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DifferentialEquationsReview:Eigenvalues&Eigenvectors

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DifferentialEquations(Notes)/SystemsofDE`s/Review:Eigenvalues&Eigenvectors[Notes]
DifferentialEquationsNotes

Review:EigenvaluesandEigenvectors

Ifyougetnothingoutofthisquickreviewoflinearalgebrayoumustgetthissection.Withoutthis
sectionyouwillnotbeabletodoanyofthedifferentialequationsworkthatisinthischapter.

Soletsstartwiththefollowing.Ifwemultiplyannxnmatrixbyannx1vectorwewillgetanewn
x1vectorback.Inotherwords,

Whatwewanttoknowisifitispossibleforthefollowingtohappen.Insteadofjustgettingabrand
newvectoroutofthemultiplicationisitpossibleinsteadtogetthefollowing,
(1)

Inotherwordsisitpossible,atleastforcertainand ,tohavematrixmultiplicationbethesameas
justmultiplyingthevectorbyaconstant?Ofcourse,weprobablywouldntbetalkingaboutthisifthe
answerwasno.So,itispossibleforthistohappen,however,itwonthappenforjustanyvalueof
or .Ifwedohappentohaveaand forwhichthisworks(andtheywillalwayscomeinpairs)
thenwecallaneigenvalueofAand aneigenvectorofA.

So,howdowegoaboutfindtheeigenvaluesandeigenvectorsforamatrix?Wellfirstnoticethatif
then(1)isgoingtobetrueforanyvalueofandsowearegoingtomaketheassumptionthat
.Withthatoutofthewayletsrewrite(1)alittle.

Noticethatbeforewefactoredoutthe weaddedintheappropriatelysizedidentitymatrix.Thisis
equivalenttomultiplyingthingsbyaoneandsodoesntchangethevalueofanything.Weneededto
dothisbecausewithoutitwewouldhavehadthedifferenceofamatrix,A,andaconstant,,andthis
cantbedone.Wenowhavethedifferenceoftwomatricesofthesamesizewhichcanbedone.

So,withthisrewriteweseethat
(2)
isequivalentto(1).Inordertofindtheeigenvectorsforamatrixwewillneedtosolvea
homogeneoussystem.Recallthefactfromtheprevioussectionthatweknowthatwewilleitherhave
exactlyonesolution(
)orwewillhaveinfinitelymanynonzerosolutions.Sincewevealready
saidthatdontwant
thismeansthatwewantthesecondcase.

Knowingthiswillallowustofindtheeigenvaluesforamatrix.Recallfromthisfactthatwewillget
thesecondcaseonlyifthematrixinthesystemissingular.Thereforewewillneedtodeterminethe
valuesofforwhichweget,

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Oncewehavetheeigenvalueswecanthengobackanddeterminetheeigenvectorsforeach
eigenvalue.Letstakealookatacoupleofquickfactsabouteigenvaluesandeigenvectors.

Fact
IfAisannxnmatrixthen
isannthdegreepolynomial.Thispolynomialiscalled
thecharacteristicpolynomial.

Tofindeigenvaluesofamatrixallweneedtodoissolveapolynomial.Thatsgenerallynottoobad
providedwekeepnsmall.Likewisethisfactalsotellsusthatforannxnmatrix,A,wewillhaven
eigenvaluesifweincludeallrepeatedeigenvalues.

Fact
If
isthecompletelistofeigenvaluesforA(includingallrepeatedeigenvalues)then,

1.Ifoccursonlyonceinthelistthenwecallsimple.
2.Ifoccursk>1timesinthelistthenwesaythathasmultiplicityk.
3.If
(
)arethesimpleeigenvaluesinthelistwithcorresponding
eigenvectors ,
,,
thentheeigenvectorsarealllinearlyindependent.
4.Ifisaneigenvalueofmultiplicityk>1thenwillhaveanywherefrom1toklinearly
independenteigenvectors.

Theusefulnessofthesefactswillbecomeapparentwhenwegetbackintodifferentialequationssince
inthatworkwewillwantlinearlyindependentsolutions.

Letsworkacoupleofexamplesnowtoseehowweactuallygoaboutfindingeigenvaluesand
eigenvectors.

Example1Findtheeigenvaluesandeigenvectorsofthefollowingmatrix.

Solution
Thefirstthingthatweneedtodoisfindtheeigenvalues.Thatmeansweneedthefollowing
matrix,

Inparticularweneedtodeterminewherethedeterminantofthismatrixiszero.

So,itlookslikewewillhavetwosimpleeigenvaluesforthismatrix,
and
.Wewill
nowneedtofindtheeigenvectorsforeachofthese.Alsonotethataccordingtothefactabove,the
twoeigenvectorsshouldbelinearlyindependent.

Tofindtheeigenvectorswesimplyplugineacheigenvalueinto(2)andsolve.So,letsdothat.

:
Inthiscaseweneedtosolvethefollowingsystem.

