02 Introduction to Linear Systems-filled
02 Introduction to Linear Systems-filled
3 −1
𝐴𝐴 = .
4 −2
3 − 𝜆𝜆 −1
Eigenvalues: 𝐴𝐴 − 𝜆𝜆𝜆𝜆 = 0 ⇒ = 0 ⇒ 3 − 𝜆𝜆 −2 − 𝜆𝜆 − 4 −1 = 0 ⇒
4 −2 − 𝜆𝜆
3 ⋅ −2 − 3𝜆𝜆 + 2𝜆𝜆 + 𝜆𝜆2 + 4 = 0 ⇒ 𝜆𝜆2 − 𝜆𝜆 − 2 = 0, characteristic equation. The
eigenvalues are 𝜆𝜆1 = 2 and 𝜆𝜆2 = −1.
Eigenvectors: For 𝜆𝜆1 = 2, we have to solve A − 𝜆𝜆1 𝐼𝐼 𝒙𝒙𝟏𝟏 = 𝟎𝟎 ⇒ A − 2𝐼𝐼 𝒙𝒙𝟏𝟏 = 𝟎𝟎 ⇒
3−2 −1 𝑥𝑥 0 1 −1 𝑥𝑥 0
𝑦𝑦 = ⇒ 𝑦𝑦 = . This will give us two equations
4 −2 − 2 0 4 −4 0
𝑥𝑥 − 𝑦𝑦 = 0
4𝑥𝑥 − 4𝑦𝑦 = 0.
Both these equations give: 𝑥𝑥 = 𝑦𝑦. Choosing 𝑥𝑥 = 1, we get 𝑦𝑦 = 1. Hence, the eigenvector
𝑥𝑥 1
that corresponds to the eigenvalue 𝜆𝜆1 = 2 is 𝒙𝒙𝟏𝟏 = 𝑦𝑦 = .
1
For 𝜆𝜆2 = −1 we have to solve A − 𝜆𝜆2 𝐼𝐼 𝒙𝒙𝟐𝟐 = 𝟎𝟎 ⇒ A − (−1)𝐼𝐼 𝒙𝒙𝟐𝟐 = 𝟎𝟎 ⇒
3+1 −1 𝑥𝑥 0 4 −1 𝑥𝑥 0
= ⇒ = . This will give us just one
4 −2 + 1 𝑦𝑦 0 4 −1 𝑦𝑦 0
equation
4𝑥𝑥 − 𝑦𝑦 = 0 ⇒ 𝑦𝑦 = 4𝑥𝑥.
1 2
𝐴𝐴 = .
4 3
1 − 𝜆𝜆 2
Eigenvalues: 𝐴𝐴 − 𝜆𝜆𝜆𝜆 = 0 ⇒ = 0 ⇒ 1 − 𝜆𝜆 3 − 𝜆𝜆 − 4 ⋅ 2 = 0 ⇒
4 3 − 𝜆𝜆
3 ⋅ 1 − 3𝜆𝜆 − 𝜆𝜆 + 𝜆𝜆2 − 8 ⇒ 𝜆𝜆2 − 4𝜆𝜆 − 5 = 0, characteristic equation. The eigenvalues
are 𝜆𝜆1 = 5 and 𝜆𝜆2 = −1.
Eigenvectors: For 𝜆𝜆1 = 5, we have to solve A − 𝜆𝜆1 𝐼𝐼 𝒙𝒙𝟏𝟏 = 𝟎𝟎 ⇒ A − 5𝐼𝐼 𝒙𝒙𝟏𝟏 = 𝟎𝟎 ⇒
1−5 2 𝑥𝑥 0 −4 2 𝑥𝑥 0
𝑦𝑦 = ⇒ 𝑦𝑦 = . This will give us two equations
4 3−5 0 4 −2 0
−4𝑥𝑥 + 2𝑦𝑦 = 0
4𝑥𝑥 − 2𝑦𝑦 = 0.
Both these equations give: 𝑦𝑦 = 2𝑥𝑥. Choosing 𝑥𝑥 = 1, we get 𝑦𝑦 = 2. Hence, the
𝑥𝑥 1
eigenvector that corresponds to the eigenvalue 𝜆𝜆1 = 5 is 𝒙𝒙𝟏𝟏 = 𝑦𝑦 = .
2
For 𝜆𝜆2 = −1 we have to solve A − 𝜆𝜆2 𝐼𝐼 𝒙𝒙𝟐𝟐 = 𝟎𝟎 ⇒ A − (−1)𝐼𝐼 𝒙𝒙𝟐𝟐 = 𝟎𝟎 ⇒
1+1 2 𝑥𝑥 0 2 2 𝑥𝑥 0
= ⇒ = . This will give us two equations
4 3 + 1 𝑦𝑦 0 4 4 𝑦𝑦 0
2𝑥𝑥 + 2𝑦𝑦 = 0
4𝑥𝑥 + 4𝑦𝑦 = 0.
Both these equations give: 𝑦𝑦 = −𝑥𝑥. Choosing 𝑥𝑥 = 1, we get 𝑦𝑦 = −1. Hence, the
eigenvector that corresponds to the
𝑥𝑥 1
eigenvalue 𝜆𝜆2 = −1 is 𝒙𝒙𝟐𝟐 = 𝑦𝑦 = .
−1
Eigenvalues - Eigenvectors
■ Example. Given the matrix
−6 3
,
4 5
find the eigenvalue that corresponds to the eigenvector
1
.
4
−6 − 𝜆𝜆 3 1 0
A − 𝜆𝜆𝐼𝐼 𝒙𝒙 = 𝟎𝟎 ⇒ = ⇒
4 5 − 𝜆𝜆 4 0
−6 − 𝜆𝜆 ⋅ 1 + 3 ⋅ 4 = 0 ⇒ 𝜆𝜆 = 6
4 ⋅ 1 + 5 − 𝜆𝜆 ⋅ 4 = 0 ⇒ 4 + 20 − 4𝜆𝜆 = 0 ⇒ 𝜆𝜆 = 6.
1
So, the eigenvalue that corresponds to the eigenvector is 𝜆𝜆 = 6.
4