Eigen problems

Revision
Mathematics: Solve systems of differential
equations
Vibration analysis: Describes frequency and
mode of vibration respectively
Mechanics: Represent principal stresses and
the principal axes of stress in bodies
Digital signal processing: Use in the
theoretical analysis of adaptive filter
algorithms
Used in
TUT: EL Voges 2
Outcomes
Write down the characteristic equation for a
given matrix A

Calculate the eigenvalues of A

Calculate the eigenvectors associated with
distinct and repeated eigenvalues
TUT: EL Voges 3

Seeking non trivial solutions to the equation



A is a square matrix

x is an eigenvector of A (a non zero vector)

is an eigenvalue of A corresponding to x


Eigenvalue problem
Ax x =

TUT: EL Voges 4


Eigenvectors of a square matrix: non- zero
vectors that, when multiplied by the matrix,
remain parallel to the original vector
Changes length ,not direction
What is an eigenvector?
Ax x =
TUT: EL Voges 5
An eigenvalue is the amount by which the
eigenvector is scaled when multiplied by the
matrix
Stretching:
Shrinking:
Reversal of direction :
What is an eigenvalue?
0 <
0 1 < <
1 >
TUT: EL Voges 6
What is an eigenvalue
Determines the amount the eigenvector is scaled under
the linear transformation
Eigenvalue of +2: eigenvector is doubled in
length and points in the same direction
Eigenvalue of 1: eigenvector is reversed in
direction
TUT: EL Voges 7
Practical example
0< <1
>1
<0
TUT: EL Voges 8
http://en.wikipedia.org/wiki/Eige
nvalue
Idea from wikipedia
Physical example (wikipedia)
TUT: EL Voges 10
Transformations in a plane along
with their 22 matrices, eigenvalues,
and eigenvectors (Wikipedia)
TUT: EL Voges 11
12
Horizontal shear Scaling Unequal scaling Rotation by
illustration
matrix
characteristic
equation
(1 )
2
= 0 ( k)
2
= 0
( k
1
)( k
2
) =
0

2
2 cos + 1
= 0
eigenvalues
i

1
=1
1
=k
1
= k
1
,
2
= k
2

1,2
= cos i
sin = e
i

eigenvectors
| |
1
u 1, 0
T
=
| |
| |
1
2
u 1, 0
u 0,1
T
T
=
=
| |
| |
1
2
u 1,
u 1,
T
T
j
j
=
=
| |
| |
1
2
u 1, 0
u 0,1
T
T
=
=
The mathematics
A is a square n n matrix. Calculate
Eigenvalue from the characteristic equation


Eigenvector X from the matrix equation

0 A I =
| |
0 A I X =
TUT: EL Voges 13
Sum of the eigenvalues of A = trace A

Product of the eigenvalues of A = det(A)

Eigenvalues of

Eigenvalues of , etc.
Properties if eigenvalues (p28)
1
1
A
i

A
i
k k
TUT: EL Voges 14
Calculate the eigenvalues and
corresponding eigenvectors
Example 1
3 2
2 3
A
(
=
(

TUT: EL Voges 16
Example 2
1 0 1
1 2 1
2 2 3
A

(
(
=
(
(

TUT: EL Voges 17
Example 3
6 5
5 4
B

(
=
(

TUT: EL Voges 18
Example 4
2 2 1
1 3 1
1 2 2
B
(
(
=
(
(

TUT: EL Voges 19
Let's practice!
Worksheet 2