Eigen value and Eigen vector

Linear algebra
is the branch of mathematics which studies vector spaces along with linear function. Such maps are called linear maps and can be represented by matrices if a basis is given. Linear algebra is commonly restricted to the case of finite dimensional vector space, while the peculiarities of the infinite dimensional case are traditionally covered in linear function analysis. In linear algebra, the linear transformation is the function between two vector spaces that preserves the operation of the vector addition and scalar multiplication. One important part of linear transformation is: 1. Eigen values 2. Eigen vectors

Eigen values and Eigen vectors:

In linear algebra when a transformation of a space is carried out, some vectors are not rotated, but only extended or shrunk. The vectors are called the Eigen vectors of transformation, and the amount of extension or shrinkage carried on the Eigen vector is called the Eigen value of the transformation corresponding to the given Eigen vector. History of Eigen values: The Eigen values were introduced during the study of quadratic equations and differential equations. Euler was the first person who studied about the motion of the rigid body and discovered the importance of the principal axis. Lagrange discovered that principal axis is the Eigen vectors of the inertia matrix. In nineteen century Cauchy work for quadratic surfaces and worked out a term known as Eigen values. Fourier used the work Laplace and Lagrange to solve equation of heat by separate variables in 1822.sturn discovered that real symmetric matrices has real Eigen values. Hermit in 1855 found hermit an matrices. Brioche proved Eigen values of orthogonal matrices lie in unit circle and Clebsch found result for skew symmetric matrices. Weiestrass clarifies in the stability theory started by Laplace. Liouville studied Eigen values and their work was known as stumliouville theory. Schwartz studied Laplace's equation and Poincare studied passion equation. At start of 20th century Hilbert gave the idea of Eigen vector and Eigen values concept.

Eigen value and Eigen vector Eigen values:

The vector x is an eigenvector of the matrix A with eigenvalue (lambda) if the following equation holds: The Eigen values of A are precisely the solutions to the equation has the characterics equation
The determinant of matrices A and I is the nn identity matrix. This equation is called the characteristic equation (or, less often, the secular equation) of A. For example, if A is the following matrix (a so-called diagonal matrix):

then the characteristic equation reads

. The solutions to this equation are the eigenvalues i = ai,i (i = 1, ..., n). Proving the afore-mentioned relation of eigenvalues and solutions of the characteristic equation requires some linear algebra, specifically the notion of linearly independent vectors: briefly, the eigenvalue equation for a matrix A can be expressed as

which can be rearranged to

Eigen value and Eigen vector

Worked examples: Example 1

These concepts are explained for the matrix

The characteristic equation of this matrix reads

Calculating the determinant, this yields the quadratic equation

whose solutions (also called roots) are = 1 and = 3. The eigenvectors for the eigenvalue = 3 are determined by using the eigenvalue equation, which in this case reads

The juxtaposition at the left hand side denotes matrix multiplication. Spelling this out, this equation comparing two vectors is tantamount to a system of the following two linear equations:

Both equations reduce to the single linear equation x = y. That is to say, any vector of the form (x, y) with y = x is an eigenvector to the eigenvalue = 3. However, the vector (0, 0) is excluded. A similar calculation shows that the eigenvectors corresponding to the eigenvalue = 1, are given by non-zero

Eigen value and Eigen vector

vectors (x, y) such that y = x. For example, an eigenvector corresponding to = 1, is whereas

an eigenvector corresponding to = 3, is

..

Example no. 2

First we look for the eigenvalues of A. These are given by the characteristic equation , i.e.

If we develop this determinant using the third column, we obtain

Using easy algebraic manipulations, we get

which implies that the eigenvalues of A are 0, -4, and 3. Next we look for the eigenvectors. 1.

Eigen value and Eigen vector

Case : The associated eigenvectors are given by the linear system

which may be rewritten by

Many ways may be used to solve this system. The third equation is identical to the first. Since, from the second equations, we have y = 6x, the first equation reduces to 13x + z = 0. So this system is equivalent to

So the unknown vector X is given by

Therefore, any eigenvector X of A associated to the eigenvalue 0 is given by

where c is an arbitrary number. 2. Case : The associated eigenvectors are given by the linear system

which may be rewritten by

Eigen value and Eigen vector

In this case, we will use elementary operations to solve it. First we consider the augmented matrix , i.e.

