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Linear algebra and differential equations (Math 54): Lecture 13 - - PowerPoint PPT Presentation
Linear algebra and differential equations (Math 54): Lecture 13 - - PowerPoint PPT Presentation
Linear algebra and differential equations (Math 54): Lecture 13 Vivek Shende March 7, 2019 Hello and welcome to class! Hello and welcome to class! Last time Hello and welcome to class! Last time We began discussing eigenvalues and
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Hello and welcome to class!
Last time
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Hello and welcome to class!
Last time
We began discussing eigenvalues and eigenvectors.
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Hello and welcome to class!
Last time
We began discussing eigenvalues and eigenvectors.
This time
We’ll see more examples, and study the question of when there is a basis of eigenvectors.
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Review: Eigenvectors and eigenvalues
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Review: Eigenvectors and eigenvalues
If T : V → V is a linear transformation — perhaps V = Rn and T is given by a matrix — and Tv = λv then v is said to be an eigenvector of T with eigenvalue λ.
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Review: Eigenvectors and eigenvalues
If T : V → V is a linear transformation — perhaps V = Rn and T is given by a matrix — and Tv = λv then v is said to be an eigenvector of T with eigenvalue λ. The eigenvalues can be determined by solving the characteristic equation det(T − λI) = 0.
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Review: Eigenvectors and eigenvalues
If T : V → V is a linear transformation — perhaps V = Rn and T is given by a matrix — and Tv = λv then v is said to be an eigenvector of T with eigenvalue λ. The eigenvalues can be determined by solving the characteristic equation det(T − λI) = 0. The eigenvectors for a given eigenvalue λ can be determined by finding the kernel of T − λI, by row reduction.
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Review: diagonalization
If B is a basis for V consisting of eigenvectors of T : V → V ,
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Review: diagonalization
If B is a basis for V consisting of eigenvectors of T : V → V , then the matrix [T]B is diagonal.
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Review: diagonalization
If B is a basis for V consisting of eigenvectors of T : V → V , then the matrix [T]B is diagonal. If V = Rn, [T] is the matrix of T in the standard basis,
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Review: diagonalization
If B is a basis for V consisting of eigenvectors of T : V → V , then the matrix [T]B is diagonal. If V = Rn, [T] is the matrix of T in the standard basis, and B = [b1, b2, . . . , bn] is the matrix whose columns are the basis vectors
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Review: diagonalization
If B is a basis for V consisting of eigenvectors of T : V → V , then the matrix [T]B is diagonal. If V = Rn, [T] is the matrix of T in the standard basis, and B = [b1, b2, . . . , bn] is the matrix whose columns are the basis vectors then [T]B = B−1[T]B
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Review: diagonalization
A square matrix M can be written as M = X · (diagonal matrix) · X −1
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Review: diagonalization
A square matrix M can be written as M = X · (diagonal matrix) · X −1 exactly when there’s a basis of eigenvectors B for M
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Review: diagonalization
A square matrix M can be written as M = X · (diagonal matrix) · X −1 exactly when there’s a basis of eigenvectors B for M in which case we take X = [b1, b2, . . . , bn]
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Review: diagonalization
A square matrix M can be written as M = X · (diagonal matrix) · X −1 exactly when there’s a basis of eigenvectors B for M in which case we take X = [b1, b2, . . . , bn] This is good for computing the powers of M: Mn = X · (diagonal matrix)n · X −1
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Basis independence
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Basis independence
Note that the notions of eigenvector and eigenvalue
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Basis independence
Note that the notions of eigenvector and eigenvalue Tv = λv
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Basis independence
Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T
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Basis independence
Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T and not on the basis you write T in.
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Basis independence
Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T and not on the basis you write T in. Of course, the way that you write down the eigenvectors does depend on the basis.
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Basis independence
Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T and not on the basis you write T in. Of course, the way that you write down the eigenvectors does depend on the basis. The characteristic polynomial also does not depend on the basis.
