Return to computing page for the first course APMA0330
Return to computing page for the second course APMA0340
Return to Mathematica tutorial for the first course APMA0330
Return to Mathematica tutorial for the second course APMA0340
Return to the main page for the first course APMA0330
Return to the main page for the second course APMA0340
Return to Part I of the course APMA0340
Introduction to Linear Algebra with Mathematica

Glossary

Preface

Eigenvalues (translated from German, meaning "proper values") are a special set of scalars associated with every square matrix that are sometimes also known as characteristic roots, characteristic values, or proper values. Each eigenvalue is paired with a corresponding set of so-called eigenvectors. The determination of the eigenvalues and eigenvectors of a system is extremely important in physics and engineering, where it arises in such common applications as stability analysis, the physics of rotating bodies, and small oscillations of vibrating systems, to name only a few.

We do not discuss computational aspects of eigenvalues/eigenvectors determination---there are lots of algorithms, and computer codes for doing it, symbolically (precisely) and approximately, for general matrices and special classes of matrices. It should be emphasized that finding eigenvalues involves asking for the determinant of an n × n matrix with entries polynomials, which is slow. Another problem arises when we need to determine roots of corresponding characteristic polynomial.

Eigenvalues and Eigenvectors

If A is a square n × n matrix with real entries and v is an \( n \times 1 \) column vector, then the product w = A v is defined and is another \( n \times 1 \) column vector. It does not matter whether v is real vector v ∈ ℝn or complex v ∈ ℂn. Therefore, any square matrix with real entries (we mostly deal with real matrices) can be considered as a linear operator or transformation A : v ↦ w = A v, acting either in ℝn or ℂn. Of course, one can use any Euclidean space not necessarily ℝn or ℂn.

Although a transformation v ↦ A v may move vectors in a variety of directions, it often happen that we are looking for such exceptional vectors on which action of A is just multiplication by a constant. Such a linear transformation is usually referred to as the spectral representation of the operator A. It is important in many applications to determine nontrivial (nonzero) column vectors v such that A v is in the same direction as v, which we denote as λv. Such special vectors are called eigenvectors of A that are always exist for any square matrix A. The eigenvalue λ tells whether the exceptional vector v is stretched or shrunk or reversed or left unchanged.

Example 1A: Let us consider the following matrix and two vectors:
\[ {\bf A} = \begin{bmatrix} 1 & \phantom{-}2 \\ 4&-1 \end{bmatrix} \qquad \mbox{and} \qquad {\bf v} = \begin{bmatrix} 1 \\ 1 \end{bmatrix} ,\quad {\bf u} = \begin{bmatrix} -1 \\ \phantom{-}1 \end{bmatrix} \]
Then
\[ {\bf A} \, {\bf v} = \begin{bmatrix} 3 \\ 3 \end{bmatrix} = 3 \begin{bmatrix} 1 \\ 1 \end{bmatrix} = 3\,{\bf v} \qquad \mbox{and} \qquad {\bf A} \, {\bf u} = \begin{bmatrix} \phantom{-}1 \\ -5 \end{bmatrix} \]
     