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DifferentialEquationsReview:Eigenvalues&Eigenvectors

Recallthatofficiallytosolvethissystemweusethefollowingaugmentedmatrix.

Uponreducingdownweseethatwegetasingleequation

thatwillyieldaninfinitenumberofsolutions.Thisisexpectedbehavior.Recallthatwepickedthe
eigenvaluessothatthematrixwouldbesingularandsowewouldgetinfinitelymanysolutions.

Noticeaswellthatwecouldhaveidentifiedthisfromtheoriginalsystem.Thiswontalwaysbe
thecase,butinthe2x2casewecanseefromthesystemthatonerowwillbeamultipleofthe
otherandsowewillgetinfinitesolutions.Fromthispointonwewontbeactuallysolvingsystems
inthesecases.Wewilljustgostraighttotheequationandwecanuseeitherofthetworowsfor
thisequation.

Now,letsgetbacktotheeigenvector,sincethatiswhatwewereafter.Ingeneralthenthe
eigenvectorwillbeanyvectorthatsatisfiesthefollowing,

Togetthisweusedthesolutiontotheequationthatwefoundabove.

Wereallydontwantageneraleigenvectorhoweversowewillpickavaluefor togetaspecific
eigenvector.Wecanchooseanything(except
),sopicksomethingthatwillmakethe

eigenvectornice.Noteaswellthatsincewevealreadyassumedthattheeigenvectorisnotzero
wemustchooseavaluethatwillnotgiveuszero,whichiswhywewanttoavoid
inthis
case.Herestheeigenvectorforthiseigenvalue.

Nowwegettodothisalloveragainforthesecondeigenvalue.

:
Welldomuchlessworkwiththispartthanwedidwiththepreviouspart.Wewillneedtosolve
thefollowingsystem.

Clearlybothrowsaremultiplesofeachotherandsowewillgetinfinitelymanysolutions.Wecan
choosetoworkwitheitherrow.Wellrunwiththefirstbecausetoavoidhavingtoomanyminus
signsfloatingaround.Doingthisgivesus,

Notethatwecansolvethisforeitherofthetwovariables.However,withaneyetowardsworking
withtheselateronletstrytoavoidasmanyfractionsaspossible.Theeigenvectoristhen,

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Summarizingwehave,

Notethatthetwoeigenvectorsarelinearlyindependentaspredicted.

Example2Findtheeigenvaluesandeigenvectorsofthefollowingmatrix.

Solution
Thismatrixhasfractionsinit.Thatslifesodontgetexcitedaboutit.Firstweneedthe
eigenvalues.

So,itlookslikewevegotaneigenvalueofmultiplicity2here.Rememberthatthepoweronthe
termwillbethemultiplicity.

Now,letsfindtheeigenvector(s).Thisoneisgoingtobealittledifferentfromthefirstexample.
Thereisonlyoneeigenvaluesoletsdotheworkforthatone.Wewillneedtosolvethefollowing
system,

So,therowsaremultiplesofeachother.Wellworkwiththefirstequationinthisexampletofind
theeigenvector.

Recallinthelastexamplewedecidedthatwewantedtomaketheseasniceaspossibleandso
shouldavoidfractionsifwecan.Sometimes,asinthiscase,wesimplycantsowellhavetodeal
withit.Inthiscasetheeigenvectorwillbe,

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Notethatbycarefulchoiceofthevariableinthiscasewewereabletogetridofthefractionthatwe
had.Thisissomethingthatingeneraldoesntmuchmatterifwedoornot.However,whenweget
backtodifferentialequationsitwillbeeasieronusifwedonthaveanyfractionssowewill
usuallytrytoeliminatethematthisstep.

Alsointhiscaseweareonlygoingtogetasingle(linearlyindependent)eigenvector.Wecanget
othereigenvectors,bychoosingdifferentvaluesof .However,eachofthesewillbelinearly
dependentwiththefirsteigenvector.Ifyourenotconvincedofthistryit.Picksomevaluesfor
andgetadifferentvectorandchecktoseeifthetwoarelinearlydependent.

Recallfromthefactabovethataneigenvalueofmultiplicitykwillhaveanywherefrom1tok
linearlyindependenteigenvectors.Inthiscasewegotone.Formostofthe2x2matricesthat
wellbeworkingwiththiswillbethecase,althoughitdoesnthavetobe.Wecan,onoccasion,get
two.

Example3Findtheeigenvaluesandeigenvectorsofthefollowingmatrix.

Solution
So,wellstartwiththeeigenvalues.

Thisdoesntfactor,souponusingthequadraticformulawearriveat,

Inthiscasewegetcomplexeigenvalueswhicharedefinitelyafactoflifewith
eigenvalue/eigenvectorproblemssogetusedtothem.

Findingeigenvectorsforcomplexeigenvaluesisidenticaltotheprevioustwoexamples,butitwill
besomewhatmessier.So,letsdothat.