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Basis independence
Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T and not on the basis you write T in. Of course, the way that you write down the eigenvectors does depend on the basis. The characteristic polynomial also does not depend on the basis. Indeed, changing basis always amounts to a transformation M → B−1MB, and det(M − λI) = det(B−1(M − λI)B) = det(B−1MB − λ)
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Example
Consider the matrix 1 1
- .
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Example
Consider the matrix 1 1
- .
Its characteristic equation is:
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1.
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1
- .
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1
- . It’s
spanned by
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1
- . It’s
spanned by (1, 1).
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1
- . It’s
spanned by (1, 1). Eigenvectors of eigenvalue −1
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1
- . It’s
spanned by (1, 1). Eigenvectors of eigenvalue −1 form the kernel of 1 1 1 1
- .
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1
- . It’s
spanned by (1, 1). Eigenvectors of eigenvalue −1 form the kernel of 1 1 1 1
- . It’s
spanned by
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1
- . It’s
spanned by (1, 1). Eigenvectors of eigenvalue −1 form the kernel of 1 1 1 1
- . It’s
spanned by (1, −1).
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Example
Consider the matrix 1 1
- .
Its characteristic equation is: 0 = det −λ 1 1 −λ
- = λ2 − 1.
So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1
- . It’s
spanned by (1, 1). Eigenvectors of eigenvalue −1 form the kernel of 1 1 1 1
- . It’s
spanned by (1, −1). There is a basis of real eigenvectors.
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Example
Consider the matrix 1 1 1 .
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Example
Consider the matrix 1 1 1 . Its characteristic equation is:
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Example
Consider the matrix 1 1 1 . Its characteristic equation is: 0 = det −λ 1 −λ 1 1 −λ = 1 − λ3
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Example
Consider the matrix 1 1 1 . Its characteristic equation is: 0 = det −λ 1 −λ 1 1 −λ = 1 − λ3 This has one real solution: λ = 1.
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Example
Consider the matrix 1 1 1 . Its characteristic equation is: 0 = det −λ 1 −λ 1 1 −λ = 1 − λ3 This has one real solution: λ = 1. Eigenvectors of eigenvalue 1
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Example
Consider the matrix 1 1 1 . Its characteristic equation is: 0 = det −λ 1 −λ 1 1 −λ = 1 − λ3 This has one real solution: λ = 1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 −1 1 1 −1 .
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Example
Consider the matrix 1 1 1 . Its characteristic equation is: 0 = det −λ 1 −λ 1 1 −λ = 1 − λ3 This has one real solution: λ = 1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 −1 1 1 −1 . This is spanned by (1, 1, 1).
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Example
Consider the matrix 1 1 1 . Its characteristic equation is: 0 = det −λ 1 −λ 1 1 −λ = 1 − λ3 This has one real solution: λ = 1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 −1 1 1 −1 . This is spanned by (1, 1, 1). There is no basis of real eigenvectors.
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Example
Consider the matrix
- 1
−1
- .
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Example
Consider the matrix
- 1
−1
- .
Its characteristic equation is:
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Example
Consider the matrix
- 1
−1
- .
Its characteristic equation is: 0 = det −λ 1 −1 −λ
- = λ2 + 1. This
has
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Example
Consider the matrix
- 1
−1
- .
Its characteristic equation is: 0 = det −λ 1 −1 −λ
- = λ2 + 1. This
has no real solutions, so there are no real eigenvalues or nonzero eigenvectors.
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Example
Consider the matrix
- 1
−1
- .
Its characteristic equation is: 0 = det −λ 1 −1 −λ
- = λ2 + 1. This
has no real solutions, so there are no real eigenvalues or nonzero eigenvectors. There is no basis of real eigenvectors.
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Example
Consider the matrix 1 1 1
- .
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Example
Consider the matrix 1 1 1
- .
Characteristic equation:
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Example
Consider the matrix 1 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 1 − λ
- = λ2 − 2λ + 1.
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Example
Consider the matrix 1 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are
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Example
Consider the matrix 1 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1
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Example
Consider the matrix 1 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1
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Example
Consider the matrix 1 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of 1
- .