line1 = Graphics[{Blue, Thickness[0.01], Line[{{-2, -2}, {2, 2}}]}];
line2 = Graphics[{Blue, Thickness[0.01], Line[{{1, -1}, {-1.3, 1.3}}]}];
line3 = Graphics[{Blue, Thickness[0.01], Line[{{0, 0}, {0.5, -2.5}}]}];
p1 = Graphics[{PointSize[0.03], Point[{{0.7, 0.7}, {2, 2}}, VertexColors -> {Red, Magenta}]}];
p2 = Graphics[{PointSize[0.03], Point[{{-0.7, 0.7}, {0.5, -2.5}}, VertexColors -> {Red, Magenta}]}];
f1 = Interpolation[{{0.7, 0.7}, {0.9, 1.4}, {2, 2}}];
c1 = Plot[f1[x], {x, 0.7, 2}, PlotStyle -> Dashed];
c2 = ListLinePlot[{{-0.7, 0.7}, {-1, -0.2}, {0.5, -2.5}}, InterpolationOrder -> 2, PlotStyle -> Dashed];
t1 = Graphics[{Black, Text[Style["v=(1,1)", Bold, 18], {1.3, 0.7}]}];
t2 = Graphics[{Black, Text[Style["3*v", Bold, 18], {1.6, 2.0}]}];
t3 = Graphics[{Black, Text[Style["u=(-1,1)", Bold, 18], {-1.3, 0.7}]}];
t4 = Graphics[{Black, Text[Style["Au", Bold, 18], {0.1, -2.4}]}];
arx = Graphics[{Arrowheads[0.06], Thick, Arrow[{{-2, 0}, {2, 0}}]}];
ary = Graphics[{Arrowheads[0.06], Thick, Arrow[{{0, -2}, {0, 2}}]}];
Show[line1, line2, line3, p1, p2, c1, c2, t1, t2, t3, t4, arx, ary]
       Figure 1: Effects of multiplication by A.            Mathematica code

As shown by the plot, v is an eigenvector, but vector u is not an eigenvector of matrix A given that no such constant exists to map u ↦ A u.

Example 1B: As another example, we can consider a stochastic matrix that describes the transitions of a Markov chain. Each of its entries is a nonnegative real number representing a probability (in every column, the sum of entries is 1). It is also called a probability matrix, transition matrix, substitution matrix, or Markov matrix.
\[ {\bf A} = \begin{bmatrix} 6/10 & 3/10 \\ 4/10&7/10 \end{bmatrix} = \frac{1}{10} \begin{bmatrix} 6 & 3 \\ 4 &7 \end{bmatrix} . \]
It is easy to verify that matrix A leaves the vector [3, 4] untouched. Indeed,
A = {{6/10, 3/10}, {4/10, 7/10}};
A.{{3}, {4}}
{{3}, {4}}
but shrinks vector [−1, 1]
A.{{-1}, {1}}
{{-(3/10)}, {3/10}}
So we observe that
\[ {\bf A} \begin{bmatrix} 3 \\ 4 \end{bmatrix} = \begin{bmatrix} 3 \\ 4 \end{bmatrix} \qquad \mbox{and} \qquad {\bf A} \begin{bmatrix} -1 \\ \phantom{-}1 \end{bmatrix} = \frac{3}{10} \begin{bmatrix} -1 \\ \phantom{-}1 \end{bmatrix} . \]

  

Example 1C: Any constant coefficient difference equation of order n
\[ x_{k+n} = p_{n-1} x_{n+k-1} + p_{n-2} x_{n+k-2} + \cdots + p_{0} x_k , \qquad k=0,1,2,\ldots , \]
where pi are constants, can be written as a difference equation of first order
\[ {\bf x}_{k+1} = {\bf A}\,{\bf x}_{k} , \qquad k=0,1,2,\ldots , \]
in n dimensional space ℝn, with some n×n matrix A. As a well-known example, we consider the Fibonacci recurrence
\[ F_{k+2} = F_{k+1} + F_k , \qquad F_0 =0, \quad F_1 = 1, \qquad k=0,1,2,\ldots \]

