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19/10/2015

EigenvaluesandEigenvectors

EigenvaluesandEigenvectors
Introduction EigenValuesandVectors VibratingSystems Interpretation Printable

Introduction
Thispageisabriefintroductiontoeigenvalue/eigenvectorproblems(don'tworryifyouhaven'theard
ofthelatter).Beforereadingthisyoushouldfeelcomfortablewithbasicmatrixoperations.Ifyouare
confidentinyourabilitywiththismaterial,feelfreetoskipit.
Notethatthereisnodescriptionofhowtheoperationsaredoneitisassumedthatyouareusinga
calculatorthatcanhandlematrices,oraprogramlikeMatLab.Also,thispagetypicallyonlydealswith
themostgeneralcases,therearelikelytobespecialcases(forexample,nonuniqueeigenvalues)that
aren'tcoveredatall.

EigenvaluesandEigenvectors
Manyproblemspresentthemselvesintermsofaneigenvalueproblem:
Av=v
InthisequationAisannbynmatrix,visanonzeronby1vectorandisascalar(whichmaybe
eitherrealorcomplex).Anyvalueofforwhichthisequationhasasolutionisknownasaneigenvalue
ofthematrixA.Itissometimesalsocalledthecharacteristicvalue.Thevector,v,whichcorresponds
tothisvalueiscalledaneigenvector.Theeigenvalueproblemcanberewrittenas
Avv=0
AvIv=0
(AI)v=0
Ifvisnonzero,thisequationwillonlyhaveasolutionif
|AI|=0
ThisequationiscalledthecharacteristicequationofA,andisannthorderpolynomialinwithn
roots.TheserootsarecalledtheeigenvaluesofA.Wewillonlydealwiththecaseofndistinctroots,
thoughtheymayberepeated.Foreacheigenvaluetherewillbeaneigenvectorforwhichtheeigenvalue
equationistrue.Thisismosteasilydemonstratedbyexample
Example:FindEigenvaluesandEigenvectorsofa2x2Matrix
If

thenthecharacteristicequationis

andthetwoeigenvaluesare
1=1,2=2
http://lpsa.swarthmore.edu/MtrxVibe/EigMat/MatrixEigen.html

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EigenvaluesandEigenvectors

Allthat'sleftistofindthetwoeigenvectors.Let'sfindtheeigenvector,v 1,associatedwiththe
eigenvalue,1=1,first.

soclearlyfromthetoprowoftheequationsweget

Notethatifwetookthesecondrowwewouldget

Ineithercasewefindthatthefirsteigenvectorisany2elementcolumnvectorinwhichthetwo
elementshaveequalmagnitudeandoppositesign.

wherek1isanarbitraryconstant.Notethatwedidn'thavetouse+1and1,wecouldhave
usedanytwoquantitiesofequalmagnitudeandoppositesign.
Goingthroughthesameprocedureforthesecondeigenvalue:

Again,thechoiceof+1and2fortheeigenvectorwasarbitraryonlytheirratioisimportant.
ThisisdemonstratedintheMatLabcodebelow.

UsingMatLab
>>A=[0123]
A=
01
23
>>[v,d]=eig(A)
v=
0.70710.4472
http://lpsa.swarthmore.edu/MtrxVibe/EigMat/MatrixEigen.html

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EigenvaluesandEigenvectors

0.70710.8944

d=
10
02

Theeigenvaluesarethediagonalofthe"d"matrix

Theeigenvectorsarethecolumnsofthe"v"matrix.

NotethatMatLabchosedifferentvaluesfortheeigenvectorsthantheoneswechose.
However,theratioofv1,1tov1,2andtheratioofv2,1tov2,2arethesameasoursolutionthe
choseneigenvectorsofasystemarenotunique,buttheratiooftheirelementsis.(MatLab
choosesthevaluessuchthatthesumofthesquaresoftheelementsofeacheigenvector
equalsunity).

References

Copyright2005to2015ErikCheeverThispagemaybefreelyusedforeducational
purposes.
Comments?Questions?Suggestions?Corrections?
ErikCheeverDepartmentofEngineeringSwarthmoreCollege

http://lpsa.swarthmore.edu/MtrxVibe/EigMat/MatrixEigen.html

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