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Technological University of the Philippines – Advance Mathematics – Electronics Engineering Eigen Values WHAT ARE EIGEN VALUES?

Eigen Values - Migs.pptx

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Page 1: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values

WHAT ARE EIGEN VALUES?

Page 2: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Are a special set of scalars

associated with a linear system of

equations (i.e., a matrix equation).

Page 3: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values• They are sometimes also known as

• characteristic roots, characteristic values

(Hoffman and Kunze 1971)

• proper values, or latent roots (Marcus and Minc

1988, p. 144).

Page 4: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values

HOW TO DETERMINE THE EIGEN VALUES?

Page 5: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Letting A be a kxk square matrix

Page 6: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•With eigenvalue , then the corresponding eigenvectors satisfy

Page 7: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•With is equivalent to the homogenous system

Page 8: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Equation can be written compactly as

Page 9: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Where I is the identity matrix. As shown in Cramer’s rule, a linear system of equations has nontrivial solutions if the determinant vanishes, so the solutions of the equation is given by

Page 10: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values

•This equation is known as the characteristic equation of A, and the left hand side is known as the characteristic polynomial.

Page 11: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values

EXAMPLES?

Page 12: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Find the eigenvalues of the given matrix

Page 13: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Solution:

Page 14: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Solution:

Page 15: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Solution:

Page 16: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Solution:

Page 17: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Find the eigenvalues of the given matrix

Page 18: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Solution:

Page 19: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values•Solution:

Page 20: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values• Solution:

Page 21: Eigen Values - Migs.pptx

Technological University of the Philippines – Advance Mathematics – Electronics Engineering

Eigen Values• Solution: