TERM PAPER OF MATHEMATICS

SUBMITTED TO:-MISS SALONI

SUBMITTED ON:-12-11-2010

SUBMITTED BY:-
• NAME:-HAOBIJAM BANA
• ROLL NO.:-RG6009A62
• REG. NO.:-11013742
• Section: - G6009
• TOPIC: - APPLICATION OF
EIGENVALUES
 Acknowledgement

I would like to express our gratitude to all those who gave me

the possibility to complete this project. We want to thank the
Department of Mathematics of the Lovely professional
university (Punjab) for giving me permission to commence this
project in the first instance, to do the necessary research work
and to use departmental data. I have furthermore to thank our
teacher, Miss Saloni and who gave and confirmed this
permission and encouraged me to go ahead with my project. I
am bound to the Honorable Head of department and our Dean
Mam for their stimulating support.

I am deeply indebted to all our supervisors whose help,

stimulating suggestions and encouragement helped me in all the
time of research for and writing of this project.

It has been a quite interesting task to work on this project,

Has been new to us and I am almost done with it……

It’s our team work…….hope our team makes it to the goal...

THANK YOU;
INTRODUCTION:-
In mathematics, eigenvalue,
eigenvector, and eigenspace are
related concepts in the field of
linear algebra. The prefix Eigen-
is adopted from the German word
"Eigen" for "innate",
"idiosyncratic", "own", Linear
algebra studies linear
transformations, which are
represented by matrices acting on
vectors. Eigenvalues,
eigenvectors and eigenspaces are
properties of a matrix. They are
computed by a method described
below, give important
information about the matrix, and
can be used in matrix
factorization. They have
applications in areas of applied
mathematics as diverse as
economics and quantum
mechanics.
In general, a matrix acts on a
vector by changing both its
magnitude and its direction.
However, a matrix may act on
certain vectors by changing only
Contents:-
• Overview
• Mathematical definition
• Alternative definition
• Computation of Eigenvalues,
and the characteristic
equation
their magnitude, and leaving their
direction unchanged (or possibly
reversing it). These vectors are
the eigenvectors of the matrix. A
matrix acts on an eigenvector by
multiplying its magnitude by a
factor, which is positive if its
direction is unchanged and
negative if its direction is
reversed. This factor is the
eigenvalue associated with that
eigenvector. An eigenspace is the
set of all eigenvectors that have
the same eigenvalue, together
with the zero vectors.
These concepts are formally
defined in the language of
matrices and linear
transformations. Formally, if A is
a linear transformation, a non-
null vector x is an eigenvector of
A if there is a scalar λ such that
The scalar λ is said to be an
eigenvalue of A corresponding to
the eigenvector x.
• Properties of eigenvectors
• Non-zero values
• Scalar multiples
• Components of eigenvectors
• Linear independence
• Eigenvectors of a diagonal
matrix
• Properties of Eigenvalues
 • Shear
Overview:-
In linear algebra, there are two
kinds of objects: scalars, which
are just numbers; and vectors,
which can be thought of as
arrows, and which have both
magnitude and direction (though
more precisely a vector is a
member of a vector space). In
place of the ordinary functions of
algebra, the most important
functions in linear algebra are
called "linear transformations,"
and a linear transformation is
usually given by a "matrix," an
array of numbers. Thus instead of
writing f(x) we write M (v) where
M is a matrix and v is a vector.
The rules for using a matrix to
transform a vector are given in
the article linear algebra.
If the action of a matrix on a
(nonzero) vector changes its
magnitude but not its direction,
then the vector is called an
eigenvector of that matrix. Each
eigenvector is, in effect,
multiplied by a scalar, called the
eigenvalue corresponding to that
eigenvector. The eigenspace
corresponding to one eigenvalue
Mathematical definition:-
Given a linear transformation A, a non-zero
• Eigen decomposition
• Applications
of a given matrix is the set of all
eigenvectors of the matrix with
that eigenvalue.
An important benefit of knowing
the eigenvectors and values of a
system is that the effects of the
action of the matrix on the
system can be predicted. Each
application of the matrix to an
arbitrary vector yields a result
which will have rotated towards
the eigenvector with the largest
eigenvalue.
Many kinds of mathematical
objects can be treated as vectors:
ordered pairs, functions,
harmonic modes, quantum states,
and frequencies are examples. In
these cases, the concept of
direction loses its ordinary
meaning, and is given an abstract
definition. Even so, if this
abstract direction is unchanged
by a given linear transformation,
the prefix "Eigen" is used, as in
eigenfunction, eigenmode,
eigenface, eigenstate, and
eigenfrequency.
vector x is defined to be an eigenvector of
the transformation if it satisfies the
eigenvalue equation
 For some scalar λ. In this situation,
the scalar λ is called an eigenvalue
of A corresponding to the
eigenvector x.