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Example
Consider the matrix 1 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of 1
- . This
is spanned by
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Example
Consider the matrix 1 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of 1
- . This
is spanned by (1, 0).
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Example
Consider the matrix 1 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of 1
- . This
is spanned by (1, 0). There is no basis of real eigenvectors.
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Example
Consider the matrix 1 1
- .
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Example
Consider the matrix 1 1
- .
Characteristic equation:
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Example
Consider the matrix 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 − λ
- = λ2 − 2λ + 1.
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Example
Consider the matrix 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are
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Example
Consider the matrix 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1
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Example
Consider the matrix 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1
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Example
Consider the matrix 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of
- .
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Example
Consider the matrix 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of
- . This
is all vectors in R2.
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Example
Consider the matrix 1 1
- .
Characteristic equation: 0 = det 1 − λ 1 − λ
- = λ2 − 2λ + 1.
So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of
- . This
is all vectors in R2. There is a basis of real eigenvectors.
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Example
Consider the linear transformation
d dx : Pn → Pn.
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Example
Consider the linear transformation
d dx : Pn → Pn.
Constant polynomials are eigenvectors of eigenvalue zero.
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Example
Consider the linear transformation
d dx : Pn → Pn.
Constant polynomials are eigenvectors of eigenvalue zero. There are no others:
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Example
Consider the linear transformation
d dx : Pn → Pn.
Constant polynomials are eigenvectors of eigenvalue zero. There are no others: the derivative lowers the degree of a polynomial
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Example
Consider the linear transformation
d dx : Pn → Pn.
Constant polynomials are eigenvectors of eigenvalue zero. There are no others: the derivative lowers the degree of a polynomial so any eigenvector must have eigenvalue zero
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Example
Consider the linear transformation
d dx : Pn → Pn.
Constant polynomials are eigenvectors of eigenvalue zero. There are no others: the derivative lowers the degree of a polynomial so any eigenvector must have eigenvalue zero hence be a constant.
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Example
Or, we pick a basis, say 1, x, x2, . . .
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Example
Or, we pick a basis, say 1, x, x2, . . . and write the matrix of
d dx .
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Example
Or, we pick a basis, say 1, x, x2, . . . and write the matrix of
d dx .
I’ll write the case P4:
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Example
Or, we pick a basis, say 1, x, x2, . . . and write the matrix of
d dx .
I’ll write the case P4: 1 2 3 4
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Example
Or, we pick a basis, say 1, x, x2, . . . and write the matrix of
d dx .
I’ll write the case P4: 1 2 3 4 The characteristic equation of this matrix is −λ5 = 0.
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Example
Or, we pick a basis, say 1, x, x2, . . . and write the matrix of
d dx .
I’ll write the case P4: 1 2 3 4 The characteristic equation of this matrix is −λ5 = 0. So 0 is the
- nly eigenvalue.
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Example
Or, we pick a basis, say 1, x, x2, . . . and write the matrix of
d dx .
I’ll write the case P4: 1 2 3 4 The characteristic equation of this matrix is −λ5 = 0. So 0 is the
- nly eigenvalue.
The corresponding eigenspace is
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Example
Or, we pick a basis, say 1, x, x2, . . . and write the matrix of
d dx .
I’ll write the case P4: 1 2 3 4 The characteristic equation of this matrix is −λ5 = 0. So 0 is the
- nly eigenvalue.
The corresponding eigenspace is in this basis
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Example
Or, we pick a basis, say 1, x, x2, . . . and write the matrix of
d dx .
I’ll write the case P4: 1 2 3 4 The characteristic equation of this matrix is −λ5 = 0. So 0 is the
- nly eigenvalue.
The corresponding eigenspace is in this basis spanned by (1, 0, 0, 0, 0).
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Example
Or, we pick a basis, say 1, x, x2, . . . and write the matrix of
d dx .
I’ll write the case P4: 1 2 3 4 The characteristic equation of this matrix is −λ5 = 0. So 0 is the
- nly eigenvalue.
