矩阵教程之三：特征值与特征向量

A tutorial on eigenvalues, eigenvectors and their properties. Includes step by step how-to calculations. An introduction to vector iteration, the Power Method and the Deflation Method is provided.

Dr. E. Garcia
Mi Islita.com
Email | Last Update: 07/17/06

Topics

Putting Everything Together

The Eigenvalue Problem

Calculating Eigenvalues

Eigenvectors

Properties of Eigenvalues and Eigenvectors

Computing Eigenvectors from Eigenvalues

Computing Eigenvalues from Eigenvectors

The Power Method (Vector Iteration)

The Deflation Method

Why should we care about all this?

Beware of Link Model Speculators

Tutorial Review

References

Putting Everything Together

In Part 1 of this three-part tutorial we defined different type of matrices. We covered digraphs, stochastic matrices, and markov chains. We also mentioned how some search engine marketers have derived blogonomies out of these and similar concepts.

In Part 2 we covered matrix operations like addition, substraction and multiplication of matrices. We also discussed multiplication and division of matrices by a scalar and calculation of determinants from square matrices. We mentioned that if a determinant has a nonzero value, its matrix is described as regular and that if a determinant has zero value, its matrix is described as singular.

It is now time to put everything together, to demystify eigenvalues, eigenvectors, and present some practical applications.

The Eigenvalue Problem

Consider a scalar matrix Z, obtained by multiplying an identity matrix by a scalar; i.e., Z = c*I. Deducting this from a regular matrix A gives a new matrix A - c*I.

Equation 1: A - Z = A - c*I.

If its determinant is zero,

Equation 2: |A - c*I| = 0

and A has been transformed into a singular matrix. The problem of transforming a regular matrix into a singular matrix is referred to as the eigenvalue problem.

However, deducting c*I from A is equivalent to substracting a scalar c from the main diagonal of A. For the determinant of the new matrix to vanish the trace of A must be equal to the sum of specific values of c. For which values of c?