:
Thesystemthatweneedtosolvethistimeis

Now,itsnotsuperclearthattherowsaremultiplesofeachother,buttheyare.Inthiscasewe
have,

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DifferentialEquationsReview:Eigenvalues&Eigenvectors

Thisisnotsomethingthatyouneedtoworryabout,wejustwantedtomakethepoint.Forthework
thatwellbedoinglateronwithdifferentialequationswewilljustassumethatwevedone
everythingcorrectlyandwevegottworowsthataremultiplesofeachother.Therefore,allthatwe
needtodohereispickoneoftherowsandworkwithit.

Wellworkwiththesecondrowthistime.

Nowwecansolveforeitherofthetwovariables.However,againlookingforwardtodifferential
equations,wearegoingtoneedtheiinthenumeratorsosolvetheequationinsuchawayasthis
willhappen.Doingthisgives,

So,theeigenvectorinthiscaseis

Aswiththepreviousexamplewechoosethevalueofthevariabletoclearoutthefraction.

Now,theworkforthesecondeigenvectorisalmostidenticalandsowellnotdwellonthattoo
much.

:
Thesystemthatweneedtosolvehereis

Workingwiththesecondrowagaingives,

Theeigenvectorinthiscaseis

Summarizing,

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DifferentialEquationsReview:Eigenvalues&Eigenvectors

Thereisanicefactthatwecanusetosimplifytheworkwhenwegetcomplexeigenvalues.Weneed
abitofterminologyfirsthowever.

Ifwestartwithacomplexnumber,

thenthecomplexconjugateofzis

Tocomputethecomplexconjugateofacomplexnumberwesimplychangethesignonthetermthat
containsthei.Thecomplexconjugateofavectorisjusttheconjugateofeachofthevectors
components.

Wenowhavethefollowingfactaboutcomplexeigenvaluesandeigenvectors.

Fact
IfAisannxnmatrixwithonlyrealnumbersandif
isaneigenvaluewitheigenvector
.Then
isalsoaneigenvalueanditseigenvectoristheconjugateof .

Thisfactissomethingthatyoushouldfeelfreetouseasyouneedtoinourwork.

Now,weneedtoworkonefinaleigenvalue/eigenvectorproblem.Tothispointweveonlyworked
with2x2matricesandweshouldworkatleastonethatisnt2x2.Also,weneedtoworkonein
whichwegetaneigenvalueofmultiplicitygreaterthanonethathasmorethanonelinearly
independenteigenvector.

Example4Findtheeigenvaluesandeigenvectorsofthefollowingmatrix.

Solution
Despitethefactthatthisisa3x3matrix,itstillworksthesameasthe2x2matricesthatweve
beenworkingwith.So,startwiththeeigenvalues

So,wevegotasimpleeigenvalueandaneigenvalueofmultiplicity2.Notethatweusedthesame
methodofcomputingthedeterminantofa3x3matrixthatweusedintheprevioussection.We
justdidntshowthework.

Letsnowgettheeigenvectors.Wellstartwiththesimpleeigenvector.
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:
Herewellneedtosolve,

Thistime,unlikethe2x2casesweworkedearlier,weactuallyneedtosolvethesystem.Solets
dothat.

Goingbacktoequationsgives,

So,againwegetinfinitelymanysolutionsasweshouldforeigenvectors.Theeigenvectoristhen,

Now,letsdotheothereigenvalue.

:
Herewellneedtosolve,

Okay,inthiscaseisclearthatallthreerowsarethesameandsothereisntanyreasontoactually
solvethesystemsincewecanclearoutthebottomtworowstoallzeroesinonestep.Theequation
thatwegetthenis,

So,inthiscasewegettopicktwoofthevaluesforfreeandwillstillgetinfinitelymanysolutions.
Hereisthegeneraleigenvectorforthiscase,
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Noticetherestrictionthistime.Recallthatweonlyrequirethattheeigenvectornotbethezero
vector.Thismeansthatwecanallowoneortheotherofthetwovariablestobezero,wejustcant
allowbothofthemtobezeroatthesametime!

Whatthismeansforusisthatwearegoingtogettwolinearlyindependenteigenvectorsthistime.
Heretheyare.

Nowwhenwetalkedaboutlinearindependentvectorsinthelastsectionweonlylookedatn
vectorseachwithncomponents.Wecanstilltalkaboutlinearindependenceinthiscasehowever.
Recallbackwithwedidlinearindependenceforfunctionswesawatthetimethatiftwofunctions
werelinearlydependentthentheyweremultiplesofeachother.Wellthesamethingholdstruefor
vectors.Twovectorswillbelinearlydependentiftheyaremultiplesofeachother.Inthiscase
thereisnowaytoget
bymultiplying byaconstant.Therefore,thesetwovectorsmustbe
linearlyindependent.

So,summarizingup,herearetheeigenvaluesandeigenvectorsforthismatrix

DifferentialEquations(Notes)/SystemsofDE`s/Review:Eigenvalues&Eigenvectors[Notes]
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