finding eigenvalues


This example investigates eigenvaluesMathworldPlanetmathPlanetmathPlanetmathPlanetmath and the similarity transformationMathworldPlanetmath used to diagonalize matrices. We seek the eigenvalues of the matrix A below. Afterward, we can transform this matrix into a diagonal matrixMathworldPlanetmath which has many useful applications.

A=(2112)

Here, we need to solve the corresponding matrix equation;

(2112)(x1x2)=λ(x1x2)

or

AX=λX

rearranging gives

AX-λX=0

or

(A-λI)X=0

We seek the values for λ and X. First, we need to solve the characteristic equationMathworldPlanetmathPlanetmath of A. We do this by finding det(A-λI). First, calculating A-λI gives;

A-λI=(2-λ112-λ)

Next, calculating det(A-λI) yields

det(A-λI)=(2-λ)2-1=λ2-4λ+3=(λ-1)(λ-3)=0

Substituting λ=1 into (A-λI)X gives…

{x1+x2=0x1+x2=0

so that x2=-x1 and the corresponding eigenvectorMathworldPlanetmathPlanetmathPlanetmath is

(t-t)=t(1-1)

where t0.
Substituting λ=3 gives…

{-x1+x2=0x1-x2=0

so that x2=x1 and the corresponding eigenvector is

(tt)=t(11)

where t0.
Finally, to diagonalize A we let the eigenvectors be the columns of a new matrix

P=(1-111)

and then since our eigenvectors are linearly independentMathworldPlanetmath we can also find;

P-1=12(11-11)

then we create a diagonal matrix as follows…

D=P-1AP=(1003)

Computing powers of A is a very useful application of D. Solving for A lets us compute powers of A

A=PDP-1

so that

An=PDnP-1

or

An=P(1n003n)P-1

Title finding eigenvalues
Canonical name FindingEigenvalues
Date of creation 2013-03-22 15:52:35
Last modified on 2013-03-22 15:52:35
Owner PrimeFan (13766)
Last modified by PrimeFan (13766)
Numerical id 6
Author PrimeFan (13766)
Entry type Example
Classification msc 15A18