The key equation in this

definition is the eigenvalue
equation, Ax = λx. The vector x
has the property that its direction
is not changed by the
transformation A, but that it is
only scaled by a factor of λ. Most
vectors x will not satisfy such an
equation: a typical vector x
changes direction when acted on
by A, so that Ax is not a scalar
multiple of x. This means that
only certain special vectors x are
eigenvectors, and only certain
special scalars λ are Eigenvalues.
Of course, if A is a multiple of
the identity matrix, then no
vector changes direction, and all
non-zero vectors are
eigenvectors.
Geometrically (Fig. 2), the
eigenvalue equation means that
under the transformation A
eigenvectors experience only
changes in magnitude and sign—
the direction of Ax is the same as
that of x. The eigenvalue λ is
simply the amount of "stretch" or
"shrink" to which a vector is
subjected when transformed by
A. If λ = 1, the vector remains
unchanged (unaffected by the
transformation). A
transformation I under which a
vector x remains unchanged, Ix =
x, is defined as identity
transformation. If λ = −1, the
vector flips to the opposite
direction; this is defined as
reflection.

Alternative definition:-

Mathematicians sometimes
alternatively define eigenvalue in
the following way, leading to Any vector u in V which
differences of opinion over what satisfies for some
constitutes an "eigenvector." eigenvalue λ is called an
eigenvector of A corresponding
Alternative Given a linear transformation to λ.
Definition on a linear space V over a field
F, a scalar λ in F is called an The set of all eigenvectors
eigenvalue of T if there exists a corresponding to λ is called the
nonzero vector x in V such that eigenspace of λ.[4]
Notice that the above definitions
are entirely equivalent, except for
in regards to eigenvectors, where
they disagree on whether the zero
vectors are considered an
eigenvector. The convention of
allowing the zero vector to be an
eigenvector (although still not
allowing it to determine
Eigenvalues) allows one to avoid
repeating the non-zero criterion
every time one proves a theorem,
and simplifies the definitions of
concepts such as eigenspace,
which would otherwise be non-
intuitively made up of vectors
that are not all eigenvectors.
Computation of Eigenvalues,
and the characteristic
equation
Main article: Characteristic
polynomial
When a transformation is
represented by a square matrix A,
the eigenvalue equation can be
expressed as
Where I is the identity matrix.
This can be rearranged to
Defines a linear transformation of
the real plane. The Eigenvalues
of this transformation are given
by the characteristic equation
If there exists an inverse
(A − λI) − 1,
Then both sides can be left
multiplied by the inverse to
obtain the trivial solution: x = 0.
Thus we require there to be no
inverse by assuming from linear
algebra that the determinant
equals zero:
The determinant requirement is
called the characteristic equation
(less often, secular equation) of
A, and the left-hand side is called
the characteristic polynomial.
When expanded, this gives a
polynomial equation for λ.
Neither the eigenvector x nor its
components are present in the
characteristic equation.
Example 1
The matrix
The roots of this equation (i.e. the
values of λ for which the
equation holds) are λ = 1 and λ =
3. Having found the Eigenvalues,
it is possible to find the
eigenvectors. Considering first
the eigenvalue λ = 3, we have

