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Eigenvalues and Eigenvectors

The transpose of a matrix is formed by interchanging the rows and columns.

If a matrix is equal to its own transpose, it is said to be symmetric.

Eigenvalues and corresponding eigenvectors can be found for all symmetric matrices.
The eigenvalues for the matrix M above are 1.928, 5.624, 11.099, and -10.652. Thus,
there are 4 eigenvalue-eigenvector equations which may be written:

These eigenvectors can be combined into one matrix which has the same dimension as
the original symmetric matrix.

This matrix whose columns are the eigenvectors of the original symmetric matric has an
interesting property. The inverse of this matrix is identical to its transpose.

When the inverse of a matrix is equal to the transpose of that matrix, the matrix is said to
be orthogonal. In addition, if one multiples the original symmetric matrix on the right by
this orthogonal matrix and on the left by its inverse, a new diagonal matrix is generated
which has the eigenvalues of the original symmetric matrix on the diagonal.

This diagonalization of M to yield the eigenvalues of M is called a similarity


transformation.
If a matrix is equal to the transpose of its complex conjugate then it is said to be
Hermitian. In addition to real symmetric matrices, all Hermitian matrices can also be
diagonalized to find their eigenvalues.

The eigenvalues of C are -3.374 and 10.374. Note that the eigenvalues are real even
though C is complex. In addition, each eigenvalue has a corresponding eigenvector:

As before, the eigenvectors


can be combined into a
matrix with the same
dimension as the original
matrix.

In this case, the matrix formed is not orthogonal. However, the inverse of the matrix
formed from the eigenvectors is equal to the transpose of its complex conjugate.

When the inverse of a matrix is equal to the transpose of its complex conjugate, then
that matrix is said to be unitary, and the similarity transformation becomes a unitary
transformation.

How does one find the eigenvalues of a symmetric or Hermitian matrix without a
computer? Consider a single eigenvalue-eigenvector equation:
in which A is
an n by n symmetric or Hermitian matrix, 8 is the eigen value, and v is the n by 1
eigenvector or column matrix. If one wishes to subtract the right side of this equation
from the left, the eigenvalue must be multiplied by an n by n identity matrix because
matrices must be the same dimension to add or subtract:
where is
the n by n identity matrix and

is the n by 1 zero matrix.

Let
and

Then
or

Now, if one considered the different elements of the eigenvector as variables, a trivial
solution would be true if v were also an n by 1 zero matrix. However, the trivial solution
is uninteresting. How can one find the nontrivial solutions? There will be nontrivial
solutions only if the coefficients form a linearly dependent set. This will be true only if
the determinant of the coefficient matrix is equal to zero. Thus the determinant of
must be zero.

This new equation:

is called the secular equation. Fron the secular


th

equation, one obtains an n -order polynomial equation in 8, which can be solved to yield
the n values of 8.

This determinant yields the following cubic equation:


which can be factored into

The solutions to this cubic equation are

which are the eigenvalues of the original


symmetric matrix A.
To find the eigenvectors corresponding to these eigenvalues, the eigenvalues must be
inserted back into the original matrix equation one at a time. Let us begin with the first
eigenvalue, 8 = 1

The matrix multiplication reveals that c1 + c3 = 0 (so c1 = -c3) and that c2 = 0.


Thus, one form of the eigenvector corresponding to the eigenvalue of 1 would be
<1,0,-1>, but this is not normalized. The magnitude of this vector is

Thus, dividing <1,0,-1> by

yields the normalized eigenvector.

Now repeat the process for the other eigenvalues. For

we get

The matrix multiplication reveals that

Thus, one form of the eigenvector corresponding to the eigenvalue of


would be

However, this vector is not normalized. The magnitude of this vector is

Therefore, dividing

Finally, for

by 2 yields the normalized eigenvector:

we get

The matrix multiplication reveals that

Thus, one form of the eigenvector corresponding to the eigenvalue of


would be

However, this vector is not normalized. The magnitude of this vector is

Therefore, dividing

by 2 yields the normalized eigenvector: