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MATH 2030: ASSIGNMENT 6 Eigenvalues and Eigenvectors of n×n Matrices Q.1: pg 309, q 2. For the given matrix, A= 1 −9 1 −5 calculate (1) The characteristic polynomial of A. (2) The eigenvalues of A. (3) A basis for each eigenspace of A (4) the algebraic and geometric multiplicity of each value A.1. (1) The characteristic polynomial of A will be det(A −λI): 1−λ −9 = −(1−λ)(5+λ)+9 1 −5−λ expanding this we find the polynomial λ2 +4λ+4=(λ+2)2. (2) Equating this polynomial to zero, we find that the roots will be λ = −2,−2; this is the only value to satisfy det(A − λI) = 0, -2 is an eigenvalue with algebraic multiplicity 2. (3) Computing the null space of the matrix A+2I = 3 −9 we find that a 1 −3 non-trivial solution to the homogeneous problem (A+2I)x = 0 will satisfy x1 = −3x2. Thus the corresponding basis eigenvector for the eigenspace of the eigenvalue λ = −2 of A is x= 3 1 (4) The eigenvalue λ = −2 has algebraic multiplicity 2 and geometric multi- plicity 1. Q.2: pg 309, q 10. For the given matrix, 2 1 1 1 0 1 2 3 A= 0 0 3 3 0 0 0 2 calculate (1) The characteristic polynomial of A. (2) The eigenvalues of A. 1 2 MATH 2030: ASSIGNMENT 6 (3) A basis for each eigenspace of A (4) the algebraic and geometric multiplicity of each value A.2. (1) Taking the determinant of the matrix A−λI is easily done as this matrix is upper-triangular. The characteristic equation simply the product of the diagonals det(A−λI)=(2−λ)(1−λ)(3−λ)(2−λ). (2) The eigenvalues of A are then λ = 2,1,3,2. (3) ComputingthenullspacesofA−2I,A−I andA−3I wefindtheeigenspaces are spanned by the following vectors 0 1 0 1 0 1 E =span , E =span , E =span . 1 2 3 0 0 1 0 0 0 (4) For λ = 1,2,3 have algebraic multiplicity and geometric multiplicity both equal to 1 for each eigenvalue respectively. Q.3: pg 310, q 13. Prove that if A is invertible with eigenvalue λ and correspond- ing eigenvector x, then 1 is an eigenvalue of A−1 with corresponding eigenvector λ x. A.3. If x is an eigenvalue of A, with eigenvalue λ then Ax = λx. As A is invertible, we may apply its inverse to both sides to get −1 −1 x=λIx=A (λx)=λA x Multiplying by 1/λ on both sides show that x is an eigenvector of A−1 with λ = 1 λ since A−1x= 1x. λ Q.4: pg 310, q 16. Suppose A is a 3×3 matrix with eigenvectors 1 1 1 v = 0 , v = 1 , v = 1 1 2 3 0 0 1 with corresponding eigenvalues λ = −1, λ = 1 and λ = 1 respectively. Find 1 3 2 3 3 2 20 A x, if x = 1 . 1 MATH 2030: ASSIGNMENT 6 3 A.4. We will give solutions for the vector given here and the vector given in the 2 text vb = 1 . It is easily shown that x = v1 + v3, while vb = 1v1 − 1v2 + 2v3. 2 Computing A20x is then −20 1 20 3 +1 A20x = − v +(1)20v = 1 3 1 3 1 while the vector v yields b −20 −20 20 1 20 1 20 20 3 −3 +2 2 −20 −20 A vb = −3 v1 − 3 v2 +2(1) v3 − −3 2 +2 = −3 2 +2 Q.5: pg 310, q 17. With vi and λi and x as in the previous question, determine Akx for arbitrary k. A.5. Generalizing the result we find, −k −k k 1 k k (−1) 3 +1 A x= −3 v1+(1) v3= 1 1 while the vector v yields b −k −k k 1 k 1 k k [(−1) −1]3 +2 −k A vb = −3 v1 − 3 v2 +2(1) v3 − −3 2 +2 Q.6: pg 310, q 19. • Show that for any square matrix A, At and A have the same characteristic polynomial and hence the same eigenvalues. • Give an example of a 2 × 2 matrix A for which At and A have different eigenspaces. A.6. • Noting that det(At) = det(A) we examine the characteristic polynomial of A and use this fact, det(A − λI) = det([A − λI]t) = det(At − λIt) = det(At − λI). This shows the characteristic polynomials for A and its transpose are the same, and hence they have the same eigenvalues. • ConsiderthematrixA = 2 0 thishaseigenvaluesλ = 1,2witheigenspaces 2 1 spanned by E =span 0 , E =span 1 . 1 1 2 2 The matrix At has the eigenspaces E1 =span −2 , E2 = span 1 . 1 0 4 MATH 2030: ASSIGNMENT 6 Q.7: pg 310, q 22. If v is an eigenvector of A with corresponding eigenvalue λ andcascalar, show that v is an eigenvector of A−cI with corresponding eigenvalue λ−c. A.7. Make the matrix A−cI and contract with the vector x, one finds (A−cI)x=Ax−cx=λx−cx=(λ−c)x. This proves that the vector x corresponding to λ the eigenvalue of A is an eigen- vector corresponding to λ−c for the matrix A−cI. Q.8: pg 311, q 21. Let A be an idempotent matrix, meaning A2 = A. Show that λ=0orλ=1aretheonly possible eigenvalues of A. A.8. Suppose λ is any eigenvalue of A with corresponding eigenvector x, then λ2 will be an eigenvalue of the matrix A2 with corresponding eigenvector x. However, A2 =A and so λ2 = λ for the eigenvector x. This can only occur if λ = 0 or 1. Q.9: pg 310, q 23. For the matrix, A= 3 2 : 5 0 • Find the eigenvalues and eigenspaces of this matrix. • Using the appropriate theorem, and the previous example determine the eigenvalues and eigenspaces of A−1, A−2I and A+2I. A.9. • This matrix has eigenvalues λ = −2,5 with eigenspaces spanned by the following vectors respectively: E =span −2 , E =span( 1 −2 5 5 1 • Using this result we see that the eigenvalues for A−1 are then λ = −1, 1 2 5 with eigenspaces E−1 =span −2 , E1 = span( 1 2 5 5 1 • the eigenvalues and eigenspaces for A−2I are λ = −4,3 and E =span −2 , E =span( 1 0 5 7 1 • the eigenvalues and eigenspaces for A+2I are λ = 0,7 and E =span −2 , E =span( 1 −4 5 3 1
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