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You are on page 1of 9

Definition and some applications

Vincent Astier, School of Mathematical Sciences, University College Dublin

5.1

Contents

1 Definition 1

2 Characteristic Polynomial 2

3 Computation of Eigenvectors 4

1 Definition

Eigenvalues and eigenvectors: the definition

Let A be an n n matrix, for example coming from a linear transformation of a

n dimensional vector space V into itself.

Definition 1. A nonzero vector v in K n is called an eigenvector of A if Av is a scalar

multiple of v, that is

Av = v

eigenvector corresponding to .

together with the zero vector, by

E = {v K n | Av = v}.

5.3

Some examples

Example 2. Consider the matrix A = 38 1 0

. The vector v = ( 12 ) is an eigenvector of

A corresponding to the eigenvalue = 3, since

Av = 38 1

0

1

( 2 ) = ( 36 ) = 3v.

1

( 1 ) = ( 37 ), is not a

multiple of w.

1

1 0 0

Example 3. Consider the matrix 01 0 , which corresponds to reflection in the

0 0 1

xy-plane. Then

n x o

E1 = y R3 x, y R ,

0

n 0 o

E1 = R3 z R .

0

z

5.4

Computation of eigenvalues

To find the eigenvalues of an n n matrix A we write Av = v as

Av = In v,

(A In )v = 0.

equation.

Theorem 4. Let B be a square n n matrix. There exists nontrivial v Rn with

Bv = 0 iff det(B) = 0.

Using this theorem we see that is an eigenvalue of A iff

det(A In ) = 0.

5.5

2 Characteristic Polynomial

Definition

Definition 5. Define pA () := det(A In ). Then pA () is called the characteristic

polynomial of A.

It is a polynomial of degree n in ;

The coefficient of n is (1)n ;

The zeroes are the eigenvalues of A;

It has at most n distinct zeroes (by the Fundamental Theorem of Algebra) and

so any n n-matrix has at most n distinct eigenvalues.

Example 6. Let A = (a) be a 1 1-matrix. Then A I1 is the 1 1-matrix (a )

and so

pA () = det(a ) = a .

5.6

Trace

as

Xn

tr(A) = Aii ,

i=1

5.7

2

2 2-matrices

Theorem 8. Let A be a 2 2-matrix. Then the characteristic polynomial of A is given

by

pA () = 2 tr(A) + det(A).

5.8

Let A = ac db , then

pA () = det (I2 A)

a b 1 0

= det

c d 0 1

a b

= det

c d

= (a )(d ) bc

= 2 (a + d) + (ad bc)

= 2 tr(A) + det(A).

and all eigenvalues of the matrices ( 21 12 ) and ( 14 32 ).

Solution.

5.9

1 1 1 0

A11 A12 A13 0 1 3 2

A= 0 A22 A23 , B= 0 4

.

2 2

0 0 A33

0 0 0 2

Solution.

5.10

3

3 Computation of Eigenvectors

Basic Idea

The eigenvectors of a matrix A, corresponding to an eigenvalue , are the

nonzero vectors v such that

Av = v,

that is

(A In )v = 0.

We call the solution space E the eigenspace of .

We get the eigenvectors by solving this system of linear equations. We are

guaranteed to find nontrivial solutions, if is an eigenvalue. 5.11

An example

Example 11. Consider A = ( 21 12 ). From an earlier example we know that its eigen-

values are = 1 and = 3. Find the corresponding eigenspaces E1 and E3 .

Solution.

For = 1 we have to solve

( 21 12 ) 1 ( 10 01 ) ( xy ) = 0,

or equivalently

x + y = 0,

x + y = 0,

and so

1

E1 = R .

1

5.12

7 5 15

Example 12. Consider A = . From an earlier example we know that its

6 4 15

0 0 1 5

eigenvalues are = 1 and = 2. Show that E1 is spanned by the vectors 6 and

15 1 0

0 , and that E2 is spanned by the vector 1 .

6 0

Solution.

5 8 16

A= 4 1 8

4 4 11

and find the corresponding eigenspace E3 .

4

Solution.

5.13

And more

Example 14. Find the characteristic polynomial, eigenvalues and eigenspaces for

the matrices

2 1 1 2 0 1

A = 2 1 2 , B= 0 2 1 .

1 0 2 23 31 0

Solution.

5.14

Example

Example 15. Consider the population of a city and its suburbs, in which every year

5% of the population of the city move to the suburbs and 3% of the population of

the suburbs move to the city.

Is there a population distribution for which the distribution will not change

from year to year?

What is the long-term behaviour of the system?

Solution.

cn+1 0.95 0.03 cn

=

sn+1 0.05 0.97 sn

5.15

0.95 0.03

If we denote A = , then we want the solution of Av = v; i.e. an

0.05 0.97

eigenvector with the eigenvalue 1.

First we calculate the characteristic polynomial:

pA () = 2 1.92 + 0.92

= ( 1)( 0.92).

5

The eigenvalues of A are 1 and 0.92. 5.16

0.05 0.03

AI =

0.05 0.03

3

and the eigenspace E1 = span{ }.

