Mindanao State University

Iligan Institute of Technology

Multivariate Analysis

Laboratory Exercise
Asaad, Al-Ahmadgaid B.
Student

Baguio, Carolina Bancayrin

Instructor

June 17, 2012

A. Find the eigenvalues and eigenvectors of the following matrix a. b. c. ( ( ( ) ) )

Answers: a. ( ) ( ( ) ( ))

((

) (

)) )( )

((

))

( And the eigenvalues are and

)( .

To find the eigenvector of A associated with ( ), ( )( )

we simply substitute the

to matrix

( )

Hence all eigenvectors associated with the eigenvalue any nonzero vector real number. In particular, for associated with . Similarly using (

are given by ( ), where r is ( ) is an eigenvector

, the eigenvector of A is )( ) ( )

Hence all eigenvectors associated with the eigenvalue is any nonzero vector real number.

are given by (

), where r

b. ( ) ( ( ) ( ))

((

) (

( )(

)) )

(( ( )

))

( And the eigenvalues are and

)( .

To find the eigenvector of A associated with to matrix ( ), ( )( ) ( )

we simply substitute the

Hence all eigenvectors associated with the eigenvalue where r is any nonzero vector real number. Moreover, using eigenvector of B is, ( )( ) ( )

are given by (

),

the corresponding

Hence all eigenvectors associated with the eigenvalue where r is any nonzero vector real number.

are given by (

),

b.1 Supplementary for question b. Find the quadratic form of ( Solution: ( ( ( ) )( ) ) )( )( )

c. ( )

( (

))

((

))

((

))

)((

)( (( )(

( ) (

) ) )( :

((

)( ))

)(

))

( And the eigenvalues are ,

)(

)( , and

) . we simply substitute the

To find the eigenvector of C associated with to matrix ( ),

)(

( )

first equation second equation third equation

Hence all eigenvectors associated with the eigenvalue where r is any nonzero vector real number. Now, using ( )( ) ( )

are given by ( the eigenvector of A is,

),

first equation second equation third equation

Hence all eigenvectors associated with the eigenvalue where r is any nonzero vector real number. Lastly, using ( )( ) ( )

are given by (

),

the eigenvector of A is,

first equation second equation third equation

Thus all eigenvectors associated with the eigenvalue where r is any nonzero vector real number. c.1 Supplementary question to c. Find Solution: ( )( )( ) where ( )

are given by (

),

)( )

USING R a. Solution: #INPUT MatrixA <- cbind(c(1,2),c(2,1)) eigen(MatrixA) #OUTPUT $values [1] 3 -1 $vectors [,1] [,2] [1,] 0.7071068 -0.7071068 [2,] 0.7071068 0.7071068 b. Solution: #INPUT MatrixB <- cbind(c(0.22,0.13),c(0.13,0.09)) eigen(MatrixB) #OUTPUT $values [1] 0.300344419 0.009655581 $vectors [,1] [,2] [1,] -0.8506508 0.5257311 [2,] -0.5257311 -0.8506508 c. Solution: #INPUT MatrixC <- cbind(c(1.04,-0.66,0.32),c(-0.66,16.77,-2.82), c(0.32,-2.82,1.38)) eigen(MatrixC) #OUTPUT $values [1] 17.3010874 $vectors [,1] [,2] [,3] [1,] 0.0433675 0.8083356 -0.5871225 [2,] -0.9835969 0.1375383 0.1167065 [3,] 0.1750898 0.5724305 0.8010411 #The eigenvectors #The eigenvectors

#The eigenvalues

#The eigenvalues

1.1543120

0.7346006