Transcript
Page 1: EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATIONcase.ntu.edu.tw/CASTUDIO/Files/speech/Ref/LA5.1.pdf · EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATION Note: In these definitions v ∈

CHAPTER 5 EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATION

Note: In these definitions v ∈ Rn and λ ∈ R, but sometimes it is necessary to extend the domain of T to allow v ∈ Cn and λ ∈ C.

Example: reflection operator T about the line y = (1/2)x

b1 is an eigenvector of T corresponding to the eigenvalue 1.

b2 is an eigenvector of T corresponding to the eigenvalue -1.

Definition

x

y

Lb2

b1 = T (b1)

T (b2) = �b2

Page 2: EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATIONcase.ntu.edu.tw/CASTUDIO/Files/speech/Ref/LA5.1.pdf · EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATION Note: In these definitions v ∈

Note: In these definitions v ∈ Rn and λ ∈ R, but sometimes it is necessary to allow v ∈ Cn and λ ∈ C.

Example:

non-eigenvectors eigenvectors

Definition

A =

0.6 0.80.8 �0.6

A

�55

�=

�, A

76

�=

�, A

21

�=

�, A

�12

�=

Page 3: EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATIONcase.ntu.edu.tw/CASTUDIO/Files/speech/Ref/LA5.1.pdf · EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATION Note: In these definitions v ∈

Example:

An eigenvector of A corresponds to a unique eigenvalue. An eigenvalue of A has infinitely many eigenvectors.

A =

2

45 2 1�2 1 �12 2 4

3

5 v =

2

41�11

3

5

Proof T(v) = λv ⇔ Av = λv.

The eigenvectors and corresponding eigenvalues of a linear operator are the same

as those of its standard matrix.

Property

Av =

2

45 2 1�2 1 �12 2 4

3

5

2

41�11

3

5 =

2

44�44

3

5 = 4

2

41�11

3

5 = 4v

A(cv) = c(Av) = c(4v) = 4(cv), 8c 2 R

Page 4: EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATIONcase.ntu.edu.tw/CASTUDIO/Files/speech/Ref/LA5.1.pdf · EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATION Note: In these definitions v ∈

Proof Av = λv ⇔ Av - λv = 0 ⇔ Av - λInv = 0 ⇔ (A - λIn)v = 0.

Example: to check 3 and -2 are eigenvalues of the linear operator

Definition

Definition

T

✓x1

x2

�◆=

�2x2

�3x1 + x2

Property Let A be an n⇥nmatrix with eigenvalue �. The eigenvectors of A corresponding

to � are the nonzero solutions of (A� �In)v = 0.

Page 5: EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATIONcase.ntu.edu.tw/CASTUDIO/Files/speech/Ref/LA5.1.pdf · EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATION Note: In these definitions v ∈

consider its standard matrix

The rank of A - 3I2 is 1, so its null space is not the zero space, and every nonzero vector in the null space is an eigenvector of T corresponding to the eigenvalue 3.

Similarly, the rank of A + 2I2 is 1, so its null space is not the zero space, and every nonzero vector in the null space is an eigenvector of T corresponding to the eigenvalue -2.

A =

0 �2�3 1

Page 6: EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATIONcase.ntu.edu.tw/CASTUDIO/Files/speech/Ref/LA5.1.pdf · EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATION Note: In these definitions v ∈

Example: to check that 3 is an eigenvalue of B and find a basis for the corresponding eigenspace, where

find the reduced row echelon form of B - 3I3 and the solution set of (B - 3I3)x = 0, respectively, to be

Thus {[ 1 0 0 ]T, [ 0 1 1 ]T} is a basis of the eigenspace of B corresponding to the eigenvalue 3.

Example: some square matrices and linear operators on Rn have no

real eigenvalues, like the 90º-rotation matrix

B =

2

43 0 00 1 20 2 1

3

5

2

40 1 �10 0 00 0 0

3

5

2

4x1

x2

x3

3

5 =

2

4x1

x3

x3

3

5 = x1

2

4100

3

5+ x3

2

4011

3

5

0 �11 0

Page 7: EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATIONcase.ntu.edu.tw/CASTUDIO/Files/speech/Ref/LA5.1.pdf · EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATION Note: In these definitions v ∈

7

T (x) = Ax = �xAn eig. vec. x ===> unique eig. val. λ.

An eig. val. λ ===> multiple eig. vectors x. ===> The set of all eig. vectors corr. to λ is {x 2 Rn : (A� �In)x = 0} \ {0}

eigenspace corr. to the eig. val. λ

Page 8: EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATIONcase.ntu.edu.tw/CASTUDIO/Files/speech/Ref/LA5.1.pdf · EIGENVALUES, EIGENVECTORS, AND DIAGONALIZATION Note: In these definitions v ∈

Section 5.1: Problems 1, 3, 7, 9, 11, 13, 17, 19, 23, 25, 29, 31, 35, 37, 41, 43, 45, 47, 49, 51, 53, 55, 57, 59

Homework Set for Sections 5.1


Top Related