Let L be the linear operator on ℝ² represented by the matrix

\[ L({\bf v}) = \begin{pmatrix} 1&1 \\ 1&0 \end{pmatrix} \begin{bmatrix} x \\ y \end{bmatrix} = \begin{bmatrix} x+y \\ y \end{bmatrix} , \qquad {\bf A} = \begin{pmatrix} 1&1 \\ 1&0 \end{pmatrix} , \]
with respect to the standard basis of ℝ². Here v = [x, y]T is an arbitrary column-vector from ℝ². In particular, for the vector uk whose coordinates are two consecutive Fibonacci numbers [Fk, Fk-1]T, we have that
\[ L\left( {\bf u}_k \right) = {\bf A} \begin{bmatrix} F_k \\ F_{k-1} \end{bmatrix} = \begin{pmatrix} 1&1 \\ 1&0 \end{pmatrix} \begin{bmatrix} F_k \\ F_{k-1} \end{bmatrix} = \begin{bmatrix} F_k + F_{k-1} \\ F_k \end{bmatrix} = \begin{bmatrix} F_{k+1} \\ F_{k} \end{bmatrix} = {\bf u}_{k+1} . \]
Thus, we can produce a vector whose coordinates are two consecutive Fibonacci numbers by applying L many times to the vector u1 with coordinates [F1, F0]T = [1, 0]T:
\[ L\left( {\bf u}_k \right) = {\bf A}^k \begin{bmatrix} F_1 \\ F_{0} \end{bmatrix} , \qquad k=1,2,\ldots . \]
    ■
If a homogeneous equation
\begin{equation} \label{Eq.Eigen.1} {\bf A} \, {\bf v} = \lambda\,{\bf v} \end{equation}
has a nontrivial solution v (meaning it is not identically zero), then the vector v is called an eigenvector, corresponding to λ, which is called the associated eigenvalue. The set of all eigenvalues is called the spectrum of matrix A.

There are two pathological matrices that we will avoid in our exposition: they are the zero matrix 0 (all entries of which are zeroes) and the identity matrix that is denoted by I. Every nonzero vector is an eigenvector of these two matrices, corresponding to a single eigenvalue λ = 0 and λ = 1, respectively.

Example 2: Let us reconsider the matrix:
\[ {\bf A} = \begin{bmatrix} 1 & \phantom{-}2 \\ 4&-1 \end{bmatrix} . \]
You can verify that λ = 3 and λ = −3 are eigenvalues with eigenvectors
\[ {\bf A} \begin{bmatrix} 1 \\ 1 \end{bmatrix} = 3 \begin{bmatrix} 1 \\ 1 \end{bmatrix} \qquad\mbox{and} \qquad {\bf A} \begin{bmatrix} -1 \\ \phantom{-}2 \end{bmatrix} = -3 \begin{bmatrix} -1 \\ \phantom{-}2 \end{bmatrix} = \begin{bmatrix} \phantom{-}3 \\ -6 \end{bmatrix} . \]
    ■

There are special classes of matrices for which eigenvalues can be identified uniquely. They are triangular matrices and diagonal matrices. If A is a diagonal, upper triangular, or lower triangular matrix, then entries on its diagonal are its eigenvalues.

Theorem 1: If A is an n×n triangular matrix (upper triangular, lower triangular, or diagonal). then the eigenvalues of A are the entries on the main diagonal of A.

Example 3: We consider the following 5×5 lower triangular matrix
\[ {\bf A} = \begin{bmatrix} 1 & 0&0&\phantom{-}0&\phantom{-}0 \\ 3&2 &0&\phantom{-}0&\phantom{-}0 \\ 5&4 & 0&\phantom{-}0&\phantom{-}0 \\ 0&7&6&-2&\phantom{-}0 \\ 4&3&2&\phantom{-}1&-1 \end{bmatrix} . \]
For a matrix of this size, it is appropriate to use a software. So we ask Mathematica for help:
A = {{1, 0, 0, 0, 0}, {3, 2, 0, 0, 0}, {5, 4, 0, 0, 0}, {0, 7, 6, -2, 0}, {4, 3, 2, 1, -1}};
We know that the entries on the main diagonal are eigenvalues, but we check the Mathematica output
Eigenvalues[A]
{-2, 2, -1, 1, 0}
The corresponding eigenvectors are
Eigenvectors[A]
{{0, 0, 0, -1, 1}, {0, 12, 24, 57, 47}, {0, 0, 0, 0, 1}, {-1, 3, 7, 21, 20}, {0, 0, 1, 3, 5}}
The trace of matrix A is zero as well as its determinant. So its characteristic polynomial is
CharacteristicPolynomial[A, lambda]
-4 lambda + 5 lambda^3 - lambda^5
Note that Mathematica evaluates the characteristic polynomial as det(A - λI), which has the opposite sign to our standard definition.