After matrix-multiplication
This matrix equation represents a
system of two linear equations 2x
+ y = 3x and x + 2y = 3y. Both
the equations reduce to the single
linear equation x = y. To find an
eigenvector, we are free to
choose any value for x (except 0),
so by picking x=1 and setting
y=x, we find an eigenvector with
eigenvalue 3 to be
We can confirm this is an
eigenvector with eigenvalue 3 by
checking the action of the matrix
on this vector:
Any scalar multiple of this
eigenvector will also be an
eigenvector with eigenvalue 3.
For the eigenvalue λ = 1, a
similar process leads to the
equation x = − y, and hence an
eigenvector with eigenvalue 1 is
given by
Properties of
eigenvectors:-
Non-zero values
The requirement that the
eigenvector be non-zero is
imposed because the equation A0
= λ0 holds for every A and every
λ. Since the equation is always
trivially true, it is not an
interesting case. In contrast, an
eigenvalue can be zero in a
nontrivial way. Each eigenvector
is associated with a specific
eigenvalue. One eigenvalue is
associated with an infinite
number of eigenvectors that span,
at least, a one-dimensional
eigenspace, as follows.
Scalar multiples:-
If x is an eigenvector of the linear
transformation A with eigenvalue
λ, then any scalar multiple αx is
also an eigenvector of A with the
same eigenvalue, since A(αx) =
αAx = αλx = λ(αx). The set of all
such eigenvectors belonging to
the same scaling factor, λ, is
called an eigenline.
More generally, any linear
combination of eigenvectors that
share the same eigenvalue λ, will
itself be an eigenvector with
eigenvalue λ. Together with the
zero vector, the eigenvectors of A
with the same eigenvalue form a
linear subspace of the vector
space called an eigenspace, Eλ. In
case of dim (Eλ) = 1, it is called
an eigenline and λ is called a
scaling factor.
Components of
eigenvectors:-
If a basis is defined in vector
space, all vectors can be
expressed in terms of
components. For finite
dimensional vector spaces with
dimension n, linear
transformations can be
represented with n × n square
matrices. Conversely, every such
square matrix corresponds to a
linear transformation for a given
basis. Thus, in a two-dimensional
vector space R2 fitted with
standard basis, the eigenvector
equation for a linear
transformation A can be written
in the following matrix
representation:
Where the juxtaposition of
matrices denotes matrix
multiplication.
Since, by definition of λ, det(λI-
A)=0, the solution is not unique
— at least one coordinate is a
free variable. This results in a
whole dimension of λ-associated
eigenvectors, as explained in the
property above.
Linear independence:-
The eigenvectors corresponding
to different Eigenvalues are
linearly independent meaning, in
particular, that in an n-
dimensional space the linear
transformation A cannot have
more than n eigenvectors with
different Eigenvalues.
A matrix is said to be defective if
it fails to have n linearly
independent eigenvectors. All
defective matrices have fewer
than n distinct Eigenvalues, but
not all matrices with fewer than n
distinct eigenvalues are defective.
Eigenvectors of a diagonal
matrix:-
If a matrix is a diagonal matrix,
then its eigenvalues are the
numbers on the diagonal and its
eigenvectors are basis vectors (of
the standard basis) to which those
numbers refer.
Properties of Eigenvalues:-
Let A be an n×n matrix with
Eigenvalues λi,
. Then
• Trace of
.
• Determinant of
.
• Eigenvalues of Ak are
• If A = AH, i.e., A is
Hermitian, every
eigenvalue is real.
• Every eigenvalue of a
Unitary matrix has
absolute value | λ | = 1.
Left and right
eigenvectors:-
The word eigenvector formally
refers to the right eigenvector xR.
It is defined by the above
eigenvalue equation AxR = λRxR,
and is the most commonly used
eigenvector. However, the left
eigenvector xL exists as well, and
is defined by xLA = λLxL.
History:-
Eigenvalues are often introduced
in the context of linear algebra or
matrix theory. Historically,
however, they arose in the study
of quadratic forms and
