Friday, 2 November 2012

How to Find eigen values and eigen vectors for a matrix?



Q: How to Find eigen values and eigen vectors for a matrix?
A: This topic is very important for GATE, as one question is asked almost every year in which you are required to find out the eigen vector of a matrix.
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a) Eigen Value:
Suppose a matrix  "P" is given. Now, eigen values can be found by simply solving the expression [P-λI]=0; for "λ", where I is identity matrix.
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For example:     P=  5    3
                              1    3
Now, doing [P-λI]=0, we get,    (5-λ)(3-λ)-3=0,
which gives λ=6,2
Now, these are eigen values of this matrix.
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b) Eigen Vector:
Now, in order to find out Eigen vector, select any one of the eigen values.

Now use the equation    [P][x      y]'     =    λ[x     y]'  

to find out the ratio of x and y.

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For example, we select λ=2.
Now, using the equation, we get    5x+3y=2x  and  x+3y=2y;
From each of the equations,  we get    x+y=0 or x=-y;
Hence, ratio of x and y, i.e. [1   -1] is our eigen vector..
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.Remember: Both the equations in second last step should give same eigen vector.