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an1 an 2 ann
1 2 n ( 1) n n
n det( A).
0
2 1 3
Example 1: A 1 2 1
0 0 3
2 1 3
Characteristic equation 1 2 1 = (3 )[( 2 ) 2 1] 0
0 0 3
(3 ) 2 (1 ) 0
3, 3 1. 1 2
Note that sum of eigen values = sum of diagonal elements of A =7.
Product of eigen values = det (A) = 9.
1 1 3 x 0
1 1 1 y 0
0 0 0 z 0
x y 3z 0
x y z 0.
z 0, x y.
Here one variable can be chosen arbitrarily. Hence we will get one LI eigenvector.
1
Hence X1 1 is an eigenvector. From the above equation we can obtain only one LI eigenvector
0
even though the eigen value 3 is repeated two times.
1
1 is an eigen vector for 1
0
2 1 0
Example 2 A 1 2 0
0 0 3
Here the characteristic equation is same as in the above example.
1 2 3, 3 1.
x y and z is arbitrary.
Here y and z are arbitrary and x depends on y .
1
1 ( taking y 1) .
0
Algebraic multiplicity of an eigen value: The number of times an eigenvalue repeated (as a root of
characteristic equation) is called its algebraic multiplicity.
Geometric multiplicity: The number of linearly independent eigenvectors corresponding to an eigen
value is called its geometric multiplicity.
In example 1 the eigen value 3 has algebraic multiplicity = 2 and geometric multiplicity = 1.
In example 2 the eigen value 3 has algebraic multiplicity 2 and geometric multiplicity = 2.
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From the characteristic equation (3) we can deduce the following:
(1) The eigen value of A and AT are the same.
T
Because det ( A I) 0 det ( A I) 0 det ( AT I) 0.
(2) The eigen value of A and A* are conjugate to each other, where A* AT
T
Because det ( A I) 0 det ( A I) 0 det ( A* I) 0.