Session - 5

EIGEN VALUES AND EIGEN VECTORS

Eigen Values
For a system with state equation dX/dt = AX + BU, the characteristic equation of n x n system matrix A is |I A| = 0. The characteristic equation is an nth degree polynomial in . The roots of the characteristic polynomial are called Eigen values.

Eigen Vectors
A nonzero column vector X is an Eigenvector of a square matrix A, if there exists a scalar such that AX = X, then is a Eigenvalue of A. With the eigenvalue known using the equation (A - )X = 0, we can compute the eigenvector X. Eigenvalue may be zero but the corresponding eigenvector may not be a zero vector.

Properties of Eigenvalues and Eigenvectors

1. The sum of the Eigenvalues of a matrix is equal to its trace, which is the sum of the elements on its main diagonal. 2. Eigenvectors corresponding to different Eigenvalues are linearly independent. 3. A matrix is singular if and only if it has a zero Eigenvalue. 4. If X is an eigenvector of A corresponding to the Eigenvalue of A and A is invertible, then X is an eigenvector of A -1 corresponding to its Eigenvalue 1/. 5. If X is an eigenvector of a matrix then KX is also an eigenvector for any nonzero constant K. Here both X and KX correspond to the same Eigenvalue.

6. A matrix and its transpose have the same Eigenvalues. 7. The Eigenvalues of an upper or lower triangular matrix are the elements on Its main diagonal. 8. The product of the Eigenvalues (counting multiplicities) of the matrix equals the determinant of the matrix. 9. If X is an eigenvector of A corresponding to Eigenvalue of then X is an eigenvector of A - CI corresponding to the Eigenvalue - C for any scalar C.

Determination of Eigenvectors

Case 1: Distinct Eigenvalues

If the Eigenvalues of A are all distinct, then we have only one independent eigenvector corresponding to any particular Eigenvalue i The eigenvector corresponding to i may be obtained by taking cofactors of matrix (i I - A) along any row. For mi = eigenvector corresponding to i , the eigenvector mi is given by

Ck1 C k2 mi . . C kn
where Ck1 Ck2, . Ckn are cofactors of matrix {i I-A) along kth row.

Case 2: Multiple Eigenvalues In this case the eigenvectors corresponding to the distinct Eigenvalues are evaluated as mentioned in case 1. If the matrix has repeated Eigenvalues with multiplicity "q", then there exists only one independent eigenvector corresponding to that repeated Eigenvalue. If i is a repeated Eigenvalue, then the independent vector corresponding to i can be evaluated by taking the cofactor of matrix (i I - A) along any row as mentioned in case 1.

 The remaining (q - 1) eigenvectors can be obtained as shown. Let, mp be the pth Eigenvector corresponding to repeated Eigenvalue i where Ck1 Ck2, . Ckn are cofactors of matrix (i I-A) along kth row.

SIMILARITY TRANSFORMATION
The square matrices A and B are said to be similar if a nonsingular matrix P exists such that P-1 AP = B Similarity transformation is a linear transformation. The matrix P is called transformation matrix. The similarity transformation can be used for diagonalization of a square matrix. If an n xn matrix has n linearly independent eigenvectors (i.e., with distinct Eigenvalues) then it can be diagonal zed by a similarity transformation. If a matrix has multiple Eigenvalues, it will not have a complete set of n linearly independent eigenvectors such a matrix can be transformed into a Jordan canonical form. The transformation matrix for diagonalization or converting to Jordan form can be obtained from eigenvectors.

 For a system with n state variables we can find n numbers of eigenvectors m1, m2, m3 , ., mn the transformation matrix is obtained by arranging the eigenvectors column wise as shown: M = [m1 m2 m3 . mn] This transformation matrix is also called Modal matrix and denoted by M.

 The similarity transformation will not alter certain properties of the matrix. A property of a matrix is said to be invariant if it is possessed by all similar matrices. The determinant, characteristic equation and trace of a matrix are invariant under a similarity transformation. Since the characteristic equation is invariant the Eigenvalues are also invariant under a linear or similarity transformation.

TRANSFORMATION OF STATE MODEL

When a nondiagonal system matrix A has distinct Eigenvalues, it can be converted to diagonal matrix by a similarity transformation using modal matrix, M. The state model is transformed to canonical form. When a nondiagonal system matrix has multiple Eigenvalues, it can be converted to Jordan matrix by a similarity transformation using modal matrix, M.

 When the system matrix A is in the companion or Bush form then the modal matrix is given by a special matrix called vander monde matrix, V.

 If the system matrix A is in the companion form and has multiple Eigenvalues, then the modal matrix is given by modified vander monde matrix shown.