differential equations.
Euler studied the rotational
motion of a rigid body and
discovered the importance of the
principal axes. Lagrange realized
that the principal axes are the
eigenvectors of the inertia matrix.
In the early 19th century, Cauchy
saw how their work could be
used to classify the quadric
surfaces, and generalized it to
arbitrary dimensions. Cauchy
also coined the term racine
caractéristique (characteristic
root) for what is now called
eigenvalue; his term survives in
characteristic equation.
Fourier used the work of Laplace
and Lagrange to solve the heat
equation by separation of
variables in his famous 1822
book Théorie analytique de la
chaleur. Sturm developed
Fourier's ideas further and
brought them to the attention of
Cauchy, who combined them
with his own ideas and arrived at
the fact that real symmetric
matrices have real Eigenvalues.
This was extended by Hermite in
1855 to what are now called
Hermitian matrices. Around the
same time, Brioschi proved that
the Eigenvalues of orthogonal
matrices lie on the unit circle, and
Clebsch found the corresponding
result for skew-symmetric
matrices. Finally, Weierstrass
clarified an important aspect in
the stability theory started by
Laplace by realizing that
defective matrices can cause
instability.
In the meantime, Liouville
studied eigenvalue problems
similar to those of Sturm; the
discipline that grew out of their
work is now called Sturm–
Liouville theory. Schwarz studied
the first eigenvalue of Laplace's
equation on general domains
towards the end of the 19th
century, while Poincaré studied
Poisson's equation a few years
later.
At the start of the 20th century,
Hilbert studied the Eigenvalues
of integral operators by viewing
the operators as infinite matrices.]
He was the first to use the
German word Eigen to denote
Eigenvalues and eigenvectors in
1904, though he may have been
following a related usage by
Helmholtz. For some time, the
standard term in English was
"proper value", but the more
distinctive term "eigenvalue" is
standard today.
The first numerical algorithm for
computing Eigenvalues and
eigenvectors appeared in 1929,
when Von Mises published the
power method. One of the most
popular methods today, the QR
algorithm, was proposed
independently by John G.F.
Francis and Vera Kublanovskaya
in 1961.
Existence and
multiplicity:-
For a given matrix, the number of
Eigenvalues and eigenvectors and
whether they are distinct depends
on properties of that matrix.
The algebraic multiplicity of an
eigenvalue is defined as the
multiplicity of the corresponding
root of the characteristic
polynomial. The geometric
multiplicity of an eigenvalue is
defined as the dimension of the
associated eigenspace, i.e.
number of linearly independent
eigenvectors with that
eigenvalue.
For transformations on real
vector spaces, the coefficients of
the characteristic polynomial are
all real. However, the roots are
not necessarily real; they may
include complex numbers with a
non-zero imaginary component.
For example, a matrix
representing a planar rotation of
45 degrees will not leave any
non-zero vector pointing in the
same direction.
However, over a complex vector
space, the fundamental theorem
of algebra guarantees that the
characteristic polynomial has at
least one root, and thus the linear
transformation has at least one
eigenvalue. Over a complex
space, the sum of the algebraic
multiplicities will equal the
dimension of the vector space,
but the sum of the geometric
multiplicities may be smaller. In
a sense, it is possible that there
may not be sufficient
eigenvectors to span the entire
space. This is intimately related
to the question of whether a
given matrix may be
diagonalized by a suitable choice
of coordinates.
As well as distinct roots, the
characteristic equation may also
have repeated roots. However,
having repeated roots does not
imply there are multiple distinct
(i.e., linearly independent)
eigenvectors with that
eigenvalue.
These concepts are illustrated by
considering several common
geometric transformations.
Shear:-