Then we use elementary row operations to reduce it to a upper-triangular form. First we interchange the first row with the first one to get

Next, we use the first row to eliminate the 5 and 6 on the first column. We obtain

If we cancel the 8 and 9 from the second and third row, we obtain

Finally, we subtract the second row from the third to get

Eigen value and Eigen vector

Next, we set z = c. From the second row, we get y = 2z = 2c. The first row will imply x = -2y+3z = -c. Hence

Therefore, any eigenvector X of A associated to the eigenvalue -4 is given by

where c is an arbitrary number. 2. Case : The details for this case will be left to the reader. Using similar ideas as the one described above, one may easily show that any eigenvector X of A associated to the eigenvalue 3 is given by

where c is an arbitrary number. .

Example.3 Consider the matrix

The characteristic equation of A is given by

Hence the eigenvalues of A are -1 and 8. For the eigenvalue 8, it is easy to show that any eigenvector X is given by

Eigen value and Eigen vector

where c is an arbitrary number. Let us focus on the eigenvalue -1. The associated eigenvectors are given by the linear system

which may be rewritten by

Clearly, the third equation is identical to the first one which is also a multiple of the second equation. In other words, this system is equivalent to the system reduced to one equation 2x+y + 2z= 0. To solve it, we need to fix two of the unknowns and deduce the third one. For example, if we set and , we obtain associated to the eigenvalue -1 is given by . Therefore, any eigenvector X of A

Eigen value and Eigen vector

Applications:

Eigen value and Eigen vector

Application 1: College town has two pizza restaurants and a large number of hungry pizza-loving students and faculty. 5,000 people buy one pizza each week. Joe's Chicago Style Pizza has the better pizza and 80% of the people who buy pizza each week at Joe's return the following week. Steve's New York Style Pizza uses lower quality cheese and doesn't have a very good sauce. As a result only 40% of the people who buy pizza at Steve's each week return the following week. As usual, we can represent this situation by a discrete dynamical system Pn + 1 = APn where a11 = 0.80 a21 = 0.20 a12 = 0.60 a22 = 0.40

Click here to open a Mathematical notebook to investigate this situation. Evaluate the notebook. Notice that if we start with 2500 customers at each pizza restaurant in the first week then after a very few weeks Joe's Chicago Style Pizza seems to have three times as many customers each week as Steve's New York Style Pizza. Next enter the matrix above in the Java applet. Play with the applet a bit to see if you notice anything worthy of note. The two screenshots below show some behavior that is worthy of note.

Eigen value and Eigen vector

Notice in the screen shot above that when the first coordinate (Joe's Pizza) of the vector x is roughly three times its second coordinate (Steve's Pizza) then Ax = x. Notice in the screen shot below that when the first and second coordinates have the same absolute value but opposite signs that Ax lines up with x but is roughly one-fifth as long.

Eigen value and Eigen vector

Notice the following lines from the evaluated Mathematica notebook.

Do you notice any connection between this rather cryptic Mathematica output and our observations above? We will return to this point later but first we look at another application.

Application 2: The three figures below show the current population by age and gender and the projected population by age and gender in 25 years for three countries. These figures were obtained from the United States Census Bureau International Data Base. Demographic information like this is extraordinarily important for understanding the vitality, needs, and resources of a country. The three examples given above have very different properties. The United States and japan are highly developed countries with quite different demographics. Compare the fraction of the population that is young in the two countries both currently and, as projected by the U.S. Census Bureau, in 25 years. Notice how different these two countries are from Pakistan.

Eigen value and Eigen vector

Eigen value and Eigen vector

Eigen value and Eigen vector

We will look at a very simplified model of population growth for a hypothetical species and habitat. You can build much more realistic models using data available at the United States Census Bureau. Our simplified model will ignore gender and immigration and emigration and will use only two age groups. These are serious simplifications but the tools we will develop this semester will enable us to look at much more realistic models. This example is just a starting point. Ignoring immigration, for example, ignores one of the most important differences between Japan whose immigration is close to zero and the United States. Our model has two age groups -- the young (less than one year old) and the old (one or more years old). Thus, each year the population is represented by a two-dimensional vector P = (A, B) whose first coordinate is the young population and whose second coordinate is the old population. In this example the fertility rate for young people is 30% which means that on the avergae each young individual gives birth to 0.30 new (and hence young) individuals. The fertility rate for old individuals is 80% which means that on the average each old individual gives birth to 0.80 new (and hence young) individuals. In our model the survival rate for young individuals is 90% and for old individuals is 10%. This gives us the model

Eigen value and Eigen vector

Enter the matrix A into the Java applet and experiment. Do you notice anything noteworthy? The two screen shots below show two things that are worthy of note. The first one shows a vector that when multiplied by the matrix A results in another vector that is in the same direction but somewhat longer. The second one shows a vector that when multiplied by the matrix A results in anotrher vector in exactly the opposite direction that is considerably shorter.

