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Section 1 : Linear
Algebra
Topic 3 : Eigen Values and Eigen Vectors
Definition
 Let A be an n × n matrix. If there exist a real value λ and a non-zero n × 1 vector x satisfying
Ax = λx
then we refer to λ as an eigenvalue of A, and x as an eigenvector of A corresponding to λ.
 e.g. A =
1 −1
2 4
x =
1
−2
 Ax = 3
1
−2
 Hence, 3 is an eigenvalue of A. Vector
1
−2
is an eigenvector of A corresponding to 3.
Finding Eigenvalues
Where, λI = λ
1 0
0 1
 Identity Matrix
 If det (A – λI) ≠ 0 , then above equation has a unique solution x = 0.
 However, the goal here is to find λ, so det (A – λI) = 0 must be chosen.
 Considering A from previous example,
 det (A – λI) =
1 − λ −1
2 4 − λ
= (1 − λ)(4 − λ) + 2 = λ2 − 5 λ + 6
 λ2 − 5 λ + 6 = 0
 λ1 = 3 λ2 = 2
 These are all the eigenvalues of A.
Ax = λx
(A – λI)x = 0
Finding Eigenvectors
 Considering these two eigenvalues λ1 = 3 λ2 = 2
 Let us first look for the eigenvectors of A for λ1 = 3. Namely, we want to find x =
𝑥1
𝑥2
to
satisfy:
(A − λ1I)x = 0
1 − 3 −1
2 4 − 3
𝑥1
𝑥2
=
0
0
−2 −1
2 1
𝑥1
𝑥2
=
0
0
 2 x1 + x2 = 0 
𝑥1
𝑥2
=
1
−2
Hence, any
𝑥1
𝑥2
satisfying 2 x1 + x2 = 0 is a solution to the above
system. The set of such vectors can be represented in a parametric form: x1 = t and x2 = −2t
for any t ∈ R. or t
1
−2
Finding Eigenvectors
 Similarly for, λ2 = 2
(A − λ2I)x = 0
1 − 2 −1
2 4 − 2
𝑥1
𝑥2
=
0
0
−1 −1
2 2
𝑥1
𝑥2
=
0
0
 x1 + x2 = 0 
𝑥1
𝑥2
=
1
−1
Hence, any
𝑥1
𝑥2
satisfying x1 + x2 = 0 is a solution to the above system.
The set of such vectors can be represented in a parametric form: x1 = s and x2 = −s for any s
∈ R. or s
1
−1
in vector form.
 Solution : t
1
−2
+ s
1
−1
t, s ∈ R

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GATE Engineering Maths : Eigen Values and Eigen Vectors

  • 1. Section 1 : Linear Algebra Topic 3 : Eigen Values and Eigen Vectors
  • 2. Definition  Let A be an n × n matrix. If there exist a real value λ and a non-zero n × 1 vector x satisfying Ax = λx then we refer to λ as an eigenvalue of A, and x as an eigenvector of A corresponding to λ.  e.g. A = 1 −1 2 4 x = 1 −2  Ax = 3 1 −2  Hence, 3 is an eigenvalue of A. Vector 1 −2 is an eigenvector of A corresponding to 3.
  • 3. Finding Eigenvalues Where, λI = λ 1 0 0 1  Identity Matrix  If det (A – λI) ≠ 0 , then above equation has a unique solution x = 0.  However, the goal here is to find λ, so det (A – λI) = 0 must be chosen.  Considering A from previous example,  det (A – λI) = 1 − λ −1 2 4 − λ = (1 − λ)(4 − λ) + 2 = λ2 − 5 λ + 6  λ2 − 5 λ + 6 = 0  λ1 = 3 λ2 = 2  These are all the eigenvalues of A. Ax = λx (A – λI)x = 0
  • 4. Finding Eigenvectors  Considering these two eigenvalues λ1 = 3 λ2 = 2  Let us first look for the eigenvectors of A for λ1 = 3. Namely, we want to find x = 𝑥1 𝑥2 to satisfy: (A − λ1I)x = 0 1 − 3 −1 2 4 − 3 𝑥1 𝑥2 = 0 0 −2 −1 2 1 𝑥1 𝑥2 = 0 0  2 x1 + x2 = 0  𝑥1 𝑥2 = 1 −2 Hence, any 𝑥1 𝑥2 satisfying 2 x1 + x2 = 0 is a solution to the above system. The set of such vectors can be represented in a parametric form: x1 = t and x2 = −2t for any t ∈ R. or t 1 −2
  • 5. Finding Eigenvectors  Similarly for, λ2 = 2 (A − λ2I)x = 0 1 − 2 −1 2 4 − 2 𝑥1 𝑥2 = 0 0 −1 −1 2 2 𝑥1 𝑥2 = 0 0  x1 + x2 = 0  𝑥1 𝑥2 = 1 −1 Hence, any 𝑥1 𝑥2 satisfying x1 + x2 = 0 is a solution to the above system. The set of such vectors can be represented in a parametric form: x1 = s and x2 = −s for any s ∈ R. or s 1 −1 in vector form.  Solution : t 1 −2 + s 1 −1 t, s ∈ R