5 Eigenvalues and Eigenvectors 5 1 EIGENVECTORS AND

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5 Eigenvalues and Eigenvectors 5. 1 EIGENVECTORS AND EIGENVALUES © 2012 Pearson Education, Inc.

5 Eigenvalues and Eigenvectors 5. 1 EIGENVECTORS AND EIGENVALUES © 2012 Pearson Education, Inc.

EIGENVECTORS AND EIGENVALUES § Definition: An eigenvector of an matrix A is a nonzero

EIGENVECTORS AND EIGENVALUES § Definition: An eigenvector of an matrix A is a nonzero vector x such that for some scalar λ. A scalar λ is called an eigenvalue of A if there is a nontrivial solution x of ; such an x is called an eigenvector corresponding to λ. © 2012 Pearson Education, Inc. Slide 5. 1 - 2

EIGENVECTORS AND EIGENVALUES § λ is an eigenvalue of an if the equation matrix

EIGENVECTORS AND EIGENVALUES § λ is an eigenvalue of an if the equation matrix A if and only ----(1) § has a nontrivial solution. The set of all solutions of (1) is just the null space of the matrix. © 2012 Pearson Education, Inc. Slide 5. 1 - 3

EIGENVECTORS AND EIGENVALUES § So this set is a subspace of and is called

EIGENVECTORS AND EIGENVALUES § So this set is a subspace of and is called the eigenspace of A corresponding to λ. § The eigenspace consists of the zero vector and all the eigenvectors corresponding to λ. § Example 1: Show that 7 is an eigenvalue of matrix and find the corresponding eigenvectors. © 2012 Pearson Education, Inc. Slide 5. 1 - 4

EIGENVECTORS AND EIGENVALUES § Solution: The scalar 7 is an eigenvalue of A if

EIGENVECTORS AND EIGENVALUES § Solution: The scalar 7 is an eigenvalue of A if and only if the equation ----(2) has a nontrivial solution. § But (2) is equivalent to , or ----(3) § To solve this homogeneous equation, form the matrix © 2012 Pearson Education, Inc. Slide 5. 1 - 5

EIGENVECTORS AND EIGENVALUES § The columns of are obviously linearly dependent, so (3) has

EIGENVECTORS AND EIGENVALUES § The columns of are obviously linearly dependent, so (3) has nontrivial solutions. § To find the corresponding eigenvectors, use row operations: § The general solution has the form § Each vector of this form with eigenvector corresponding to © 2012 Pearson Education, Inc. . . is an Slide 5. 1 - 6

EIGENVECTORS AND EIGENVALUES § Example 2: Let . An eigenvalue of A is 2.

EIGENVECTORS AND EIGENVALUES § Example 2: Let . An eigenvalue of A is 2. Find a basis for the corresponding eigenspace. § Solution: Form and row reduce the augmented matrix for © 2012 Pearson Education, Inc. . Slide 5. 1 - 7

EIGENVECTORS AND EIGENVALUES § At this point, it is clear that 2 is indeed

EIGENVECTORS AND EIGENVALUES § At this point, it is clear that 2 is indeed an eigenvalue of A because the equation has free variables. § The general solution is , x 2 and x 3 free. © 2012 Pearson Education, Inc. Slide 5. 1 - 8

EIGENVECTORS AND EIGENVALUES § The eigenspace, shown in the following figure, is a two-dimensional

EIGENVECTORS AND EIGENVALUES § The eigenspace, shown in the following figure, is a two-dimensional subspace of. § A basis is © 2012 Pearson Education, Inc. Slide 5. 1 - 9

EIGENVECTORS AND EIGENVALUES § Theorem 1: The eigenvalues of a triangular matrix are the

EIGENVECTORS AND EIGENVALUES § Theorem 1: The eigenvalues of a triangular matrix are the entries on its main diagonal. § Proof: For simplicity, consider the case. © 2012 Pearson Education, Inc. Slide 5. 1 - 10

EIGENVECTORS AND EIGENVALUES § Theorem 2: If v 1, …, vr are eigenvectors that

EIGENVECTORS AND EIGENVALUES § Theorem 2: If v 1, …, vr are eigenvectors that correspond to distinct eigenvalues λ 1, …, λr of an matrix A, then the set {v 1, …, vr} is linearly independent. © 2012 Pearson Education, Inc. Slide 5. 1 - 11

EIGENVECTORS AND DIFFERENCE EQUATIONS § If A is an matrix, then ----(7) is a

EIGENVECTORS AND DIFFERENCE EQUATIONS § If A is an matrix, then ----(7) is a recursive description of a sequence {xk} in. § A solution of (7) is an explicit description of {xk} whose formula for each xk does not depend directly on A or on the preceding terms in the sequence other than the initial term x 0. © 2012 Pearson Education, Inc. Slide 5. 1 - 12

EIGENVECTORS AND DIFFERENCE EQUATIONS § The simplest way to build a solution of (7)

EIGENVECTORS AND DIFFERENCE EQUATIONS § The simplest way to build a solution of (7) is to take an eigenvector x 0 and its corresponding eigenvalue λ and let ----(8) § This sequence is a solution because © 2012 Pearson Education, Inc. Slide 5. 1 - 13

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