We can calculate it by evaluating the determinant:

Expand[Det[x*IdentityMatrix[5] - A]]
4 x - 5 x^3 + x^5
    ■
A number λ can be eigenvalue for a square matrix A only when the determinant of the matrix corresponding to the system \( \lambda \,{\bf v} - {\bf A}\, {\bf v} = {\bf 0} \) vanishes, namely, \( \det \left( \lambda\, {\bf I} - {\bf A} \right) =0 ,\) where I is the identity matrix.
If A is a square matrix, the determinant \( \chi (\lambda ) = \det \left( \lambda\, {\bf I} - {\bf A} \right) . \) is called the characteristic polynomial and we denote it by χ(λ).
Samuelson's formula allows the characteristic polynomial to be computed recursively without divisions.
Theorem 2: A scalar (real or complex) is an eigenvalue of a square matrix A if and only if it is a root of characteristic polynomial:
\begin{equation} \label{EqEigen.2} \det \left( \lambda\, {\bf I} - {\bf A} \right) = 0 . \end{equation}

This determinant is called the characteristic polynomial and we denote it by \( \chi (\lambda ) = \det \left( \lambda\, {\bf I} - {\bf A} \right) . \) Every square matrix has an eigenvalue and corresponding eigenvectors. Therefore, eigenvalues are the nulls of the characteristic polynomial and they are the roots of the equation \( \chi (\lambda ) = 0. \) The characteristic polynomial is always a polynomial of degree n, where n is the dimension of the square matrix A. Its coefficients can be expressed through eigenvalues:
\begin{equation} \label{EqEigen.3} \chi (\lambda ) = \det \left( \lambda\, {\bf I} - {\bf A} \right) = \lambda^n - \left( \mbox{tr} {\bf A} \right) \lambda^{n-1} + \cdots + (-1)^n \,\det {\bf A} , \end{equation}
where \( \mbox{tr} {\bf A} = a_{11} + a_{22} + \cdots + a_{nn} = \lambda_1 + \lambda_2 + \cdots + \lambda_n \) is the trace of the matrix A, that is, the sum of its diagonal elements, which is equal to the sum of all eigenvalues (including their multiplicities). This is true for arbitrary matrices. The set of all eigenvalues is called the spectrum of the matrix A.

Theorem 3: A square matrix A is invertible if and only if λ = 0 is not an eigenvalue of A.

Theorem 4: For any polynomial p(s), if λ is an eigenvalue of a matrix A, and v is a corresponding eigenvector, then p(λ) is an eigenvalue of p(A) and v is a corresponding eigenvector.

Theorem 5: If λ1, λ2, … , λr are distinct eigenvalues of a square matrix A, and is v1, v2, … , vr are corresponding eigenvectors, then { v1, v2, … , vr } is a linearly independent set.

A defective matrix is a square matrix that does not have a complete basis of eigenvectors.

 

Mathematica has some special commands (Eigensystem, Eigenvalues, Eigenvectors, and CharacteristicPolynomial) to deal with eigenvalues and eigenvectors for square matrices. We show how to use them in a sequence of examples.

Example 4: We start with a permutation matrix
\[ {\bf B} = \begin{bmatrix} \phantom{-}0&1 \\ -1&0 \end{bmatrix} . \]
The main command that deals with an eigenvalues problem is Eigensystem[B], which gives a list {values, vectors} of the eigenvalues and eigenvectors of the square matrix B.