5

If 3/8 of the total population lives in the city, and 5/8 live in the suburbs, then

the population on each will stay the same from year to year. 5.17

0.03 0.03

A 0.92I =

0.05 0.05

1

and the eigenspace E0.92 = span{ }.

1

This clearlydoesnt

correspond

to a feasible solution but it can still be of use.

3 1

Note that { , } is a basis of R2 . 5.18

5 1

Write the initial population distribution as a linear combination of these vectors

3 1

v0 = a +b

5 1

Then

3 1

v1 = Av0 = a + b(0.92)

5 1

and

3 n 1

vn = Avn1 =a + b(0.92)

5 1

As n becomes large, (0.92)n tends to zero, and the distribution will approach the

3

state vn a . 5.19

5

Suppose we have a system described by k values which change over time. De-

note the value of the i-th component after n time-step by xi [n], i = 1, 2, . . . , k, and

suppose that for each i the value of the i-th component depends linearly on the

values of each component at the previous time-step:

x2 [n + 1] = a21 x1 [n] + a22 x2 [n] + . . . + a2k xk [n]

..

.

xk [n + 1] = ak1 x1 [n] + ak2 x2 [n] + . . . + akk xk [n]

5.20

Matrix Formulation

(We write it for K = R, but it would work as well with C instead of R everywhere.)

We can write the state of the system at time-step n as a vector in Rk :

x1 [n]

x2 [n]

vn := . .

..

xk [n]

6

Then the previous system of equations becomes

a11 a12 ... a1k

a21 a22 ... a2k

vn+1 = . .. .. vn

.. ..

. . .

a11 a12 ... a1k

vn+1 = Avn .

5.21

After n steps

If v0 is the initial state of the system, then it is not difficult to see that

vn = An v0 .

Suppose there exists a basis of Rk such that each element of the basis is an

eigenvector of A, i.e. a basis {u1 , u1 , . . . , uk } such that

Aui = i ui .

for some i R.

Write our initial vector v0 in terms of this basis:

v0 = c1 u1 + c2 u2 + . . . + ck uk

Then

Av0 = A(c1 u1 + c2 u2 + . . . + ck uk )

= c1 Au1 + c2 Au2 + . . . + ck Auk

= c1 1 u1 + c2 2 u2 + . . . + ck k uk

vn = c1 n1 u1 + c2 n2 u2 + . . . + ck nk uk

Using this we can analyse the long term behaviour of the system. 5.22

Example 16. A stretch of dessert in northwestern Mexico is populated with mainly

two species of animals: coyotes and roadrunners. We wish to model the population

c(t) and r(t) of coyotes and roadrunners t years from now if the current populations

c0 and r0 are known.

For this habitat the following equations model the transformation of this system

from one year to the next:

r(t + 1) = 0.12c(t) + 1.14r(t)

1. c0 = 100 and r0 = 300

2. c0 = 200 and r0 = 100

3. c0 = r0 = 1000

7

Solution.

5.23

Example 17. Imagine a reserve park with a species of protected animals. The park

doesnt have fences and so the animals can cross the border of the park freely.

Lets assume that every year:

10% of the animals from inside of the park leave;

1% of the animals from the outside find their way in.

Can we find a stable level of population for this park? That is, is there a popu-

lation that, once established, will stay constant over time?

5.24

Solution

Let the year n population in the park be denoted by pn and the population in

the rest of the world by rn . Then

rn+1 = 0.1pn + 0.99rn ,

or equivalently,

pn+1 0.9 0.01 pn pn

= =T ,

rn+1 0.1 0.99 rn rn

where T denotes the 2 2-matrix.

pn+1 pn p

= = ,

rn+1 rn r

Solution, continued

In other words, we are looking for an eigenvector of T with eigenvalue 1.

If we solve the set of linear equations, we find r = 10p, that is, the population

outside of the park should be 10 times bigger than the population inside the park.

If we would have these populations, then every year a thousand animals (10%

of 10,000) will leave the park, and every year a thousand (1% of 100,000) will enter

the park, and so the situation is indeed stable. 5.26

8

Other eigenvalues

We have seen that 1 is an eigenvalue of T . The corresponding eigenvector cor-

responds to a stable situation: the populations dont change over time.

2 1.89 + 0.89,

For the eigenvalue = 0.89, we have that both populations shrink by 11% every

year.

1

The corresponding eigenvector is 1 . So in this situation the population out-

side is the negative of the population inside, with the total population being 0. This

is not a feasible solution. 5.27

Example 18. Three holy men (lets call them Abraham, Benjamin, and Chaim) put

little stock in material things; their only earthly possession is a small purse with a

bit of gold dust. Each day they get together for the following bizarre bonding ritual:

Each of them takes his purse and gives his gold away to the two others, in equal

parts. For example, if Abraham has 4 ounces one day, he will give 2 ounces each

to Benjamin and Chaim.

1. If Abraham starts out with 6 ounces, Benjamin with 1 ounce and Chaim with

2 ounces, find formulas for the amounts a(t), b(t) and c(t) each will have after

t distributions.

2. Who will have the most gold after one year, that is after 365 distributions?

Solution.

5.28

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