Horizontal shear. The shear angle
φ is given by k = cot φ, where k
is the shear factor
Shear in the plane is a
transformation in which all points
along a given line remain fixed
while other points are shifted
parallel to that line by a distance
proportional to their
perpendicular distance from the
line. Shearing a plane figure does
not change its area. Shear can be
horizontal − along the X axis, or
vertical − along the Y axis. In
horizontal shear (see figure), a
point P of the plane moves
parallel to the X axis to the place
P' so that its coordinate y does
not change while the x coordinate
increments to become x' = x + k
y, where k is called the shear
factor.
The matrix of a horizontal shear
transformation is
The characteristic equation is
λ2 − 2λ + 1 = (1 − λ)2 = 0
Which has a single, repeated root
λ = 1. Therefore, the eigenvalue λ
= 1 has algebraic multiplicity 2.
The eigenvector(s) are found as
solutions of
The last equation is equivalent to
y = 0, which is a straight line
along the x axis. This line
represents the one-dimensional
eigenspace. In the case of shear
the algebraic multiplicity of the
eigenvalue (2) is greater than its
geometric multiplicity (1, the
dimension of the eigenspace).
The eigenvector is a vector along
the x axis. The case of vertical
shear with transformation matrix
is dealt with in a similar
way; the eigenvector in vertical
shear is along the y axis.
Applying repeatedly the shear
transformation changes the
direction of any vector in the
plane closer and closer to the
direction of the eigenvector.
Uniform scaling and
reflection:-
Fig. When a surface is stretching
equally in all directions (a
homothety) each of the radial
vectors is an eigenvector.
As a one-dimensional vector
space, consider an elastic string
or rubber band tied to an
unmoving support at one end.
Pulling the string away from the
point of attachment stretches it
and elongates it by some scaling
factor λ which is a real number.
Each vector on the string is
stretched equally, with the same
scaling factor λ, and although
elongated, it preserves its original
direction.
For a two-dimensional vector
space, consider a rubber sheet
stretched equally in all directions
such as a small area of the
surface of an inflating balloon
(Fig. 3). All vectors originating at
the fixed point on the balloon
surface (the origin) are stretched
equally with the same scaling
factor λ. This transformation in
two-dimensions is described by
the 2×2 square matrix.
Expressed in words, the
transformation is equivalent to
multiplying the length of any
vector by λ while preserving its
original direction. Since the
vector taken was arbitrary, every
non-zero vector in the vector
space is an eigenvector. Whether
the transformation is stretching
(elongation, extension, inflation),
or shrinking (compression,
deflation) depends on the scaling
factor: if λ > 1, it is stretching; if
λ < 1, it is shrinking. Negative
values of λ correspond to a
reversal of direction, followed by
a stretch or a shrink, depending
on the absolute value of λ.
Unequal scaling:-
Vertical shrink (k2 < 1) and
horizontal stretch (k1 > 1) of a
unit square. Eigenvectors are u1
and u2 and Eigenvalues are λ1 =
k1 and λ2 = k2. This
transformation orients all vectors
towards the principal eigenvector
u1.
For a slightly more complicated
example, consider a sheet that is
stretched unequally in two
perpendicular directions along
the coordinate axes, or, similarly,
stretched in one direction, and
shrunk in the other direction. In
this case, there are two different
scaling factors: k1 for the scaling
in direction x, and k2 for the
scaling in direction y. The
transformation matrix is
,
And the characteristic equation is
(k1 − λ)(K2 − λ) = 0.
The Eigenvalues, obtained as
roots of this equation are λ1 = k1,
and λ2 = k2 which means, as
expected, that the two
Eigenvalues are the scaling
factors in the two directions. y-axis, which will gradually
Plugging k1 back in the shrink away to nothing.
eigenvalue equation gives one of
the eigenvectors: Rotation