B := {{0, 1}, {-1, 0}}
Out[1]= {{0, 1}, {-1, 0}}
Its characteristic polynomial
\[ \chi (\lambda ) = \det \left( \lambda {\bf I} - {\bf B} \right) = \begin{vmatrix} \lambda & -1 \\ 1 & \lambda \end{vmatrix} = \lambda^2 + 1 \]
has two complex roots ±j. Mathematica confirms:
Eigenvalues[B]
Out[2]= {I,-I}
B:= {{0, 1}, {-1, 0}}
CharacteristicPolynomial[B, lambda]
Out[2]= 1 + lambda^2
sys[lambda_] = lambda*IdentityMatrix[2] - B
Out[3]= {{lambda, -1}, {1, lambda}}
p[lambda_] = Det[sys[lambda]]                (* characteristic polynomial *)
Out[4]= 1 + lambda^2
Solve[p[lambda] == 0] // Flatten
Out[5]= {lambda -> -I, lambda -> I}       (* I is the imaginary unit *)

Mathematica has three different characters to represent the imaginary unit: I and two others are also used in Wolfram language when entered into a worksheet with commands \[ImaginaryI] or \[ImaginaryJ], provide outputs 𝕚 or 𝕛, respectively.

To find an eigenvector corresponding to the eigenvalue λ = j, we need to solve the system of equations

\[ {\bf B}\,{\bf x} = {\bf j\,x} \qquad \mbox{or} \qquad \begin{cases} \phantom{-}x_2 &= {\bf j}\, x_1 , \\ -x_1 &= {\bf j}\, x_2 , \end{cases} \]
where x = [ x1, x2 ]T is the eigenvector. Solving the system of equations, we get
\[ \begin{split} x_1 & = x_1 , \\ x_2 &= {\bf j}\,x_1 , \end{split} \qquad \Longrightarrow \qquad {\bf x} = \begin{bmatrix} x_1 \\ {\bf j}\,x_1 \end{bmatrix} = x_1 \begin{bmatrix} 1 \\ {\bf j} \end{bmatrix} . \]
So an eigenvector corresponding to the eigenvalue λ = j is a constant multiple of the vector [ 1, j ]T. Mathematica confirms:
Eigenvectors[B]
Out[3]= {{-I,1},{I,1}}
Eigensystem[B]
Out[4]= {{I, -I}, {{-I, 1}, {I, 1}}}
Example 5: Let us take a look at a singular matrix
\[ {\bf A} = \begin{bmatrix} 1&2 \\ 2&4 \end{bmatrix} . \]
First, we find its eigenvalues by solving the equation
\[ \det\left( \lambda{\bf I} - {\bf A} \right) = \begin{vmatrix} \lambda -1&-2 \\ -2&\lambda -4 \end{vmatrix} = \left( \lambda -1 \right)\left( \lambda -4 \right) - 4 = 0 . \]
Since this quadratic equation \( \det\left( \lambda{\bf I} - {\bf A} \right) = \lambda \left( \lambda -5 \right) = 0 \) has two real roots λ = 0 and λ = 5, we know that these numbers are eigenvalues of matrix A.
A = {{1, 2}, {2, 4}} ;
sys[lambda_] = lambda*IdentityMatrix[2] - A ;
p[lambda_] = Det[sys[lambda]] ;
Solve[p[lambda] == 0, lambda] ;
{lambda1, lambda2} = Eigenvalues[A]
{5, 0}
Now we find eigenvectors corresponding to these eigenvalues. For λ = 0, we need to solve the vector equation
\[ {\bf A} {\bf x} = {\bf 0} \qquad \mbox{or} \qquad \begin{cases} \phantom{2}x_1 + 2 x_2 &= 0, \\ 2x_1 + 4 x_2 &= 0. \end{cases} \]
This leads to the relation x1 = −2x2. So the eigenvector for λ = 0 becomes
\[ {\bf x} = \begin{bmatrix} -2x_2 \\ x_2 \end{bmatrix} = x_2 \begin{bmatrix} -2 \\ \phantom{-}1 \end{bmatrix} , \]
where x2 is an arbitrary nonzero real number.