The corresponding eigenspace is in this basis spanned by (1, 0, 0, 0, 0). These are the constant polynomials.
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When is there a basis of eigenvectors?
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When is there a basis of eigenvectors?
Theorem
Let T : V → V be a linear transformation,
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When is there a basis of eigenvectors?
Theorem
Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi
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When is there a basis of eigenvectors?
Theorem
Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi If the eigenvalues λi are distinct, then the eigenvectors vi are linearly independent.
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When is there a basis of eigenvectors?
Proof.
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When is there a basis of eigenvectors?
Proof.
We check n = 2.
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When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well.
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When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0,
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When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0,
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When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0.
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When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0.
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When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0
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When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2.
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When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0,
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When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction.
SLIDE 104
When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract
1 λ2 times the second equation from the first.
SLIDE 105
When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract
1 λ2 times the second equation from the first.
We find c1(1 − λ1/λ2)v1 = 0.
SLIDE 106
When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract
1 λ2 times the second equation from the first.
We find c1(1 − λ1/λ2)v1 = 0. Since λ1 = λ2,
SLIDE 107
When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract
1 λ2 times the second equation from the first.
We find c1(1 − λ1/λ2)v1 = 0. Since λ1 = λ2, this implies v1 = 0,
SLIDE 108
When is there a basis of eigenvectors?
Proof.
We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract
1 λ2 times the second equation from the first.
We find c1(1 − λ1/λ2)v1 = 0. Since λ1 = λ2, this implies v1 = 0, which is a contradiction.
SLIDE 109
When is there a basis of eigenvectors?
More generally, consider a minimal dependent subset of the vi.
SLIDE 110
When is there a basis of eigenvectors?
More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero.
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When is there a basis of eigenvectors?
More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0
SLIDE 112
When is there a basis of eigenvectors?
More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality).
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When is there a basis of eigenvectors?
More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them.
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When is there a basis of eigenvectors?
More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them. Applying T, we also have 0 = ciλivi. By minimality, none of the λi can be zero. But then we subtract λ1 times the first equation from the second, getting 0 =
- i>1
ci(λi − λ1)vi This is a nontrivial
SLIDE 115
When is there a basis of eigenvectors?
More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them. Applying T, we also have 0 = ciλivi. By minimality, none of the λi can be zero. But then we subtract λ1 times the first equation from the second, getting 0 =
- i>1
ci(λi − λ1)vi This is a nontrivial — since λi = λ1 —
SLIDE 116
When is there a basis of eigenvectors?
More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them. Applying T, we also have 0 = ciλivi. By minimality, none of the λi can be zero. But then we subtract λ1 times the first equation from the second, getting 0 =
- i>1
ci(λi − λ1)vi This is a nontrivial — since λi = λ1 — linear combination of fewer
- f the basis vectors.
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When is there a basis of eigenvectors?
More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them. Applying T, we also have 0 = ciλivi. By minimality, none of the λi can be zero. But then we subtract λ1 times the first equation from the second, getting 0 =
- i>1
ci(λi − λ1)vi This is a nontrivial — since λi = λ1 — linear combination of fewer
- f the basis vectors. This contradicts minimality.
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When is there a basis of eigenvectors?
Theorem
Let T : V → V be a linear transformation,
SLIDE 119
When is there a basis of eigenvectors?
Theorem
Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi
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When is there a basis of eigenvectors?
Theorem
Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi If the eigenvalues λi are distinct, then the eigenvectors vi are linearly independent.
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When is there a basis of eigenvectors?
Theorem
Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi If the eigenvalues λi are distinct, then the eigenvectors vi are linearly independent.
Corollary
If the characteristic equation of an n × n matrix has n distinct real solutions, then there is a basis of real eigenvectors.
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When is there a basis of eigenvectors?
SLIDE 123
When is there a basis of eigenvectors?
This is not a necessary condition:
SLIDE 124
When is there a basis of eigenvectors?
