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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.
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:
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
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.
equation, one obtains an n -order polynomial equation in 8, which can be solved to yield
the n values of 8.
we get
Therefore, dividing
Finally, for
we get
Therefore, dividing