The eigenvector for λ = 5 is obtained by solving the system of equations:

\[ {\bf A} {\bf x} = 5{\bf x} \qquad \mbox{or} \qquad \begin{cases} x_1 + 2 x_2 &= 5x_1 , \\ 2x_1 + 4 x_2 &= 5 x_2 . \end{cases} \]
From this system of algebraic equations we find x2 = 2x1. So the eigenvector for λ = 5 becomes
\[ {\bf x} = \begin{bmatrix} x_1 \\ 2x_1 \end{bmatrix} = x_1 \begin{bmatrix} 1 \\ 2 \end{bmatrix} , \]
where x1 is an arbitrary nonzero real number.

Now we use Mathematica; in the following, the [[1]] indicates the first part of the expression, which can also be indicated with Part[expression, 1]. In this case it is negligible because the result is only one part.

v1 = NullSpace[sys[lambda1]][[1]]
{1, 2}
v2 = NullSpace[sys[lambda2]]
{-2, 1}
To check eigenvalues, we type
A.v2==lambda2*v2
True

This can be obtained manually as follows:

A = {{1, 2}, {2, 4}}
Out[1]= {{1, 2}, {2, 4}}
sys[lambda_] = lambda*IdentityMatrix[2]-A
Out[2]= {{-1 + lambda, -2}, {-2, -4 + lambda}}
p[lambda_] =Det[sys[lambda]]
Out[3]= -5 lambda + lambda^2
To find the roots of the characteristic equation (eigenvalues of the matrix A):

Solve[p[lambda]==0]
Out[4]= {{lambda -> 0}, {lambda -> 5}}
To capture the eigenvalues:
{lambda1,lambda2} = x/.Solve[p[x]==0]
Out[5]= {0, 5}
To show the basis of the null space of the matrix A:
v1 = NullSpace[sys[lambda1]][[1]]
Out[6]= {-2, 1}

Example 6: Consider a defective matrix:

\[ {\bf A} = \begin{bmatrix} 1&1&0 \\ 0&0&1 \\ 0&0&1 \end{bmatrix} . \]
A = {{1, 1, 0}, {0, 0, 1}, {0, 0, 1}}
Eigenvalues[A]
Out[2]= {1, 1, 0}

Therefore, we know that the matrix A has one double eigenvalue λ = 1, and one simple eigenvalue λ = 0 (which indicates that matrix A is singular). Next, we find the corresponding eigenvectors

Eigenvectors[A]
Out[3]= {{1, 0, 0}, {0, 0, 0}, {-1, 1, 0}}

So Mathematica provides us only one eigenvector \( \xi = \left[ 1,0,0 \right] \) corresponding to the eigenvalue λ = 1 (therefore, A is defective) and one eigenvector v = <-1,1,0> corresponding eigenvalue λ = 0. To check this, we introduce the matrix B1:

B1 = IdentityMatrix[3] - A
Eigenvalues[B1]
Out[5]= {1, 0, 0}

which means that B1 has one simple eigenvalue \( \lambda = 1 \) and one double eigenvalue \( \lambda =0. \) Then we check that \( \xi \) is an eigenvector of the matrix A:

B1.{1, 0, 0}
Out[6]= {0, 0, 0}

Then we check that v is the eigenvector corresponding to \( \lambda = 0: \)

A.{-1, 1, 0}
Out[7]= {0, 0, 0}

To find the generalized eigenvector corresponding to \( \lambda = 1, \) we use the following Mathematica command

LinearSolve[B1, {1, 0, 0}]
Out[8]= {0, -1, -1}

This gives us another generalized eigenvector \( \xi_2 = \left[ 0,-1,-1 \right] \) corresponding to the eigenvalue \( \lambda = 1 \) (which you can multiply by any constant). To check it, we calculate:

B1.B1.{0, 1, 1}
Out[9]= {0, 0, 0}

but the first power of B1 does not annihilate it:

B1.{0, 1, 1}
out[10]= {-1, 0, 0}
■

 

The characteristic polynomial can be found either with Mathematica's command CharacteristicPolynomial or multiplying (λ - λk)m for each eigenvalue λk of multiplicity m, when eigenvalues are available.Remember that for odd dimensions, Mathematica's command CharacteristicPolynomial provides negative value because it is based on the formula det(A - λI) rather than Eq.\eqref{EqEigen.2}.

