Professional Documents
Culture Documents
Matrix Eigenvalue
Problems
References
Digeteo (2009). Scilab [Software]. Available at http://www.
scilab.org/
Erwin Kreyszig, “Advanced Engineering Mathmatics”, 8th
Edition, Copyright © 2003 John Wiley & Sons,
Peter V. O’Neil, “Advanced Engineering Mathematics”,
Copyright © 2007, Nelson, ad division of Thomson Canada Ltd.
Strang, Gilbert. (Spring 2005). MIT OpenCourseWare. Linear
Algebra. Video Lectured retrieved from
http://ocw.mit.edu/OcwWeb/Mathematics/18-06Spring-2005/VideoLec
Williams, Gareth. “Linear Algebra with applications”. 3rd
Edition. Copyright © 1996. Times mirror Higher education
Group, Inc.
Let A = [ajk ] be a given n x n matrix and consider the
vector equation
(1)
Ax = λx
A value of λ for which (1) has solution x≠ 0 is called
eigenvalue or characteristic value of the matrix A.
The corresponding solution x≠ 0 of (1) is called
eigenvectors or characteristic vectors
The set of eigenvalues is called spectrum of A
The largest of absolute value of eigenvalues of A is
called the spectral radius of A.
The set of all eigenvectors corresponding to an
eigenvalue of A, together with 0, forms a vector
space, called the eigenspace of A.
Equation Matrix
− 5 x1 + 2 x2 = λx1
2 x1 − 2 x2 = λx2 − 5 2
A=
−
( − 5 − λ ) x1 + 2 x2 = 0 2 2
− 5 2 x1 x1
2 x1 + ( − 2 − λ ) x2 = 0 Ax = = λ
2 − 2 x2 x2
D( λ ) = ( − 5 − λ )( − 2 − λ ) − 4 − 5 − λ 2
D(λ ) = det( A − λI ) =
= λ2 + 7λ + 6 = 0, 2 − 2 − λ
λ1 = −1, λ2 = −6 x1 = 1, x2 = 2, x1 = 2, x2 = −1
1 2
4 x1 + 2 x2 = 0, x1 + 2 x2 = 0 x= x=
2 − 1
2 x1 − x2 = 0, 2 x1 + 4 x2 = 0
x2 = 2 x1 , x 2 = − x1 / 2
Application
Stretching an elastic membrane
An elastic membrane in the x1x2-plane with boundary
circle x12+x22=1 is stretched so that point P:(x1,x2)
goes over into point Q:(y1,y2) given by
y1 5 3 x1 y1 = 5 x1 + 3 x2
(1) y = Find= Ax = principal
the ; in components
directions, , directions of
that is, the
y2 the position y 2 = 3 x1 of
5 x2x of P for which the direction
3 vector + 5the
x2
position vector y of Q is the same or exactly opposite.
What shape does the boundary circle take under this
deformation.
Solution
We are looking for vectors x such
that y=λ x. Since y=Ax, this give
Ax= λ x, an equation of the form
(1), an eigenvalue problem.
0 = ( 5 − λ ) x1 + 3 x2
Ax = λx → ( A − λI ) x = 0 →
0 = 3 x1 + ( 5 − λ ) x2
5−λ 3
= ( 5 − λ ) − 9 = 0, λ1 = 8, λ2 = 2
2
3 5−λ
Solution…
Using λ 1
− 3 x1 + 3 x2 = 0 x2 = x1, arbitrary 1
→ → x = ,
3 x1 − 3 x2 = 0 x1 = 1, x2 = 1 1
45o direction
3 x1 + 3Using
x2 = 0 λ 2 x2 = − x1, arbitrary 1
→ → x = ,
3 x1 + 3x2 = 0 x1 = 1, x2 = −1 − 1
135o direction
Leontief Input-Output Model in
Economics (Gareth, 1993 page 96)
Wassily Leontief received a Nobel Prize in 1973 for
introducing input-output model that is used to
analyze the interdependence of economies.
Consider n interdependent industries.
Let aij = amount of commodity i in $1 of commodity j.
Let di = demand of open sector (consumer and
government) from industry i.
xi = total output of industry i necessary to meet the
demand of all n industry and open sector.
Leontief Input-Output Model in
Economics (Gareth, 1993 page 96)…
Equations:
X = AX + D
(X-AX)=D
(I-A)X=D
D is thus the gross national
products GNP of the economy.
Example
An economy consisting of three industries
having the following input-output matrix A.
Determine the output levels required of the
industries to meet the demands of the other
industries and of the open sector in each
case. 1 1 3
5 5 10
1 9 6 12
1
A= 0 , D = 12, 9, 18 ,
2 2
0 1 16 8 32
0
5
Symmetric, Skew-
Symmetric,
and Orthogonal Matrices
Definitions
A real square matrix A=[ajk ] is called
symmetric if transposition leaves it unchanged,
AT=A,
skew-symmetric if transposition gives the
negative of A, AT=-A,
Orthogonal if transpostion gives the inverse of
A, AT=A-1 .
Any real square matrix A may be written as
sum of a symmetric matrix R and a skew-
symmetric S, where
R=1/2(A+AT) and S=1/2(A-AT)
Theorem
The eigenvalues of a symmetric
matrix are real.
The eigenvalues of skew-
symmetric matrix are pure
imaginary or zero.
Theorem
An orthogonal transformation
preserves the value of the inner
a•b = a b
product of vectors T
Skew-Hermitian ifA T
= − A, that is, a jk = − a jk
Unitary if A T = A −1