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Contents
1 Definition 1
2 Characteristic Polynomial 2
3 Computation of Eigenvectors 4
1 Definition
Eigenvalues and eigenvectors: the definition
Let A be an n n matrix, for example coming from a linear transformation of a
n dimensional vector space V into itself.
Definition 1. A nonzero vector v in K n is called an eigenvector of A if Av is a scalar
multiple of v, that is
Av = v
E = {v K n | Av = v}.
5.3
Some examples
Example 2. Consider the matrix A = 38 1 0
. The vector v = ( 12 ) is an eigenvector of
A corresponding to the eigenvalue = 3, since
Av = 38 1
0
1
( 2 ) = ( 36 ) = 3v.
1
1 0 0
Example 3. Consider the matrix 01 0 , which corresponds to reflection in the
0 0 1
xy-plane. Then
n x o
E1 = y R3 x, y R ,
0
n 0 o
E1 = R3 z R .
0
z
5.4
Computation of eigenvalues
To find the eigenvalues of an n n matrix A we write Av = v as
Av = In v,
(A In )v = 0.
det(A In ) = 0.
5.5
2 Characteristic Polynomial
Definition
Definition 5. Define pA () := det(A In ). Then pA () is called the characteristic
polynomial of A.
Trace
2
2 2-matrices
Theorem 8. Let A be a 2 2-matrix. Then the characteristic polynomial of A is given
by
pA () = 2 tr(A) + det(A).
5.8
pA () = det (I2 A)
a b 1 0
= det
c d 0 1
a b
= det
c d
= (a )(d ) bc
= 2 (a + d) + (ad bc)
= 2 tr(A) + det(A).
Solution.
5.9
Solution.
5.10
3
3 Computation of Eigenvectors
Basic Idea
The eigenvectors of a matrix A, corresponding to an eigenvalue , are the
nonzero vectors v such that
Av = v,
that is
(A In )v = 0.
We call the solution space E the eigenspace of .
We get the eigenvectors by solving this system of linear equations. We are
guaranteed to find nontrivial solutions, if is an eigenvalue. 5.11
An example
Example 11. Consider A = ( 21 12 ). From an earlier example we know that its eigen-
values are = 1 and = 3. Find the corresponding eigenspaces E1 and E3 .
Solution.
For = 1 we have to solve
( 21 12 ) 1 ( 10 01 ) ( xy ) = 0,
or equivalently
x + y = 0,
x + y = 0,
and so
1
E1 = R .
1
5.12
Solution.
4
Solution.
5.13
And more
Example 14. Find the characteristic polynomial, eigenvalues and eigenspaces for
the matrices
2 1 1 2 0 1
A = 2 1 2 , B= 0 2 1 .
1 0 2 23 31 0
Solution.
5.14
5
The eigenvalues of A are 1 and 0.92. 5.16
0.05 0.03
AI =
0.05 0.03
3
and the eigenspace E1 = span{ }.
5
If 3/8 of the total population lives in the city, and 5/8 live in the suburbs, then
the population on each will stay the same from year to year. 5.17
0.03 0.03
A 0.92I =
0.05 0.05
1
and the eigenspace E0.92 = span{ }.
1
This clearlydoesnt
correspond
to a feasible solution but it can still be of use.
3 1
Note that { , } is a basis of R2 . 5.18
5 1
Write the initial population distribution as a linear combination of these vectors
3 1
v0 = a +b
5 1
Then
3 1
v1 = Av0 = a + b(0.92)
5 1
and
3 n 1
vn = Avn1 =a + b(0.92)
5 1
As n becomes large, (0.92)n tends to zero, and the distribution will approach the
3
state vn a . 5.19
5
5.20
Matrix Formulation
(We write it for K = R, but it would work as well with C instead of R everywhere.)
We can write the state of the system at time-step n as a vector in Rk :
x1 [n]
x2 [n]
vn := . .
..
xk [n]
6
Then the previous system of equations becomes
a11 a12 ... a1k
a21 a22 ... a2k
vn+1 = . .. .. vn
.. ..
. . .
a11 a12 ... a1k
vn+1 = Avn .
5.21
After n steps
If v0 is the initial state of the system, then it is not difficult to see that
vn = An v0 .
Suppose there exists a basis of Rk such that each element of the basis is an
eigenvector of A, i.e. a basis {u1 , u1 , . . . , uk } such that
Aui = i ui .
for some i R.
Write our initial vector v0 in terms of this basis:
v0 = c1 u1 + c2 u2 + . . . + ck uk
Then
Av0 = A(c1 u1 + c2 u2 + . . . + ck uk )
= c1 Au1 + c2 Au2 + . . . + ck Auk
= c1 1 u1 + c2 2 u2 + . . . + ck k uk
vn = c1 n1 u1 + c2 n2 u2 + . . . + ck nk uk
Using this we can analyse the long term behaviour of the system. 5.22
For this habitat the following equations model the transformation of this system
from one year to the next:
7
Solution.
5.23
Can we find a stable level of population for this park? That is, is there a popu-
lation that, once established, will stay constant over time?
5.24
Solution
Let the year n population in the park be denoted by pn and the population in
the rest of the world by rn . Then
or equivalently,
pn+1 0.9 0.01 pn pn
= =T ,
rn+1 0.1 0.99 rn rn
where T denotes the 2 2-matrix.
Solution, continued
In other words, we are looking for an eigenvector of T with eigenvalue 1.
If we solve the set of linear equations, we find r = 10p, that is, the population
outside of the park should be 10 times bigger than the population inside the park.
If we would have these populations, then every year a thousand animals (10%
of 10,000) will leave the park, and every year a thousand (1% of 100,000) will enter
the park, and so the situation is indeed stable. 5.26
8
Other eigenvalues
We have seen that 1 is an eigenvalue of T . The corresponding eigenvector cor-
responds to a stable situation: the populations dont change over time.
2 1.89 + 0.89,
For the eigenvalue = 0.89, we have that both populations shrink by 11% every
year.
1
The corresponding eigenvector is 1 . So in this situation the population out-
side is the negative of the population inside, with the total population being 0. This
is not a feasible solution. 5.27
Solution.
5.28