For more details on this topic, see

Rotation matrix.
Or, more simply, y = 0.
A rotation in a plane is a
transformation that describes
Thus, the eigenspace is the x-
motion of a vector, plane,
axis. Similarly, substituting λ =
coordinates, etc., around a fixed
K2 shows that the corresponding
point. Clearly, for rotations other
eigenspace is the y-axis. In this
than through 0° and 180°, every
case, both Eigenvalues have
vector in the real plane will have
algebraic and geometric
its direction changed, and thus
multiplicities equal to 1. If a
there cannot be any eigenvectors.
given eigenvalue is greater than
But this is not necessarily true if
1, the vectors are stretched in the
we consider the same matrix over
direction of the corresponding
a complex vector space.
eigenvector; if less than 1, they
are shrunken in that direction.
A counterclockwise rotation in
Negative Eigenvalues correspond
the horizontal plane about the
to reflections followed by a
origin at an angle φ is represented
stretch or shrink. In general,
by the matrix
matrices that are diagonalizable
over the real numbers represent
scaling and reflections: the
Eigenvalues represent the scaling
factors (and appear as the
diagonal terms), and the The characteristic equation of R
eigenvectors are the directions of is λ2 − 2λ cos φ + 1 = 0. This
the scaling. quadratic equation has a
discriminant D = 4 (cos2 φ − 1) =
The figure shows the case where − 4 sin2 φ, which is a negative
k1 > 1 and 1 > k2 > 0. The rubber number whenever φ is not equal
sheet is stretched along the x axis to a multiple of 180°. A rotation
and simultaneously shrunk along of 0°, 360°, … is just the identity
the y axis. After repeatedly transformation (a uniform scaling
applying this transformation of by +1), whiles a rotation of 180°,
stretching/shrinking many times, 540°, …, is a reflection (uniform
almost any vector on the surface scaling by -1). Otherwise, as
of the rubber sheet will be expected, there are no real
oriented closer and closer to the Eigenvalues or eigenvectors for
direction of the x axis (the rotation in the plane.
direction of stretching). The
exceptions are vectors along the
Rotation matrices on complex
vector spaces
The characteristic equation has
two complex roots λ1 and λ2. If
we choose to think of the rotation
matrix as a linear operator on the
complex two dimensional
vectors, we can consider these
complex Eigenvalues. The roots
are complex conjugates of each
other: λ1, 2 = cos φ ± i sin φ = e ±
iφ
, each with an algebraic
multiplicity equal to 1, where i is
the imaginary unit.
The first eigenvector is found by
substituting the first eigenvalue,
λ1, back into the eigenvalue
equation:
The last equation is equivalent to
the single equation x = iy, and
again we are free to set x = 1 to
give the eigenvector
Similarly, substituting in the
second eigenvalue gives the
single equation x = − iy and so
the eigenvector is given by
Although not diagonalizable over
the real, the rotation matrix is
diagonalizable over the complex
numbers, and again the
Eigenvalues appear on the
diagonal. Thus rotation matrices
acting on complex spaces can be
thought of as scaling matrices,
with complex scaling factors.
Infinite-dimensional
spaces and spectral
theory:-
If the vector space is an infinite
dimensional Banach space, the
notion of Eigenvalues can be
generalized to the concept of
spectrum. The spectrum is the set
of scalars λ for which (T − λI)−1 is
not defined; that is, such that T −
λI has no bounded inverse.
Clearly if λ is an eigenvalue of T,
λ is in the spectrum of T. In
general, the converse is not true.
There are operators on Hilbert or
Banach spaces which have no
eigenvectors at all. This can be
seen in the following example.
The bilateral shift on the Hilbert
space ℓ 2(Z) (that is, the space of
all sequences of scalars … a−1, a0,
a1, a2, … such that
converges) has no eigenvalue but
does have spectral values.
In infinite-dimensional spaces,
the spectrum of a bounded
operator is always nonempty.
This is also true for an
unbounded self adjoint operator.
Via its spectral measures, the
spectrum of any self adjoint
operator, bounded or otherwise,
can be decomposed into
absolutely continuous, pure
point, and singular parts. (See
Decomposition of spectrum.)
The hydrogen atom is an example
where both types of spectra
appear. The eigenfunction of the
hydrogen atom Hamiltonian are
called eigenstate and are grouped
into two categories. The bound
states of the hydrogen atom
correspond to the discrete part of
the spectrum (they have a
discrete set of Eigenvalues which
can be computed by Rydberg
formula) while the ionization
processes are described by the
continuous part (the energy of the
collision/ionization is not
quantized).
real valued function by a single
real variable. We seek a function
(equivalent to an infinite-
dimensional vector) which, when
differentiated, yields a constant
times the original function. In
this case, the eigenvalue equation
becomes the linear differential
equation
Here λ is the eigenvalue
associated with the function, f(x).
This eigenvalue equation has a
solution for any value of λ. If λ is
zero, the solution is

Eigenfunction:-
Where A is any constant; if λ is
A common example of such non-zero, the solution is the
maps on infinite dimensional exponential function
spaces is the action of differential
operators on function spaces. As
an example, on the space of
infinitely differentiable functions,
If we expand our horizons to
the process of differentiation
complex valued functions, the
defines a linear operator since
value of λ can be any complex
number. The spectrum of d/dt is
therefore the whole complex
plane. This is an example of a
continuous spectrum.
Where f(t) and g(t) are
differentiable functions, and a
Waves on a string:-
and b are constants.
The shape of a standing wave in a
The eigenvalue equation for
string fixed at its boundaries is an
linear differential operators is
example of an eigenfunction of a
then a set of one or more
differential operator. The
differential equations. The
admittable Eigenvalues are
eigenvectors are commonly
governed by the length of the
called eigenfunction. The most
string and determine the
simple case is the eigenvalue
frequency of oscillation.
equation for differentiation of a
The displacement, h(x, t), of a and
stressed rope fixed at both ends,
like the vibrating strings of a
string instrument, satisfies the
wave equation
Thus, the constant ω is
constrained to take one of the

values , where n is
Which is a linear partial any integer. Thus the clamped
differential equation, where c is string supports a family of
the constant wave speed? The standing waves of the form
normal method of solving such
an equation is separation of
variables. If we assume that h can
be written as the product of the Applications:-
form X(x)T(t), we can form a pair
of ordinary differential equations:

and

Each of these is an eigenvalue

equation (the unfamiliar form of
the eigenvalue is chosen merely
for convenience). For any values
of the Eigenvalues, the
eigenfunction are given by

