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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 ...

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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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