Faddeev-Leverrier Method for Eigenvalues

5. Faddeev-Leverrier Method for Eigenvalues

Faddeev-Leverrier Method

Let be an n × n matrix. The determination of eigenvalues and eigenvectors requires the solution
of

(1)

where is the eigenvalue corresponding to the eigenvector . The values must satisfy the
equation

(2) .

Hence is a root of an nth degree polynomial , which we write in the form

(3) .

The Faddeev-Leverrier algorithm is an efficient method for finding the coefficients of the
polynomial . As an additional benefit, the inverse matrix is obtained at no extra
computational expense.

Recall that the trace of the matrix , written , is

(4) .

The algorithm generates a sequence of matrices and uses their traces to compute the
coefficients of ,

(5)

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 Faddeev-Leverrier Method for Eigenvalues

Then the characteristic polynomial is given by

(6) .

In addition, the inverse matrix is given by

(7) .

Example 1. Use Faddeev's method to find the characteristic polynomial and inverse of the matrix

Solution 1.

Example 2. Use Faddeev's method to find the characteristic polynomial and inverse of the matrix

Solution 2.

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 Faddeev-Leverrier Method for Eigenvalues

Example 1. Use Faddeev's method to find the characteristic polynomial and inverse of the matrix

Solution 1.

We can compare this result with the method of determinants for finding the characteristic polynomial.

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 Faddeev-Leverrier Method for Eigenvalues

The polynomials are different only in the fact that .

Now we compute the inverse matrix .

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 Faddeev-Leverrier Method for Eigenvalues

Example 2. Use Faddeev's method to find the characteristic polynomial and inverse of the matrix .

Solution 2.

We can compare this result with the method of determinants for finding the characteristic polynomial.

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 Faddeev-Leverrier Method for Eigenvalues

The polynomials are the same because the degree is even.

Now we compute the inverse matrix .

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