Mathematics for Electrical Engineers (EE 143):
Eigenvalues and Eigenvectors
Contents
⚫Eigenvectors and Eigenvalues
⚫The Characteristic Equation
⚫Diagonalization
⚫Complex Eigenvalues
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Contents
⚫Eigenvectors and Eigenvalues
⚫The Characteristic Equation
⚫Diagonalization
⚫Complex Eigenvalues
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Eigenvector
DEF
Ex-1
Ex-2
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Eigenvector
Ex-2
Eigen space = eigenvectors + zero vector
Taken from Lay et.al. and reproduced here
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Eigen Space
DEF
Ex-3
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Eigen Space
Ex-3
Taken from Lay et.al. and reproduced here
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Eigen Space
Theorem The eigenvalues of a triangular matrix are its diagonal entries
Theorem
Proof
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Contents
⚫Eigenvectors and Eigenvalues
⚫The Characteristic Equation
⚫Diagonalization
⚫Complex Eigenvalues
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Characteristic Equation
Ex-4
DEF
Theorem
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Characteristic Equation
Ex-5
Method 2: Using eigenvalues and eigenvectors to get a closed form solution
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Characteristic Equation
Ex-5
Contnd…
Why?
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Characteristic Equation
Ex-5
Contnd…
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Characteristic Equation
Theorem
Proof
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Similarity transformation and eigenvalues
DEF
Theorem
Proof
Thus they have the same characteristic polynomials
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Examples
Ex-6 Find the eigenvalues of the following matrices using determinants
Ex-7 Find the eigenvalues of the following matrices by inspection
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Examples
Ex-8
Ex-9
Ex-10
Ex-11
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Examples
Ex-8
Dimension of eigen space =2
EE143 Dept. of E & E, NITK Surathkal Dim (eigen space) =2
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Contents
⚫Eigenvectors and Eigenvalues
⚫The Characteristic Equation
⚫Diagonalization
⚫Complex Eigenvalues
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Diagonalization
Ex-12
Theorem
Ex-13
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Diagonalization
Ex-13 Step-1: Find the eigenvalues
Step-2: Find three linearly independent eigenvectors
we have the coefficient matrix for the homogeneous equation as
Dim?
Dim? 1-D 2-D
1+2=3 ☺
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Diagonalization
Step-3: Form the matrix P and D (with the same order of eigenvalues and
vectors)
Ex-14
(H.W.)
Note: You will see that there are repeated roots and each eigenspace is 1-D. Hence you wont
be able to generate a matrix P
Theorem
Proof: ref. to previous theorem which says that n distinct eigenvalues
generate n linearly independent eigenvectors.
NO: Ref Ex:13
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Diagonalization
Theorem
Ex-14
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Diagonalization
Ex-16 Let the matrix be diagonalized and is given below. Find its eigenvalues and
basis set for each eigen space
Ex-17 Show that if a matrix is invertible and diagonalizable, so will be its inverse
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Diagonalization
Ex-18
Which is 1 dimensional Hence not diagonalizable
Ex-19
Since 0 is an eigenvalue, A is not
invertible.
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Contents
⚫Eigenvectors and Eigenvalues
⚫The Characteristic Equation
⚫Diagonalization
⚫Complex Eigenvalues
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Complex Eigenvalues
Ex-20
Do you recognize this matrix?
None
Eigenvalues:
Eigenvectors:
i.e., eigenvalues and the corresponding eigenvectors come in complex conjugate pairs
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Complex Eigenvalues
i.e., eigenvalues and the corresponding eigenvectors come in complex conjugate pairs
Taking conjugate on both sided
Ex-21
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Complex Eigenvalues
Ex-21
Taken from Lay
et.al. and
reproduced here
• Matrix with complex eigenvalues will results in rotations
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Complex Eigenvalues
Ex-22
scaling rotation
Ex-23
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Complex Eigenvalues
Ex-23
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Complex Eigenvalues
Ex-24
Proof
Ex-25
Proof-1
Proof-2 is now direct
multiplication
Theorem
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Questions?
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