Eigen value and Eigen vector

Click here for another Mathematical notebook. This Mathematical notebook explores this same model. Evaluate the notebook and compare the results with your observations above. Notice that over time the total population is growing at a rate of 5.44% per year and seems to be settling into a pattern with the young population being 51.4% of the total population.

Application

In seismology, these are the directions of least compression (tension), the compression axis, and the intermediate axis (in three dimensions).
Shear Shear in the plane is a transformation where all points along a given line remain fixed while other points are shifted parallel to that line by a distance proportional to their perpendicular distance from the line Uniform scaling and reflection
Multiplying every vector with a constant real number k is represented by the diagonal matrix whose entries on the diagonal are all equal to k. Mechanically, this corresponds to stretching a rubber sheet equally in all directions such as a small area of the surface of an inflating balloon. All vectors originating at origin (i.e., the fixed point on the balloon surface) are stretched equally with the same scaling factor k while preserving its original direction. Thus, every non-zero vector is an eigenvector with eigenvalue k. Whether the transformation is stretching (elongation, extension, inflation), or

Eigen value and Eigen vector

shrinking (compression, deflation) depends on the scaling factor: if k > 1, it is stretching; if 0 < k < 1, it is shrinking. Negative values of k correspond to a reversal of direction, followed by a stretch or a shrink, depending on the absolute value of k.

[edit] Unequal scaling

For a slightly more complicated example, consider a sheet that is stretched unequally in two perpendicular directions along the coordinate axes, or, similarly, stretched in one direction, and shrunk in the other direction. In this case, there are two different scaling factors: k1 for the scaling in direction x, and k2 for the scaling in direction y. If a given eigenvalue is greater than 1, the vectors are stretched in the direction of the corresponding eigenvector; if less than 1, they are shrunken in that direction. Negative eigenvalues correspond to reflections followed by a stretch or shrink. In general, matrices that are diagonalizable over the real numbers represent scalings and reflections: the eigenvalues represent the scaling factors (and appear as the diagonal terms), and the eigenvectors are the directions of the scalings. The figure shows the case where k1 > 1 and 1 > k2 > 0. The rubber sheet is stretched along the x axis and simultaneously shrunk along the y axis. After repeatedly applying this transformation of stretching/shrinking many times, almost any vector on the surface of the rubber sheet will be oriented closer and closer to the direction of the x axis (the direction of stretching). The exceptions are vectors along the y-axis, which will gradually shrink away to nothing.

[edit] Rotation
For more details on this topic, see Rotation matrix. A rotation in a plane is a transformation that describes motion of a vector, plane, coordinates, etc., around a fixed point. Clearly, for rotations other than through 0 and 180, every vector in the real plane will have its direction changed, and thus there cannot be any eigenvectors. But this is not necessarily true if we consider the same matrix over a complex vector space. The characteristic equation is a quadratic equation with discriminant D = 4 (cos2 1) = 4 sin2 , which is a negative number whenever is not equal to a multiple of 180. A rotation of 0, 360, is just the identity transformation (a uniform scaling by +1), while a rotation of 180, 540, , is a reflection (uniform scaling by -1). Otherwise, as expected, there are no real eigenvalues or eigenvectors for rotation in the plane. Instead, the eigenvalues are complex numbers in general. Although not diagonalizable over the reals, the rotation matrix is diagonalizable over the complex numbers, and again the eigenvalues appear on the diagonal. Thus rotation matrices acting on complex spaces can be thought of as scaling matrices, with complex scaling factors.

Eigen value and Eigen vector

Eigen value and Eigen vector

Reference 1. www.wikipedia.com 2. http://www.sosmath.com/diffeq/system/linear/eigenvalue/eigenvalue.html. 3. http://web.eecs.utk.edu/~ward/talks/research_intro/ppframe.htm