This article was co-authored by Kevin Wang. Kevin Wang is a Math Tutor based in New York, New York. Kevin has been tutoring math for over 10 years, and specializes in K-12 math topics and standardized tests, such as SAT and ACT. Kevin has an economics background and a career in both finance and marketing analytics. His interest in tutoring goes back even longer than his career. He discovered tutoring at the start of his university career and enjoys it as a way to stay sharp with fundamental skills and remain up to date with trends in our education system. Kevin received a BS in Economics from Duke University.
This article has been viewed 133,294 times.
The matrix equation involves a matrix acting on a vector to produce another vector. In general, the way acts on is complicated, but there are certain cases where the action maps to the same vector, multiplied by a scalar factor.
Eigenvalues and eigenvectors have immense applications in the physical sciences, especially quantum mechanics, among other fields.
Steps
-
Understand determinants. The determinant of a matrix when is non-invertible. When this occurs, the null space of becomes non-trivial - in other words, there are non-zero vectors that satisfy the homogeneous equation [1]
-
Write out the eigenvalue equation. As mentioned in the introduction, the action of on is simple, and the result only differs by a multiplicative constant called the eigenvalue. Vectors that are associated with that eigenvalue are called eigenvectors.[2]
- We can set the equation to zero, and obtain the homogeneous equation. Below, is the identity matrix.
Advertisement -
Set up the characteristic equation. In order for to have non-trivial solutions, the null space of must be non-trivial as well.
- The only way this can happen is if This is the characteristic equation.
-
Obtain the characteristic polynomial. yields a polynomial of degree for matrices.
- Consider the matrix
- Notice that the polynomial seems backwards - the quantities in parentheses should be variable minus number, rather than the other way around. This is easy to deal with by moving the 12 to the right and multiplying by to both sides to reverse the order.
-
Solve the characteristic polynomial for the eigenvalues. This is, in general, a difficult step for finding eigenvalues, as there exists no general solution for quintic functions or higher polynomials. However, we are dealing with a matrix of dimension 2, so the quadratic is easily solved.
-
Substitute the eigenvalues into the eigenvalue equation, one by one. Let's substitute first.[3]
- The resulting matrix is obviously linearly dependent. We are on the right track here.
-
Row-reduce the resulting matrix. With larger matrices, it may not be so obvious that the matrix is linearly dependent, and so we must row-reduce. Here, however, we can immediately perform the row operation to obtain a row of 0's.[4]
- The matrix above says that Simplify and reparameterize as it is a free variable.
-
Obtain the basis for the eigenspace. The previous step has led us to the basis of the null space of - in other words, the eigenspace of with eigenvalue 5.
- Performing steps 6 to 8 with results in the following eigenvector associated with eigenvalue -2.
- These are the eigenvectors associated with their respective eigenvalues. For the basis of the entire eigenspace of we write
Community Q&A
-
QuestionWhy do we replace y with 1 and not any other number while finding eigenvectors?Community AnswerFor simplicity. Eigenvectors are only defined up to a multiplicative constant, so the choice to set the constant equal to 1 is often the simplest.
-
QuestionHow do you find the eigenvectors of a 3x3 matrix?AlphabetCommunity AnswerFirst, find the solutions x for det(A - xI) = 0, where I is the identity matrix and x is a variable. The solutions x are your eigenvalues. Let's say that a, b, c are your eignevalues. Now solve the systems [A - aI | 0], [A - bI | 0], [A - cI | 0]. The basis of the solution sets of these systems are the eigenvectors.
-
QuestionIs an eigenspace the same as an eigenvector?StrangelyQuietTop AnswererNo. An eigenvector is a single vector, whereas an eigenspace is a collection of vectors.
Tips
-
The determinant of a triangular matrix is easy to find - it is simply the product of the diagonal elements. The eigenvalues are immediately found, and finding eigenvectors for these matrices then becomes much easier.[5]
- Beware, however, that row-reducing to row-echelon form and obtaining a triangular matrix does not give you the eigenvalues, as row-reduction changes the eigenvalues of the matrix in general.
Thanks -
We can diagonalize a matrix through a similarity transformation where is an invertible change-of-basis matrix and is a matrix with only diagonal elements. However, if is an matrix, it must have distinct eigenvalues in order for it to be diagonalizable.
- In our case,
- There are a few things of note here. First, the diagonal elements of are the eigenvalues that we found. Second, the columns of are the eigenspace of Third, is similar to in the sense that they have the same determinant, eigenvalues, and trace.
- When diagonalizing, the eigenbases in that correspond to their eigenvalues must line up - in other words, you must be consistent with the ordering. In the example above, you cannot switch the columns of without switching the positions of the diagonal elements in
Thanks
References
- ↑ www.math.lsa.umich.edu/~kesmith/ProofDeterminantTheorem.pdf
- ↑ https://tutorial.math.lamar.edu/Classes/DE/LA_Eigen.aspx
- ↑ https://www.intmath.com/matrices-determinants/7-eigenvalues-eigenvectors.php
- ↑ https://www.mathportal.org/algebra/solving-system-of-linear-equations/row-reduction-method.php
- ↑ https://dept.math.lsa.umich.edu/~hochster/419/det.html
About This Article
Reader Success Stories
-
"Very helpful article, it gave me full information about what I want. Thanks very much for your help."