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dc d
5
1
c d,
33
27
dc d
3
4
c d.
30
40
We want to see what influence the multiplication of the given matrix has on the vectors.
In the first case, we get a totally new vector with a different direction and different length
when compared to the original vector. This is what usually happens and is of no interest
here. In the second case something interesting happens. The multiplication produces a
vector [30 40]T 10 [3 4]T, which means the new vector has the same direction as
the original vector. The scale constant, which we denote by l is 10. The problem of
systematically finding such ls and nonzero vectors for a given square matrix will be the
theme of this chapter. It is called the matrix eigenvalue problem or, more commonly, the
eigenvalue problem.
We formalize our observation. Let A [ajk] be a given nonzero square matrix of
dimension n n. Consider the following vector equation:
......(1)
.Ax lx
AX X 0
( A I )X 0
(2)
To have a non-zero solution of this set of homogeneous linear equation (2) | A-I | must
.be equal to zero i.e
A I 0
(3 )
.The following procedure can find the eigen values & eigen vector of n order matrix A
P() = det
[AI ]
1.
2.
to find the roots of the characteristic equations the roots are eigen
values that we required
3.
P( ) 0
wallaa alebady
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4
A
3
1
2
Solution:
4 1 0
A I 0
0
3 2 0
4
0 (4 )(2 ) 3 0
2 6 5 0 ( 1)( 5) 0
1 ,& 5
To find the eigen vector for 1
4 1 x1 x1
1 4 x1 x2 x1 3x1 x2 0
3 2 x2 x2
3x1 2 x2 x2 3x1 x2 0
AX X
X is defind by
X
length
for X1 length a 1 32
1 1/ 10
a 10 3 3/ 10
a
x
4 1 x1
5 1
3 2 x2
x2
4 x1 x2 5x1 x1 x2 0
for 5 AX X
3x1 2 x2 5x1 x1 x2 0 x1 a , x2 a
the eigen vector corresponding to 2 5 is
1/ 2
a
1
X 2 a length a 2 X 2
the eigenvectors
a
1
1/ 2
1/ 10 1/ 2
3/ 10 1/ 2
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the matrix
6
A 2
2
2
5
0
2
0
7
P ( ) A I 0
6
2
2
2
5
0
2
0
0
7
Simplifyin g we have
P ( ) 3 18 2 99 162 0 ( 9 )( 2 9 18 ) 0
1 3 , 2 6 , 3 9
( distinct )
case 1 3
( A 1 I ) X 0
2 2 x1
3 x1 2 x 2 2 x 3 0
3
2
x 0 2x 2x
0
2
0
1
2
2
2
4 x3 0
0
4 x 3
2 x1
let
x 3 c x1 x 2 2 c
the eigenvecto rs is
X1
length
2c
2
X 1 2 c c 2
c
1
, length c 4 4 1 3 c
2 2/3
c
X
2
/
3
2
3c
1 1 / 3
case : 2 6 ( A 2 I ) X 2 0
case : 3 9 ( A 3 I ) X 3 0
2/3
X 2 / 3
1 / 3
1/3
2/3
2/3
2 / 3
1 / 3
2 / 3
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c08.qxd
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10:56 AM
Page 329
1.
3.0
0
5.
0
0.6
2.
3. D0
6T
13
4. D 2
8T
wallaa alebady
wallaa.alebady@yahoo.com