equate to zero and change sign for convenience 0 =
3
- 2
2
- 11 + 12 = ( + 3) ( -4) ( - 1)
The eigenvalues are -3, 4 and 1

For eigenvalue = -3 (M-I)X = 0




This has reduced the equations to 3a + 2b +c = 0 and a + b = 0 hence b = -a and
3a 2a + c = 0 so c = -a
The eigenvector is (a, -a, -a) = a(1, -1,-1)or in Cartesian form (x, -y, -z)
is any scalar value.



D.J.Dunn www.freestudy.co.uk 4

For eigenvalue = 4 (M-I)X = 0



We have reduced the equations to -4a + 2b +c = 0
4a 3b = 0
8a = 0
Once solution is a = b = c =0 but the eigenvector can not be the zero vector. Another solution is:
b = 4a/3, c = 4a/3
The eigenvector is then (a, -4a/3, 4a/3) = a(1, -4/3, 4/3) or in Cartesian form
(x, -4y/3 , 4z/3) where is any scalar value.

For eigenvalue = 1 (M-I)X = 0


This reduces to -1a + 2 b + c = 0 and 4a = 0 in which case c = -2b and the eigenvector is:

(0, b, -2b) or (/b)(0, 1, -2) and in Cartesian form (0, y, -2z) where is any scalar value.





WORKED EXAMPLE No.3

Find the eigenvalues and eigenvectors for the matrix

SOLUTION

First find the characteristic equation.

Next find det(M - I) First find the minors

D.J.Dunn www.freestudy.co.uk 5

The cofactors go + - + so A
11
=
2
- 3 - 4 A
12
= 2 + 2 A
13
= 4 + 4

From the matrix a
11
= 3 - a
12
= 2 a
13
= 4

The determinant is a
11
A
11
+ a
12
A
12
+ a
13
A
13
= (3 - )(
2
- 3 - 4) + (2)( 2 + 2) + (4)(4 + 4)
The determinant is
3
+ 6
2
+15 + 8
Equate to zero 0 = -
3
+ 6
2
+ 15 +8 = ( +1) ( + 1) ( - 8)
The eigenvalues are -1, -1 and 8

For eigenvalue = -1 (M-I)X = 0


This should yield simultaneous equations to be solved but all three are multiples of the same
equation so we must find values of a, b and c that satisfy 2a + b + 2c = 0. There are infinite
solutions to this.

For eigenvalue = 8 (M-I)X = 0

This yields simultaneous equations to be solved.

Manipulate as follows.


Now we have -5a +2 b +4 c = 0 and -2b + c = 0

From this c = 2b -5a +2b + 8b = 0 b = a/2 hence c = a
The eigenvector is

In Cartesian form the vector is (2x, y, 2z)


D.J.Dunn www.freestudy.co.uk 6

SELF ASSESSMENT EXERCISE

Find the eigenvalues and eigenvectors for the following matrixes.


Answers -2 and 5 (-x, 3y/2) and (x, 2y)


Answers 1, -1 and 5, (0, 0, z), (-x, 2y, 5z/2) and (x, y , 5z/4)


Answers -6, 1 and 5, (2x, -y, z), (x, 3y, -3z) and (x, 3y , z)


D.J.Dunn www.freestudy.co.uk 7