Example 7: We consider the following 3×3 matrix:

\[ {\bf B} = \begin{bmatrix} 13& \phantom{-}8& -14 \\ -6& -3& \phantom{-}7 \\ \phantom{-}6& \phantom{-}4& -6 \end{bmatrix} . \]
Its eigenvalues and eigenvectors are
S = {{1, 2, -1}, {2, -1, 5}, {2, 1, 2}};
B = S.{{1, 0, 0}, {0, 2, 0}, {0, 0, 1}}.Inverse[S]
{{13, 8, -14}, {-6, -3, 7}, {6, 4, -6}}
Eigenvalues[B]
{2, 1, 1}
Eigenvectors[B]
{{2, -1, 1}, {7, 0, 6}, {-2, 3, 0}}
Manual determination of eigenvalues and eigenvectors is quite tedious.
B = {{13, 8, -14}, {-6, -3, 7}, {6, 4, -6}}; sys[lambda_] = lambda*IdentityMatrix[3] - B; p[lambda_] = Det[sys[lambda]]; Solve[p[lambda] == 0, lambda]; lambda1 = lambda /. Solve[p[lambda] == 0, lambda][[1]] lambda2 = lambda /. Solve[p[lambda] == 0, lambda][[2]] lambda3 = lambda /. Solve[p[lambda] == 0, lambda][[3]]
1, 1, 2
In order to determine eigenvectors corresponding to the eigenvalue λ = 1, we need to solve the system of algebraic equations:
\[ {\bf B}\,{\bf x} = {\bf x} \qquad \mbox{or} \qquad \begin{cases} 13\,x_1 + 8\,x_2 -14\,x_3 &= x_1 , \\ -6\,x_1 - 3\,x_2 + 7\,x_2 &= x_2 , \\ \phantom{-}6\, x_1 + 4\, x_2 -6\, x_3 &= x_3 . \end{cases} \]
From the first equation, we find
\[ 6\,x_1 = -4\,x_2 + 7\,x_3 . \]
Substitution x1 into two other equations yields
\[ \begin{cases} 4\,x_2 - 7\,x_3 - 3\,x_2 + 7\,x_2 &= x_2 , \\ -4\,x_2 + 7\,x_3 + 4\, x_2 -6\, x_3 &= x_3 , \end{cases} \qquad \mbox{or} \qquad \begin{cases} 0 &= 0, \\ 0 &= 0. \end{cases} \]
This means that two equations do not define any constraint on the coordinates of the eigenvector. In other words, all three equations are equivalent and you can take any of them to define a relation between its coordinates. Therefore, the coordinates of the eigenvectors corresponding to the double eigenvalue λ = 1 are related via the identity
\[ {\bf x} = \begin{bmatrix} -4\,x_2 + 7\,x_3 \\ 6\,x_2 \\ 6\,x_3 \end{bmatrix} = x_2 \begin{bmatrix} -4 \\ \phantom{-}6 \\ \phantom{-}0 \end{bmatrix} + x_3 \begin{bmatrix} 7 \\ 0 \\ 6 \end{bmatrix} \]
So there are two linearly independent eigenvectors corresponding to the eigenvalue λ = 1; they are [−2, 3, 0]T and [7, 0, 6]T. ■

 

Return to Mathematica page
Return to the main page (APMA0340)
Return to the Part 1 Matrix Algebra
Return to the Part 2 Linear Systems of Ordinary Differential Equations
Return to the Part 3 Non-linear Systems of Ordinary Differential Equations
Return to the Part 4 Numerical Methods
Return to the Part 5 Fourier Series
Return to the Part 6 Partial Differential Equations
Return to the Part 7 Special Functions