A The wave functions associated

nd
If we impose boundary
conditions (that the ends of the
string are fixed with X(x)=0 at
x=0 and x=L, for example) we
can constrain the Eigenvalues.
For those boundary conditions,
we find
, and so the
phase angle
with the bound states of an
electron in a hydrogen atom can
be seen as the eigenvectors of the
hydrogen atom Hamiltonian as
well as of the angular momentum
operator. They are associated
with Eigenvalues interpreted as
their energies (increasing
downward: n=1,2,3,...) and
angular momentum (increasing
across: s, p, d,...). The illustration
shows the square of the absolute
value of the wave functions.
Brighter areas correspond to
higher probability density for a
position measurement. The center
of each figure is the atomic
nucleus, a proton.
An example of an eigenvalue
equation where the
transformation T is represented in
terms of a differential operator is
the time-independent
Schrödinger equation in quantum
mechanics:
Where H, the Hamiltonian, is a
second-order differential operator
and ψE, the wave function, is one
of its eigenfunction
corresponding to the eigenvalue
E, interpreted as its energy.
However, in the case where one
is interested only in the bound
state solutions of the Schrödinger
equation, one looks for ψE within
the space of square integrable
functions. Since this space is a
Hilbert space with a well-defined
scalar product, one can introduce
a basis set in which ψE and H can
be represented as a one-
dimensional array and a matrix
respectively. This allows one to
represent the Schrödinger
equation in a matrix form. (Fig. 8
presents the lowest eigenfunction
of the hydrogen atom
Hamiltonian.)
Bra-ket notation is often used in
this context. A vector, which
represents a state of the system,
in the Hilbert space of square
integrable functions is
represented by . In this
notation, the Schrödinger
equation is:
Where is an eigenstate of
H. It is a self adjoint operator, the
infinite dimensional analog of
Hermitian matrices (see
Observable). As in the matrix
case, in the equation above
is understood to be the
vector obtained by application of
the transformation H to .
Molecular orbital:-
In quantum mechanics, and in
particular in atomic and
molecular physics, within the
Hartree–Fock theory, the atomic
and molecular orbital can be
defined by the eigenvectors of the
Fock operator. The
corresponding Eigenvalues are
interpreted as ionization
potentials via Koopmans'
theorem. In this case, the term
eigenvector is used in a
somewhat more general meaning,
since the Fock operator is
explicitly dependent on the
orbital and their Eigenvalues. If
one wants to underline this aspect
one speaks of nonlinear
eigenvalue problem. Such
equations are usually solved by
an iteration procedure, called in
this case self-consistent field
method. In quantum chemistry,
one often represents the Hartree–
Fock equation in a non-
orthogonal basis set. This
particular representation is a
generalized eigenvalue problem
called Roothaan equations.
Geology and glaciology:-
In geology, especially in the
study of glacial till, eigenvectors
and Eigenvalues are used as a
method by which a mass of
information of a clast fabric's
constituents' orientation and dip
can be summarized in a 3-D
space by six numbers. In the
field, a geologist may collect
such data for hundreds or
thousands of clasts in a soil
sample, which can only be
compared graphically such as in a
Tri-Plot (Sneed and Folk)
diagram or as a Stereonet on a
Wulff Net. The output for the
orientation tensor is in the three
orthogonal (perpendicular) axes
of space. Eigenvectors output
from programs such as Stereo32
are in the order E1 ≥ E2 ≥ E3, with
E1 being the primary orientation
of clast orientation/dip, E2 being
the secondary and E3 being the
tertiary, in terms of strength. The
clast orientation is defined as the
eigenvector, on a compass rose of
360°. Dip is measured as the
eigenvalue, the modulus of the
tensor: this is valued from 0° (no
dip) to 90° (vertical). The relative
values of E1, E2, and E3 are
dictated by the nature of the
sediment's fabric. If E1 = E2 = E3,
the fabric is said to be isotropic.
If E1 = E2 > E3 the fabric is
planar. If E1 > E2 > E3 the fabric
is linear. See 'A Practical Guide
to the Study of Glacial
Sediments' by Benn & Evans,
2004.
Principal components
analysis:-
Main article: Principal
components analysis
See also: Positive semi definite
matrix and Factor analysis
PCA of the multivariate Gaussian
distribution centered at (1,3) with
a standard deviation of 3 in
roughly the (0.878, 0.478)
direction and of 1 in the
orthogonal direction.
The eigendecomposition of a
symmetric positive semi definite
(PSD) matrix yields an
