eigenvalues matlab,Eigenvalues

Eigenvalues

The symbolic eigenvalues of a square matrix A or

the symbolic eigenvalues and eigenvectors of A are

computed, respectively, using the commands E = eig(A) and [V,E]

= eig(A).

The variable-precision counterparts are E = eig(vpa(A)) and [V,E]

= eig(vpa(A)).

The eigenvalues of A are the zeros of the

characteristic polynomial of A, det(A-x*I),

which is computed by charpoly(A).

The matrix H from the last section provides

the first example:

H = sym([8/9 1/2 1/3; 1/2 1/3 1/4; 1/3 1/4 1/5])

H =

[ 8/9, 1/2, 1/3]

[ 1/2, 1/3, 1/4]

[ 1/3, 1/4, 1/5]

The matrix is singular, so one of its eigenvalues must be zero.

The statement

[T,E] = eig(H)

produces the matrices T and E.

The columns of T are the eigenvectors of H and

the diagonal elements of E are the eigenvalues

of H:

T =

[ 3/10, 218/285 - (4*12589^(1/2))/285, (4*12589^(1/2))/285 + 218/285]

[ -6/5, 292/285 - 12589^(1/2)/285, 12589^(1/2)/285 + 292/285]

[ 1, 1, 1]

E =

[ 0, 0, 0]

[ 0, 32/45 - 12589^(1/2)/180, 0]

[ 0, 0, 12589^(1/2)/180 + 32/45]

It may be easier to understand the structure of the matrices

of eigenvectors, T, and eigenvalues, E,

if you convert T and E to decimal

notation. To do so, proceed as follows. The commands

Td = double(T)

Ed = double(E)

return

Td =

0.3000 -0.8098 2.3397

-1.2000 0.6309 1.4182

1.0000 1.0000 1.0000

Ed =

0 0 0

0 0.0878 0

0 0 1.3344

The first eigenvalue is zero. The corresponding eigenvector

(the first column of Td) is the same as the basis

for the null space found in the last section. The other two eigenvalues

are the result of applying the quadratic formula to x2−6445x+2532160 which is the quadratic factor

in factor(charpoly(H, x)):

syms x

g = factor(charpoly(H, x))/x

solve(g(3))

g =

[ 1/(2160*x), 1, (2160*x^2 - 3072*x + 253)/x]

ans =

32/45 - 12589^(1/2)/180

12589^(1/2)/180 + 32/45

Closed form symbolic expressions for the eigenvalues are possible

only when the characteristic polynomial can be expressed as a product

of rational polynomials of degree four or less. The Rosser matrix

is a classic numerical analysis test matrix that illustrates this

requirement. The statement

R = sym(rosser)

generates

R =

[ 611, 196, -192, 407, -8, -52, -49, 29]

[ 196, 899, 113, -192, -71, -43, -8, -44]

[ -192, 113, 899, 196, 61, 49, 8, 52]

[ 407, -192, 196, 611, 8, 44, 59, -23]

[ -8, -71, 61, 8, 411, -599, 208, 208]

[ -52, -43, 49, 44, -599, 411, 208, 208]

[ -49, -8, 8, 59, 208, 208, 99, -911]

[ 29, -44, 52, -23, 208, 208, -911, 99]

The commands

p = charpoly(R, x);

factor(p)

produce

ans =

[ x, x - 1020, x^2 - 1040500, x^2 - 1020*x + 100, x - 1000, x - 1000]

The characteristic polynomial (of degree 8) factors nicely into

the product of two linear terms and three quadratic terms. You can

see immediately that four of the eigenvalues are 0, 1020, and a double

root at 1000. The other four roots are obtained from the remaining

quadratics. Use

eig(R)

to find all these values

ans =

0

1000

1000

1020

510 - 100*26^(1/2)

100*26^(1/2) + 510

-10*10405^(1/2)

10*10405^(1/2)

The Rosser matrix is not a typical example; it is rare for a

full 8-by-8 matrix to have a characteristic polynomial that factors

into such simple form. If you change the two “corner”

elements of R from 29 to 30 with the commands

S = R;

S(1,8) = 30;

S(8,1) = 30;

and then try

p = charpoly(S, x)

you find

p =

x^8 - 4040*x^7 + 5079941*x^6 + 82706090*x^5...

- 5327831918568*x^4 + 4287832912719760*x^3...

- 1082699388411166000*x^2 + 51264008540948000*x...

+ 40250968213600000

You also find that factor(p) is p itself.

That is, the characteristic polynomial cannot be factored over the

rationals.

For this modified Rosser matrix

F = eig(S)

returns

F =

-1020.053214255892

-0.17053529728769

0.2180398054830161

999.9469178604428

1000.120698293384

1019.524355263202

1019.993550129163

1020.420188201505

Notice that these values are close to the eigenvalues of the

original Rosser matrix.

It is also possible to try to compute eigenvalues of symbolic

matrices, but closed form solutions are rare. The Givens transformation

is generated as the matrix exponential of the elementary matrix

A=[01−10].

Symbolic Math Toolbox™ commands

syms t

A = sym([0 1; -1 0]);

G = expm(t*A)

return

G =

[ exp(-t*1i)/2 + exp(t*1i)/2,

(exp(-t*1i)*1i)/2 - (exp(t*1i)*1i)/2]

[ - (exp(-t*1i)*1i)/2 + (exp(t*1i)*1i)/2,

exp(-t*1i)/2 + exp(t*1i)/2]

You can simplify this expression using simplify:

G = simplify(G)

G =

[ cos(t), sin(t)]

[ -sin(t), cos(t)]

Next, the command

g = eig(G)

produces

g =

cos(t) - sin(t)*1i

cos(t) + sin(t)*1i

You can rewrite g in terms of exponents:

g = rewrite(g, 'exp')

g =

exp(-t*1i)

exp(t*1i)