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    Finding the Eigenvalues

Eigenvectors and Eigenvalues

An eigenvector of a linear transformation is a vector (non-zero) that, when the linear transformation is applied to it, changes by only a scalar factor. This scalar factor is called eigenvalue.

Av=λvA \cdot \overrightarrow{v} = \lambda \cdot \overrightarrow{v}

Where:

  • AA: Transformation Matrix
  • v \overrightarrow{v}: Eigenvector
  • λ\lambda: Eigenvalue

To calculate the Eigenvectors we need to find the Eigenvalues first.

Finding the Eigenvalues

From

Av=λvAv=λIvA \cdot \overrightarrow{v} = \lambda \cdot \overrightarrow{v} \rightarrow A \cdot \overrightarrow{v} = \lambda \cdot I \cdot \overrightarrow{v}

follows

(AλI)v=0(A - \lambda I) \cdot \overrightarrow{v} = 0

which is only solvable if det(AλI)=0det(A - \lambda I) = 0 (characteristic equation).

This means (AλI)(A - \lambda I) not invertible.

The solution of the characteristic equation (det(AλI)=0det(A - \lambda I) = 0) are the eigenvalues.

Eigenvectors

There is one independent Eigenvector for each Eigenvalue.

For each Eigenvalue solve

(AλI)v=0(A - \lambda I) \cdot \overrightarrow{v} = 0

to get the corresponding Eigenvector v\overrightarrow{v} for a given Eigenvalue λ\lambda.



  • Category

  • Mathematics

  • Created

  • 9. February 2019


  • Modified

  • 8. April 2022