orthogonal basis of eigenvectors,
each of which has a nonnegative
eigenvalue. The orthogonal
decomposition of a PSD matrix is
used in multivariate analysis,
where the sample covariance
matrices are PSD. This
orthogonal decomposition is
called principal components
analysis (PCA) in statistics. PCA
studies linear relations among
variables. PCA is performed on
the covariance matrix or the
correlation matrix (in which each
variable is scaled to have its
sample variance equal to one).
For the covariance or correlation
matrix, the eigenvectors
correspond to principal Eigenvalue problems occur
components and the Eigenvalues naturally in the vibration analysis
to the variance explained by the of mechanical structures with
principal components. Principal many degrees of freedom. The
component analysis of the Eigenvalues are used to
correlation matrix provides an determine the natural frequencies
orthonormal Eigen-basis for the (or eigenfrequencies) of
space of the observed data: In vibration, and the eigenvectors
this basis, the largest Eigenvalues determine the shapes of these
correspond to the principal- vibrational modes. The
components that are associated orthogonality properties of the
with most of the co variability eigenvectors allows decoupling
among a number of observed of the differential equations so
data. that the system can be
represented as linear summation
Principal component analysis is of the eigenvectors. The
used to study large data sets, such eigenvalue problem of complex
as those encountered in data structures is often solved using
mining, chemical research, finite element analysis.
psychology, and in marketing.
PCA is popular especially in
psychology, in the field of
psychometrics. In Q-
methodology, the Eigenvalues of
the correlation matrix determine
the Q-methodologist's judgment
of practical significance (which
differs from the statistical Eigenfaces:-
significance of hypothesis
testing): The factors with
Eigenvalues greater than 1.00 are
considered to be practically
significant, that is, as explaining
an important amount of the
variability in the data, while
Eigenvalues less than 1.00 are
considered practically
insignificant, as explaining only a
negligible portion of the data
variability. More generally,
principal component analysis can
be used as a method of factor
analysis in structural equation
modeling. Eigenfaces as examples of
eigenvectors
Vibration analysis:- Main article: Eigenfaces
In image processing, processed
images of faces can be seen as
vectors whose components are
the brightnesses of each pixel.
The dimension of this vector
space is the number of pixels.
The eigenvectors of the
covariance matrix associated with
a large set of normalized pictures
of faces are called Eigenfaces;
this is an example of principal
components analysis. They are
very useful for expressing any
face image as a linear
combination of some of them. In
the facial recognition branch of
biometrics, Eigenfaces provide a
means of applying data
compression to faces for
identification purposes. Research
related to Eigen vision systems
determining hand gestures has
also been made.
Similar to this concept,
eigenvoices represent the general
direction of variability in human
pronunciations of a particular
utterance, such as a word in a
language. Based on a linear
combination of such eigenvoices,
a new voice pronunciation of the
word can be constructed. These
concepts have been found useful
in automatic speech recognition
systems, for speaker adaptation.
Tensor of inertia:-
In mechanics, the eigenvectors of
the inertia tensor define the
principal axes of a rigid body.
The tensor of inertia is a key
quantity required in order to
determine the rotation of a rigid
body around its center of mass.
Stress tensor:-
In solid mechanics, the stress
tensor is symmetric and so can be
decomposed into a diagonal
tensor with the Eigenvalues on
the diagonal and eigenvectors as
a basis. Because it is diagonal, in
this orientation, the stress tensor
has no shear components; the
components it does have are the
principal components.
The kth largest or kth smallest
eigenvalue of the Laplacian. The
first principal eigenvector of the
graph is also referred to merely
as the principal eigenvector.
The principal eigenvector is used
to measure the centrality of its
vertices. An example is Google's
PageRank algorithm. The
principal eigenvector of a
modified adjacency matrix of the
World Wide Web graph gives the
page ranks as its components.
This vector corresponds to the
stationary distribution of the
Markov chain represented by the
row-normalized adjacency
matrix; however, the adjacency
matrix must first be modified to
ensure a stationary distribution
exists.