Introduction to Linear Algebra(5) Eigenvalue and Eigenvectors

Eigenvalues

The Eigenvalues of a triangular matrix are the entries on its main diagonal.
If $v_1,\cdots ,v_r$ are eigenvectors that correspond to distinct eigenvalues ${\lambda }_1,\cdots ,{\lambda }_r$ of an $n\times n$ matrix $A$, then the set { v 1 , ⋯   , v r } \{v_1,\cdots,v_r\} {v1​,⋯,vr​} is linearly independent.

The characteristic equation

Let A be an $n\times n$ matrix. Then $A$ is invertible if and only if:
s.the number 0 is not a eigenvalues of$A$
t.the determinant of $A$ is not zero
A scalar $\lambda$ is an eigenvalue of an $n\times n$ matrix $A$ if and only if $\lambda$ satisfies the characteristic equation $$det(A-\lambda I)=0$$

Similarity

$A$ is similar to $B$ if there is an invertible matrix $P$ that $P^{-1}AP=B$
If $n\times n$ matrix $A$ and $B$ are similar, then they have same characteristic polynomial and hence the same eigenvalues(with same multiplicities).

Diagonalization

An $n\times n$ matrix $A$ is diagoalizable if and only if $A$ has $n$ linearly independent eigenvectors.
In fact, $A=PD{P}^{-1}$, with $D$ a diagonal matrix, if and only if the columns of $P$ are linearly independent eigenvectors of $A$. In this case, the diagonal entries of $D$ are eigenvalues of $A$ that correspond, respectively, to the eigenvectors in $P$.
An $n\times n$ matrix with $n$ distinct eigenvalues is diagonalizable
Let $A$ ba an $n\times n$ matrix whose distinct eigenvalues are ${\lambda }_1,\cdots ,{\lambda }_p$.
a. For $1\le k\le p$, the dimension of the eigenspace for ${\lambda }_k$ is less than or equal to the multiplicity of the eigenvalue ${\lambda }_k$.
b. The matrix $A$ is diagonalizable if and only if the sum of the dimensions of the eigenspaces equals $n$, and this happens if and only if $(i)$ the characteristic polynomial factors completely into linear factors and $(ii)$ the dimension of the eigenspace for each ${\lambda }_k$ equals the multiplicity of ${\lambda }_k$
c. If $A$ is diagonalizable and ${\beta }_k$ is a basis for the eigenspace corresponding to ${\lambda }_k$ for each $k$, then the total collection of vactors in the sets ${\beta }_1,\cdots ,{\beta }_p$ forms an eigenvectors basis for $R^n$.

Eigenvectors and Linear Transformations

there are two vector space $V$ $R^n$ and $W$ $R^m$, coordinate vector $[x{]}_{\beta }$ is of $R^n$ and $[T(x){]}_C$ is in $R^m$. $b_1,\cdots ,b_n$ is the basis $\beta$ for $V$. Then the matrix $$M=[[T(b_1){]}_c,\cdots ,[T(b_n){]}_c]$$ The action
of T on $X$ may be viewed as left-multiplication by $M$.

Linear Transformations on $R^n$

Suppose $A=PD{P}^{-1}$, where $D$ is a diagonal $n\times n$ matrix. If $B$ is the basis for $R^n$ formed from the columns of $P$, then $D$ is the $\beta$matrix for the transformation $x\to Ax$.

Similarity of Matrix Representattions

$A=PC{P}^{-1}$

Iterative Estimates For Eigenvalues

If there is an power method applies to an $n\times n$ matrix $A$ with a strictly domaint eigenvalue ${\lambda }_1$ meaning that ${\lambda }_1$ must be larger in aboluate value than all the other eigenvalues. That is $$|{\lambda }_1|>|{\lambda }_2|\ge |lambd{a}_3|\cdots \ge |{\lambda }_n|$$ Then through the below method it is easy for us to get a eigenvector:
1. Select an initial vector $x_0$ whose largest entry is 1.
2. For $k=0,1,\cdots ,$
a.compute $A{x}_k$
b.Let ${\mu }_k$ be an entry in$A{x}_k$ whose abolute value is as large as possible
c.Compute $x_{k+1}=(1/{\mu }_k)A{x}_k$
3. For almost all choices of $x_0$, the sequence { μ k } \{\mu_k\} {μk​} approaches the domaint eigenvalue, and the sequence { x k } \{x_k\} {xk​} approaches a corresponding eigenvector.

The inverse Power Method For estimating An Eigenvalue $\lambda$ Of $A$

1. Select an initial estimate $\alpha$ sufficiently close to $\lambda$
2. select an initial vector $x_0$ whose largest entry is 1
3. For $k=0,1,\cdots ,$
   a.slove $(A-\alpha I)y_k=x_k$ for $y_k$
   b.Let ${\mu }_k$ be an entry in $y_k$ whose absolute value is as large as possible.
   c.Compute $v_k=\alpha +(1/{\mu }_k)$
   d.Compute $x_{k+1}=(1/{\mu }_k)y_k$
4. For almost all choices of $x_0$, the sequence { v k } \{v_k\} {vk​} approaches the eigenvalue $\lambda$ of $A$, and the sequence { x k } \{x_k\} {xk​} approaches a corresponding eigenvector.