Eigenvector and Eigenvalues
Basic Concepts and principles
Given a square matrix A nxn in the field K (real, complex body ... anyway ...).
In many cases, it is possible to find a basis of vectors of V in which the matrix A is expressed as diagonal form, that we will call D, the change of basis is operated as follows
A = PDP
-1 (1)
This is interesant because (apart from geometric knowledge and know the consequences of eigenvectors and
eigen values in many applications) D is much simpler and easy to operate, for example if we want calculate A
5 it is valid to make the operation
A
5 = PD
5P
-1
As we will see, not all matrix are diagonalizable (that is, not for all matrix A it is possible to find a basis in wich A has a diagonal form).
However it is possible to obtain a change of basis in which matrix A takes a
simpler form called Jordan form.
In both cases, to calculate the Jordan form or to calculate diagonal form we need to calculate eigenvalues and eigenvectors.
Extended Therory
Consider the linear map (also called
endomorphism) given by
F : V → V
x∈V → F(x) = Ax∈V
We are interested in invariant sub-spaces by this application (eigenspaces), ie
the subspace spanned by those vectors v such that
Av = λ v <=> (A - λId)v = 0
So, the eigen space is the kernel of (A - λId)
This last equation generates a linear equations system wich have solution if
and only if the determinant is zero, ie
det (A - λId) = 0
when solving this determinant, appears a polynomial in the λ
variable called
characteristic polynomial of application A or simply
characteristic polynomial whose roots are in the field K we denote by
λ
j
and they are called
eigenvalues of A.
To each eigenvalue j will correspond some
eigenvectors
v
i.
The space spanned by the eigenvectors is called
eigenspace associated to each eigenvalue λ
j and we denote it by E(λ
j). Ie the eigenspace associated to eigenvalue λ
j is
E(λ
j) = {x∈V : Ax = λ
jx}
Therefore, the calculation of the eigenvalues of a matrix A is as easy
(or difficult) as calculate the roots of a polynomial,
see the following example
Eigenvalues and eigenvectors worked example
Lets the matrix
Then, we start calculating the characteristic polynomial
The eigenvalues are
We calculate the eigenvectors foreach one eigenvalue, we begin with corresponding to 3 eigenvalue
whose solution is
Now we operate with the eigenvalue -1
2x-4y=0, whose solution is
So, there exists a basis, those formed by the egenvectors, in wich matrix A is expressed as diagonal matrix
The bhange of basis matrix is those formed by eigenvalues in its colummns, as follows
A diagonal is
And now, we have all ingredients for the equation (1)
A=PJP
-1
In this simple example, the eigenvalues ?of characteristic polynomial are distinct and subspace for each one of them has dimension 1. For this reason the matrix is ??diagonalizable
We will see the details in the next section of Linear Algebra, but we anticipate that if the characteristic polynomial would have a single double root (with multiplicity two) is, we have a single eigenvalue, then the situation might have been very different and would there are two possibilities:
1) The eigenspace corresponding to the eigenvalue has dimension 2: In this case it would be diagonalizable matrix with repeated eigenvector value on the diagonal.
2) The eigenspace corresponding to the eigenvalue has dimension 1: In this case the matrix is not diagonalizable.
3x3 Jordan form example here
Other one here
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