This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution
SLIDE 125
When is there a basis of eigenvectors?
This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix.
SLIDE 126
When is there a basis of eigenvectors?
This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix.
SLIDE 127
When is there a basis of eigenvectors?
This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix. If T : V → V is a linear transformation and λ is an eigenvalue,
SLIDE 128
When is there a basis of eigenvectors?
This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix. If T : V → V is a linear transformation and λ is an eigenvalue, we say that the kernel of T − λI,
SLIDE 129
When is there a basis of eigenvectors?
This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix. If T : V → V is a linear transformation and λ is an eigenvalue, we say that the kernel of T − λI, i.e., the space spanned by the eigenvectors of eigenvalue λ,
SLIDE 130
When is there a basis of eigenvectors?
This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix. If T : V → V is a linear transformation and λ is an eigenvalue, we say that the kernel of T − λI, i.e., the space spanned by the eigenvectors of eigenvalue λ, is the eigenspace of eigenvalue λ.
SLIDE 131
Example
SLIDE 132
Example
The matrix 1 2 2 has eigenvalues
SLIDE 133
Example
The matrix 1 2 2 has eigenvalues 1, 2.
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Example
The matrix 1 2 2 has eigenvalues 1, 2. The eigenspace of eigenvalue 1 is
SLIDE 135
Example
The matrix 1 2 2 has eigenvalues 1, 2. The eigenspace of eigenvalue 1 is spanned by e1.
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Example
The matrix 1 2 2 has eigenvalues 1, 2. The eigenspace of eigenvalue 1 is spanned by e1. The eigenspace of eigenvalue 2 is
SLIDE 137
Example
The matrix 1 2 2 has eigenvalues 1, 2. The eigenspace of eigenvalue 1 is spanned by e1. The eigenspace of eigenvalue 2 is spanned by e2, e3.
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When is there a basis of eigenvectors?
One can show (although I won’t here):
SLIDE 139
When is there a basis of eigenvectors?
One can show (although I won’t here):
Theorem
Let T : V → V be a linear transformation.
SLIDE 140
When is there a basis of eigenvectors?
One can show (although I won’t here):
Theorem
Let T : V → V be a linear transformation. The following are equivalent.
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When is there a basis of eigenvectors?
One can show (although I won’t here):
Theorem
Let T : V → V be a linear transformation. The following are equivalent.
◮ There’s a basis for V consisting of eigenvectors for T.
SLIDE 142
When is there a basis of eigenvectors?
One can show (although I won’t here):
Theorem
Let T : V → V be a linear transformation. The following are equivalent.
◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V .
SLIDE 143
When is there a basis of eigenvectors?
One can show (although I won’t here):
Theorem
Let T : V → V be a linear transformation. The following are equivalent.
◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V . ◮ The eigenspace of eigenvalue λ has dimension equal to the
multiplicity of λ as a root of the characteristic polynomial.
SLIDE 144
When is there a basis of eigenvectors?
One can show (although I won’t here):
Theorem
Let T : V → V be a linear transformation. The following are equivalent.
◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V . ◮ The eigenspace of eigenvalue λ has dimension equal to the
multiplicity of λ as a root of the characteristic polynomial.
SLIDE 145
When is there a basis of eigenvectors?
One can show (although I won’t here):
Theorem
Let T : V → V be a linear transformation. The following are equivalent.
◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V . ◮ The eigenspace of eigenvalue λ has dimension equal to the
multiplicity of λ as a root of the characteristic polynomial. This is harder to check than the condition that the characteristic equation has distinct solutions,
SLIDE 146
When is there a basis of eigenvectors?
One can show (although I won’t here):
Theorem
Let T : V → V be a linear transformation. The following are equivalent.
◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V . ◮ The eigenspace of eigenvalue λ has dimension equal to the
multiplicity of λ as a root of the characteristic polynomial. This is harder to check than the condition that the characteristic equation has distinct solutions, since you have to actually determine the eigenspaces
SLIDE 147